Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33186.0272 | -20664.3052 | 53850.3324 | 966.558 | -48000.2639 | 48966.8219 |
Total P&L (%) | 33.186 | -20.6643 | 53.8503 | 0.9666 | -48.0003 | 48.9668 |
Avg Daily Profit (%) | 0.1274 | -0.0794 | 0.2068 | 0.0037 | -0.2508 | 0.1532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63759 | -44177 | -36919 | -109037 | -71043 | -54014 |
Profit Factor | 1.1688 | 0.8265 | 1.6943 | 1.0037 | 0.6986 | 1.4801 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 17 | 12 | 5 | 17 | 12 | 5 |
Profitability (%) | 72.5806 | 61.2903 | 83.871 | 72.5806 | 61.2903 | 83.871 |
Ratio Avg Win / Avg Loss | 0.4415 | 0.522 | 0.3258 | 0.3792 | 0.4412 | 0.2846 |
Largest Winning Trade | 16198 | 13010 | 16198 | 23731 | 16866 | 23731 |
Largest Losing Trade | -35506 | -35506 | -32290 | -46574 | -46574 | -45232 |
Avg Bars in Trades | 396 | 461 | 331 | 396 | 461 | 331 |
Avg Bars in Winners | 216 | 217 | 216 | 216 | 217 | 216 |
Avg Bars in Losers | 873 | 848 | 934 | 873 | 848 | 934 |
Bars Traded | 24605 | 14315 | 10290 | 24605 | 14315 | 10290 |
Profit Streak | 2.8929 | 2.8929 | 17.3616 | 2.8929 | 2.8929 | 17.3616 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -220037 | -581998 | 393552 | -729533 | -581998 | 331577 |
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736933400000, "first_datapoint_time": 1737136800000, "last_datapoint_time": 1759432500000, "evaluation_time": 1759433144041, "expiration_time": 1765912500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 151, "offset": 0, "scalar": 1 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 33186.0271702103, -20664.3051947604, 53850.3323649707, 966.5579924614, -48000.2638600359, 48966.8218524973 ], [ 33.186027, -20.664305, 53.850332, 0.966558, -48.000264, 48.966822 ], [ 0.127433, -0.07935, 0.206783, 0.003694, -0.250791, 0.15316 ], [ 10, 10, 10, 10, 10, 10 ], [ -63759, -44177, -36919, -109037, -71043, -54014 ], [ 1.168755, 0.82649, 1.694336, 1.0037, 0.698635, 1.480118 ], [ 62, 31, 31, 62, 31, 31 ], [ 45, 19, 26, 45, 19, 26 ], [ 17, 12, 5, 17, 12, 5 ], [ 72.580645, 61.290323, 83.870968, 72.580645, 61.290323, 83.870968 ], [ 0.44153, 0.521994, 0.325834, 0.379175, 0.441243, 0.284638 ], [ 16198, 13010, 16198, 23731, 16866, 23731 ], [ -35506, -35506, -32290, -46574, -46574, -45232 ], [ 396, 461, 331, 396, 461, 331 ], [ 216, 217, 216, 216, 217, 216 ], [ 873, 848, 934, 873, 848, 934 ], [ 24605, 14315, 10290, 24605, 14315, 10290 ], [ 2.892871, 2.892871, 17.361621, 2.892871, 2.892871, 17.361621 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -220037, -581998, 393552, -729533, -581998, 331577 ] ] }
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736933400000, "first_datapoint_time": 1737136800000, "last_datapoint_time": 1759432500000, "evaluation_time": 1759433144041, "expiration_time": 1765912500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 151, "offset": 0, "scalar": 1 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|