| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 107071.0729 | 187891.687 | -80820.6141 | 84373.7376 | 227488.3164 | -143114.5788 |
| Total P&L (%) | 107.0711 | 187.8917 | -80.8206 | 84.3737 | 227.4883 | -143.1146 |
| Avg Daily Profit (%) | 0.0878 | 0.154 | -0.0662 | 0.0502 | 0.0973 | 0 |
| Buy And Hold Return (%) | 40.3048 | 40.3048 | 40.3048 | 40.3048 | 40.3048 | 40.3048 |
| Max Trade Drawdown | -259395 | -65674 | -243855 | -1043243 | -181010 | -1053870 |
| Profit Factor | 1.1927 | 1.8952 | 0.7662 | 1.0478 | 1.3922 | 0.8792 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 66 | 33 | 33 | 52 | 27 | 25 |
| Losing Trades | 20 | 10 | 10 | 34 | 16 | 18 |
| Profitability (%) | 76.7442 | 76.7442 | 76.7442 | 60.4651 | 62.7907 | 58.1395 |
| Ratio Avg Win / Avg Loss | 0.3614 | 0.5743 | 0.2322 | 0.6851 | 0.825 | 0.633 |
| Largest Winning Trade | 170112 | 170112 | 16814 | 492685 | 170112 | 492685 |
| Largest Losing Trade | -147897 | -64958 | -147897 | -883942 | -176997 | -883942 |
| Avg Bars in Trades | 40 | 46 | 34 | 40 | 46 | 34 |
| Avg Bars in Winners | 17 | 18 | 16 | 31 | 31 | 31 |
| Avg Bars in Losers | 117 | 139 | 95 | 53 | 71 | 38 |
| Bars Traded | 3485 | 1993 | 1492 | 3485 | 1993 | 1492 |
| Profit Streak | 45.319 | 85.319 | 45.319 | 45.319 | 85.319 | 45.319 |
| Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -83952 | 409857 | -576272 | -298447 | -61855 | -578684 |
{
"trading_pair": "OP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3660,
"evaluation_days": 1220,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1655366400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759477160137,
"expiration_time": 1762611840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 182,
"offset": 0,
"poles": 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": [
[
107071.072855506,
187891.6869880094,
-80820.6141325034,
84373.7376160126,
227488.3164303999,
-143114.5788143875
],
[
107.071073,
187.891687,
-80.820614,
84.373738,
227.488316,
-143.114579
],
[
0.087763,
0.15401,
-0.066246,
0.05016,
0.097284,
0
],
[
40.304762,
40.304762,
40.304762,
40.304762,
40.304762,
40.304762
],
[
-259395,
-65674,
-243855,
-1043243,
-181010,
-1053870
],
[
1.192709,
1.895213,
0.766229,
1.047802,
1.39223,
0.879235
],
[
86,
43,
43,
86,
43,
43
],
[
66,
33,
33,
52,
27,
25
],
[
20,
10,
10,
34,
16,
18
],
[
76.744186,
76.744186,
76.744186,
60.465116,
62.790698,
58.139535
],
[
0.361427,
0.574307,
0.232191,
0.685102,
0.825025,
0.633049
],
[
170112,
170112,
16814,
492685,
170112,
492685
],
[
-147897,
-64958,
-147897,
-883942,
-176997,
-883942
],
[
40,
46,
34,
40,
46,
34
],
[
17,
18,
16,
31,
31,
31
],
[
117,
139,
95,
53,
71,
38
],
[
3485,
1993,
1492,
3485,
1993,
1492
],
[
45.318983,
85.318983,
45.318983,
45.318983,
85.318983,
45.318983
],
[
4,
5,
2,
4,
5,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-83952,
409857,
-576272,
-298447,
-61855,
-578684
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3660,
"evaluation_days": 1220,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1655366400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759477160137,
"expiration_time": 1762611840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 182,
"offset": 0,
"poles": 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) |
|---|