| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 365726.4689 | 263208.6409 | 102517.828 | 362271.6363 | 246654.6589 | 115616.9774 |
| Total P&L (%) | 365.7265 | 263.2086 | 102.5178 | 362.2716 | 246.6547 | 115.617 |
| Avg Daily Profit (%) | 0.2977 | 0.2142 | 0.0834 | 0.1247 | 0.1012 | 0.0626 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87112 | -81501 | -94660 | -437732 | -436521 | -238593 |
| Profit Factor | 1.336 | 1.465 | 1.1962 | 1.1041 | 1.1346 | 1.0701 |
| Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
| Winning Trades | 151 | 73 | 78 | 151 | 73 | 78 |
| Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
| Profitability (%) | 51.7123 | 50 | 53.4247 | 51.7123 | 50 | 53.4247 |
| Ratio Avg Win / Avg Loss | 1.2475 | 1.465 | 1.0429 | 1.031 | 1.1346 | 0.9329 |
| Largest Winning Trade | 61372 | 61372 | 42115 | 121635 | 121635 | 94803 |
| Largest Losing Trade | -48833 | -26010 | -48833 | -140994 | -123073 | -140994 |
| Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
| Bars Traded | 3673 | 1832 | 1841 | 3673 | 1832 | 1841 |
| Profit Streak | 0 | 16.1904 | 0 | 0 | 16.1904 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 388321 | 342785 | -85681 | -130560 | -129559 | -253890 |
{
"trading_pair": "OP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3686,
"evaluation_days": 1228.67,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654070400000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760214847184,
"expiration_time": 1763383104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.24543,
"nb": 0.1,
"nc": 0.82869
}
}
} {
"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": [
[
365726.4688711199,
263208.6408731475,
102517.8279979725,
362271.6362801837,
246654.6588522461,
115616.9774279377
],
[
365.726469,
263.208641,
102.517828,
362.271636,
246.654659,
115.616977
],
[
0.29766,
0.214222,
0.083438,
0.124683,
0.10123,
0.062553
],
[
10,
10,
10,
10,
10,
10
],
[
-87112,
-81501,
-94660,
-437732,
-436521,
-238593
],
[
1.336012,
1.465047,
1.196225,
1.104093,
1.134649,
1.070138
],
[
292,
146,
146,
292,
146,
146
],
[
151,
73,
78,
151,
73,
78
],
[
141,
73,
68,
141,
73,
68
],
[
51.712329,
50,
53.424658,
51.712329,
50,
53.424658
],
[
1.247534,
1.465047,
1.042863,
1.030975,
1.134649,
0.932941
],
[
61372,
61372,
42115,
121635,
121635,
94803
],
[
-48833,
-26010,
-48833,
-140994,
-123073,
-140994
],
[
12,
12,
12,
12,
12,
12
],
[
12,
12,
12,
12,
12,
12
],
[
12,
12,
12,
12,
12,
12
],
[
3673,
1832,
1841,
3673,
1832,
1841
],
[
0,
16.190361,
0,
0,
16.190361,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
388321,
342785,
-85681,
-130560,
-129559,
-253890
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3686,
"evaluation_days": 1228.67,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654070400000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760214847184,
"expiration_time": 1763383104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.24543,
"nb": 0.1,
"nc": 0.82869
}
}
}
| # | 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) |
|---|