| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 244987.9355 | 240858.6929 | 4129.2426 | 37867.0412 | 94120.1357 | -56253.0945 |
| Total P&L (%) | 244.9879 | 240.8587 | 4.1292 | 37.867 | 94.1201 | -56.2531 |
| Avg Daily Profit (%) | 0.2003 | 0.1969 | 0.0034 | 0.0263 | 0.0543 | -0.0676 |
| Buy And Hold Return (%) | 32.6173 | 32.6173 | 32.6173 | 32.6173 | 32.6173 | 32.6173 |
| Max Trade Drawdown | -141233 | -101577 | -198698 | -91469 | -31110 | -113456 |
| Profit Factor | 1.1764 | 1.3708 | 1.0056 | 1.0628 | 1.3645 | 0.837 |
| Total Trades | 411 | 205 | 206 | 411 | 205 | 206 |
| Winning Trades | 208 | 100 | 108 | 208 | 100 | 108 |
| Losing Trades | 203 | 105 | 98 | 203 | 105 | 98 |
| Profitability (%) | 50.6083 | 48.7805 | 52.4272 | 50.6083 | 48.7805 | 52.4272 |
| Ratio Avg Win / Avg Loss | 1.1482 | 1.4393 | 0.9125 | 1.0372 | 1.4327 | 0.7595 |
| Largest Winning Trade | 52379 | 52379 | 24168 | 25890 | 25890 | 18010 |
| Largest Losing Trade | -38685 | -26666 | -38685 | -37956 | -16392 | -37956 |
| Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
| Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
| Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
| Bars Traded | 3563 | 1778 | 1785 | 3563 | 1778 | 1785 |
| Profit Streak | 0 | 9.7355 | 0 | 0 | 9.7355 | 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 | -16310 | 327499 | -569014 | -422477 | -122220 | -579662 |
{
"trading_pair": "OP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3669,
"evaluation_days": 1223,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1656979200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759743548392,
"expiration_time": 1762878816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.07371,
"nb": 0.8828,
"nc": 0.90931
}
}
} {
"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": [
[
244987.9354853622,
240858.692864128,
4129.2426212343,
37867.0411759891,
94120.1356978017,
-56253.0945218127
],
[
244.987935,
240.858693,
4.129243,
37.867041,
94.120136,
-56.253095
],
[
0.200317,
0.196941,
0.003376,
0.02626,
0.054251,
-0.067577
],
[
32.617329,
32.617329,
32.617329,
32.617329,
32.617329,
32.617329
],
[
-141233,
-101577,
-198698,
-91469,
-31110,
-113456
],
[
1.176444,
1.370798,
1.005588,
1.062766,
1.364523,
0.836995
],
[
411,
205,
206,
411,
205,
206
],
[
208,
100,
108,
208,
100,
108
],
[
203,
105,
98,
203,
105,
98
],
[
50.608273,
48.780488,
52.427184,
50.608273,
48.780488,
52.427184
],
[
1.148164,
1.439338,
0.912478,
1.037219,
1.432749,
0.759495
],
[
52379,
52379,
24168,
25890,
25890,
18010
],
[
-38685,
-26666,
-38685,
-37956,
-16392,
-37956
],
[
8,
8,
8,
8,
8,
8
],
[
8,
8,
8,
8,
8,
8
],
[
8,
8,
8,
8,
8,
8
],
[
3563,
1778,
1785,
3563,
1778,
1785
],
[
0,
9.735514,
0,
0,
9.735514,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-16310,
327499,
-569014,
-422477,
-122220,
-579662
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3669,
"evaluation_days": 1223,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1656979200000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759743548392,
"expiration_time": 1762878816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 102,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.07371,
"nb": 0.8828,
"nc": 0.90931
}
}
}
| # | 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) |
|---|