Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218532.5503 | 262969.1936 | -44436.6433 | -37210.0335 | 111159.1867 | -148369.2202 |
Total P&L (%) | 218.5326 | 262.9692 | -44.4366 | -37.21 | 111.1592 | -148.3692 |
Avg Daily Profit (%) | 0.1783 | 0.2146 | -0.0363 | -0.038 | 0.061 | 0 |
Buy And Hold Return (%) | 44.2886 | 44.2886 | 44.2886 | 44.2886 | 44.2886 | 44.2886 |
Max Trade Drawdown | -122704 | -68971 | -112282 | -300995 | -168458 | -245401 |
Profit Factor | 1.4857 | 1.9691 | 0.7512 | 0.9531 | 1.2385 | 0.547 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 50.7692 | 53.125 | 48.4848 | 50.7692 | 53.125 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.4407 | 1.7374 | 0.7981 | 0.9242 | 1.0928 | 0.5811 |
Largest Winning Trade | 237798 | 237798 | 17072 | 213246 | 213246 | 51717 |
Largest Losing Trade | -64431 | -64431 | -33704 | -118017 | -101557 | -118017 |
Avg Bars in Trades | 54 | 99 | 9 | 54 | 99 | 9 |
Avg Bars in Winners | 43 | 75 | 8 | 43 | 75 | 8 |
Avg Bars in Losers | 65 | 127 | 10 | 65 | 127 | 10 |
Bars Traded | 3513 | 3197 | 316 | 3513 | 3197 | 316 |
Profit Streak | 0 | 132.1691 | 0 | 0 | 132.1691 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128637 | 435983 | -581114 | -716678 | -113955 | -581114 |
{ "trading_pair": "OP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3676, "evaluation_days": 1225.33, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655942400000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759925006804, "expiration_time": 1763086464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 250, "offset": 0, "std": 4.58096 } }, "second_band": { "type": "kcl", "factors": { "length": 66, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 218532.5502838062, 262969.1935949238, -44436.6433111174, -37210.0335078608, 111159.1867395112, -148369.220247372 ], [ 218.53255, 262.969194, -44.436643, -37.210034, 111.159187, -148.36922 ], [ 0.178346, 0.214611, -0.036265, -0.037972, 0.061018, 0 ], [ 44.288577, 44.288577, 44.288577, 44.288577, 44.288577, 44.288577 ], [ -122704, -68971, -112282, -300995, -168458, -245401 ], [ 1.485705, 1.969082, 0.751152, 0.953109, 1.23852, 0.546963 ], [ 65, 32, 33, 65, 32, 33 ], [ 33, 17, 16, 33, 17, 16 ], [ 32, 15, 17, 32, 15, 17 ], [ 50.769231, 53.125, 48.484848, 50.769231, 53.125, 48.484848 ], [ 1.440683, 1.737425, 0.798099, 0.924227, 1.092812, 0.581148 ], [ 237798, 237798, 17072, 213246, 213246, 51717 ], [ -64431, -64431, -33704, -118017, -101557, -118017 ], [ 54, 99, 9, 54, 99, 9 ], [ 43, 75, 8, 43, 75, 8 ], [ 65, 127, 10, 65, 127, 10 ], [ 3513, 3197, 316, 3513, 3197, 316 ], [ 0, 132.16906, 0, 0, 132.16906, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -128637, 435983, -581114, -716678, -113955, -581114 ] ] }
{ "trading_pair": "OP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3676, "evaluation_days": 1225.33, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655942400000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759925006804, "expiration_time": 1763086464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 250, "offset": 0, "std": 4.58096 } }, "second_band": { "type": "kcl", "factors": { "length": 66, "offset": 0, "scalar": 3 } } }
# | 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) |
---|