| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 53431.2803 | -27122.0995 | 80553.3798 | -23262.708 | -45873.0724 | 22610.3645 |
| Total P&L (%) | 53.4313 | -27.1221 | 80.5534 | -23.2627 | -45.8731 | 22.6104 |
| Avg Daily Profit (%) | 0.1026 | -0.0521 | 0.1547 | -0.0508 | -0.1178 | 0.0391 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97762 | -58397 | -74489 | -117437 | -72524 | -90602 |
| Profit Factor | 1.1132 | 0.8813 | 1.3311 | 0.9462 | 0.7738 | 1.0984 |
| Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
| Winning Trades | 146 | 68 | 78 | 146 | 68 | 78 |
| Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
| Profitability (%) | 72.6368 | 68 | 77.2277 | 72.6368 | 68 | 77.2277 |
| Ratio Avg Win / Avg Loss | 0.4194 | 0.4147 | 0.3925 | 0.3565 | 0.3642 | 0.3239 |
| Largest Winning Trade | 38442 | 9631 | 38442 | 21308 | 10087 | 21308 |
| Largest Losing Trade | -57127 | -23208 | -57127 | -65652 | -25909 | -65652 |
| Avg Bars in Trades | 122 | 92 | 152 | 122 | 92 | 152 |
| Avg Bars in Winners | 67 | 45 | 86 | 67 | 45 | 86 |
| Avg Bars in Losers | 269 | 192 | 376 | 269 | 192 | 376 |
| Bars Traded | 24620 | 9235 | 15384 | 24620 | 9235 | 15384 |
| Profit Streak | 4.3746 | 14.7496 | 4.3746 | 4.3746 | 14.7496 | 4.3746 |
| Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -150263 | -577430 | 337936 | -576289 | -577430 | -256190 |
{
"trading_pair": "OP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715250600000,
"first_datapoint_time": 1715680800000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760250567761,
"expiration_time": 1766728800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 240,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
53431.2802694183,
-27122.0994998881,
80553.3797693063,
-23262.7079540876,
-45873.0724226771,
22610.3644685895
],
[
53.43128,
-27.122099,
80.55338,
-23.262708,
-45.873072,
22.610364
],
[
0.102589,
-0.052075,
0.154663,
-0.050826,
-0.117788,
0.039145
],
[
10,
10,
10,
10,
10,
10
],
[
-97762,
-58397,
-74489,
-117437,
-72524,
-90602
],
[
1.113243,
0.881305,
1.331052,
0.946234,
0.773845,
1.09838
],
[
201,
100,
101,
201,
100,
101
],
[
146,
68,
78,
146,
68,
78
],
[
55,
32,
23,
55,
32,
23
],
[
72.636816,
68,
77.227723,
72.636816,
68,
77.227723
],
[
0.419372,
0.414732,
0.39249,
0.356458,
0.364162,
0.323881
],
[
38442,
9631,
38442,
21308,
10087,
21308
],
[
-57127,
-23208,
-57127,
-65652,
-25909,
-65652
],
[
122,
92,
152,
122,
92,
152
],
[
67,
45,
86,
67,
45,
86
],
[
269,
192,
376,
269,
192,
376
],
[
24620,
9235,
15384,
24620,
9235,
15384
],
[
4.374627,
14.749627,
4.374627,
4.374627,
14.749627,
4.374627
],
[
4,
5,
2,
4,
5,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150263,
-577430,
337936,
-576289,
-577430,
-256190
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715250600000,
"first_datapoint_time": 1715680800000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760250567761,
"expiration_time": 1766728800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 240,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|