| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 126273.9767 | 21655.6533 | 104618.3233 | 128557.0776 | 23958.3231 | 104598.7545 |
| Total P&L (%) | 126.274 | 21.6557 | 104.6183 | 128.5571 | 23.9583 | 104.5988 |
| Avg Daily Profit (%) | 0.2424 | 0.0416 | 0.2009 | 0.1588 | 0.0412 | 0.1375 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -46902 | -64172 | -35238 | -59360 | -71507 | -40479 |
| Profit Factor | 1.4424 | 1.131 | 1.8705 | 1.4226 | 1.1403 | 1.784 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
| Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Profitability (%) | 63.964 | 60 | 67.8571 | 63.964 | 60 | 67.8571 |
| Ratio Avg Win / Avg Loss | 0.8126 | 0.754 | 0.886 | 0.8015 | 0.7602 | 0.8451 |
| Largest Winning Trade | 19405 | 15206 | 19405 | 28166 | 17604 | 28166 |
| Largest Losing Trade | -33838 | -33838 | -20892 | -39205 | -39205 | -25864 |
| Avg Bars in Trades | 219 | 244 | 195 | 219 | 244 | 195 |
| Avg Bars in Winners | 147 | 166 | 130 | 147 | 166 | 130 |
| Avg Bars in Losers | 347 | 361 | 331 | 347 | 361 | 331 |
| Bars Traded | 24392 | 13453 | 10939 | 24392 | 13453 | 10939 |
| Profit Streak | 26.1437 | 35.3937 | 26.1437 | 26.1437 | 35.3937 | 26.1437 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 371176 | -399533 | -168889 | 341092 | -388294 | -186099 |
{
"trading_pair": "OP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715256000000,
"first_datapoint_time": 1715657400000,
"last_datapoint_time": 1760254200000,
"evaluation_time": 1760255814895,
"expiration_time": 1766734200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 98,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
126273.9766589603,
21655.6533418287,
104618.3233171316,
128557.0775956819,
23958.3230545761,
104598.7545411057
],
[
126.273977,
21.655653,
104.618323,
128.557078,
23.958323,
104.598755
],
[
0.242448,
0.041579,
0.200868,
0.158837,
0.041246,
0.137544
],
[
10,
10,
10,
10,
10,
10
],
[
-46902,
-64172,
-35238,
-59360,
-71507,
-40479
],
[
1.442397,
1.131045,
1.870532,
1.42259,
1.14027,
1.78404
],
[
111,
55,
56,
111,
55,
56
],
[
71,
33,
38,
71,
33,
38
],
[
40,
22,
18,
40,
22,
18
],
[
63.963964,
60,
67.857143,
63.963964,
60,
67.857143
],
[
0.812618,
0.75403,
0.886042,
0.801459,
0.76018,
0.845071
],
[
19405,
15206,
19405,
28166,
17604,
28166
],
[
-33838,
-33838,
-20892,
-39205,
-39205,
-25864
],
[
219,
244,
195,
219,
244,
195
],
[
147,
166,
130,
147,
166,
130
],
[
347,
361,
331,
347,
361,
331
],
[
24392,
13453,
10939,
24392,
13453,
10939
],
[
26.143691,
35.393691,
26.143691,
26.143691,
35.393691,
26.143691
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
371176,
-399533,
-168889,
341092,
-388294,
-186099
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715256000000,
"first_datapoint_time": 1715657400000,
"last_datapoint_time": 1760254200000,
"evaluation_time": 1760255814895,
"expiration_time": 1766734200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 98,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|