| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 105901.6475 | 5752.8641 | 100148.7834 | 92519.1855 | -4187.7064 | 96706.8918 |
| Total P&L (%) | 105.9016 | 5.7529 | 100.1488 | 92.5192 | -4.1877 | 96.7069 |
| Avg Daily Profit (%) | 0.2033 | 0.011 | 0.1923 | 0.1258 | -0.0082 | 0.13 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -49537 | -44183 | -49831 | -79083 | -64524 | -74264 |
| Profit Factor | 1.3684 | 1.0451 | 1.6261 | 1.2194 | 0.9772 | 1.4061 |
| Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
| Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
| Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
| Profitability (%) | 71.5847 | 71.4286 | 71.7391 | 71.5847 | 71.4286 | 71.7391 |
| Ratio Avg Win / Avg Loss | 0.5432 | 0.418 | 0.6406 | 0.484 | 0.3909 | 0.5539 |
| Largest Winning Trade | 14019 | 6772 | 14019 | 17907 | 11737 | 17907 |
| Largest Losing Trade | -43518 | -20768 | -43518 | -64708 | -37410 | -64708 |
| Avg Bars in Trades | 134 | 53 | 213 | 134 | 53 | 213 |
| Avg Bars in Winners | 76 | 24 | 127 | 76 | 24 | 127 |
| Avg Bars in Losers | 279 | 125 | 433 | 279 | 125 | 433 |
| Bars Traded | 24543 | 4882 | 19661 | 24543 | 4882 | 19661 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 348202 | -514242 | 362681 | -23900 | -578602 | -18213 |
{
"trading_pair": "OP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715189400000,
"first_datapoint_time": 1715920200000,
"last_datapoint_time": 1760187600000,
"evaluation_time": 1760189360043,
"expiration_time": 1766667600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 12,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 241,
"offset": 166
}
}
} {
"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": [
[
105901.6475295062,
5752.8640922164,
100148.7834372896,
92519.1854513274,
-4187.7063749543,
96706.8918262815
],
[
105.901648,
5.752864,
100.148783,
92.519185,
-4.187706,
96.706892
],
[
0.203332,
0.011046,
0.192287,
0.125845,
-0.008213,
0.129982
],
[
10,
10,
10,
10,
10,
10
],
[
-49537,
-44183,
-49831,
-79083,
-64524,
-74264
],
[
1.368394,
1.04512,
1.626055,
1.219363,
0.977192,
1.406065
],
[
183,
91,
92,
183,
91,
92
],
[
131,
65,
66,
131,
65,
66
],
[
52,
26,
26,
52,
26,
26
],
[
71.584699,
71.428571,
71.73913,
71.584699,
71.428571,
71.73913
],
[
0.543179,
0.418048,
0.640567,
0.484022,
0.390877,
0.553904
],
[
14019,
6772,
14019,
17907,
11737,
17907
],
[
-43518,
-20768,
-43518,
-64708,
-37410,
-64708
],
[
134,
53,
213,
134,
53,
213
],
[
76,
24,
127,
76,
24,
127
],
[
279,
125,
433,
279,
125,
433
],
[
24543,
4882,
19661,
24543,
4882,
19661
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348202,
-514242,
362681,
-23900,
-578602,
-18213
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715189400000,
"first_datapoint_time": 1715920200000,
"last_datapoint_time": 1760187600000,
"evaluation_time": 1760189360043,
"expiration_time": 1766667600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 12,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 241,
"offset": 166
}
}
}
| # | 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) |
|---|