Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234297.2633 | 185374.4977 | 48922.7656 | 36668.2586 | 67352.0223 | -30683.7637 |
Total P&L (%) | 234.2973 | 185.3745 | 48.9228 | 36.6683 | 67.352 | -30.6838 |
Avg Daily Profit (%) | 0.1924 | 0.1522 | 0.0402 | 0.0257 | 0.0423 | -0.0301 |
Buy And Hold Return (%) | 24.7477 | 24.7477 | 24.7477 | 24.7477 | 24.7477 | 24.7477 |
Max Trade Drawdown | -87523 | -56413 | -102974 | -64107 | -43015 | -65111 |
Profit Factor | 1.5006 | 1.9393 | 1.1807 | 1.1216 | 1.5868 | 0.8357 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 68.8172 | 71.7391 | 65.9574 | 68.8172 | 71.7391 | 65.9574 |
Ratio Avg Win / Avg Loss | 0.6799 | 0.764 | 0.6094 | 0.5082 | 0.6251 | 0.4313 |
Largest Winning Trade | 36752 | 36752 | 26465 | 22377 | 22377 | 19462 |
Largest Losing Trade | -67203 | -56413 | -67203 | -67203 | -43015 | -67203 |
Avg Bars in Trades | 49 | 62 | 37 | 49 | 62 | 37 |
Avg Bars in Winners | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Losers | 68 | 112 | 32 | 68 | 112 | 32 |
Bars Traded | 4638 | 2889 | 1748 | 4638 | 2889 | 1748 |
Profit Streak | 124.5119 | 124.5119 | 127.0119 | 124.5119 | 124.5119 | 127.0119 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424203 | 447456 | -166099 | -258386 | -135302 | -577175 |
{ "trading_pair": "OP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4872, "evaluation_days": 1218, "actual_first_datapoint_time": 1654063200000, "first_datapoint_time": 1656914400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759299431279, "expiration_time": 1762433856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } } }
{ "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": [ [ 234297.263312039, 185374.4976686834, 48922.7656433556, 36668.258582758, 67352.0222816965, -30683.7636989385 ], [ 234.297263, 185.374498, 48.922766, 36.668259, 67.352022, -30.683764 ], [ 0.192362, 0.152196, 0.040166, 0.025651, 0.042286, -0.030085 ], [ 24.747664, 24.747664, 24.747664, 24.747664, 24.747664, 24.747664 ], [ -87523, -56413, -102974, -64107, -43015, -65111 ], [ 1.500567, 1.93934, 1.180715, 1.121589, 1.586768, 0.835732 ], [ 93, 46, 47, 93, 46, 47 ], [ 64, 33, 31, 64, 33, 31 ], [ 29, 13, 16, 29, 13, 16 ], [ 68.817204, 71.73913, 65.957447, 68.817204, 71.73913, 65.957447 ], [ 0.679945, 0.763982, 0.609401, 0.50822, 0.62509, 0.431346 ], [ 36752, 36752, 26465, 22377, 22377, 19462 ], [ -67203, -56413, -67203, -67203, -43015, -67203 ], [ 49, 62, 37, 49, 62, 37 ], [ 41, 43, 39, 41, 43, 39 ], [ 68, 112, 32, 68, 112, 32 ], [ 4638, 2889, 1748, 4638, 2889, 1748 ], [ 124.511936, 124.511936, 127.011936, 124.511936, 124.511936, 127.011936 ], [ 11, 5, 6, 11, 5, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424203, 447456, -166099, -258386, -135302, -577175 ] ] }
{ "trading_pair": "OP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4872, "evaluation_days": 1218, "actual_first_datapoint_time": 1654063200000, "first_datapoint_time": 1656914400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759299431279, "expiration_time": 1762433856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } } }
# | 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) |
---|