| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 228565.6164 | 228657.737 | -92.1206 | -28590.2727 | 66537.2184 | -95127.4911 |
| Total P&L (%) | 228.5656 | 228.6577 | -0.0921 | -28.5903 | 66.5372 | -95.1275 |
| Avg Daily Profit (%) | 0.1887 | 0.1888 | -0.0001 | -0.0278 | 0.0421 | -0.2491 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -200919 | -75876 | -180899 | -128158 | -24197 | -144369 |
| Profit Factor | 1.1749 | 1.4637 | 0.9999 | 0.9555 | 1.3341 | 0.7857 |
| Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
| Winning Trades | 247 | 125 | 122 | 247 | 125 | 122 |
| Losing Trades | 201 | 99 | 102 | 201 | 99 | 102 |
| Profitability (%) | 55.1339 | 55.8036 | 54.4643 | 55.1339 | 55.8036 | 54.4643 |
| Ratio Avg Win / Avg Loss | 0.9561 | 1.1593 | 0.836 | 0.7776 | 1.0566 | 0.6569 |
| Largest Winning Trade | 32571 | 32571 | 26549 | 23541 | 23541 | 19729 |
| Largest Losing Trade | -79374 | -39880 | -79374 | -84284 | -11133 | -84284 |
| Avg Bars in Trades | 32 | 26 | 37 | 32 | 26 | 37 |
| Avg Bars in Winners | 30 | 22 | 38 | 30 | 22 | 38 |
| Avg Bars in Losers | 34 | 31 | 36 | 34 | 31 | 36 |
| Bars Traded | 14355 | 5975 | 8380 | 14355 | 5975 | 8380 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -19270 | 369222 | -579582 | -577771 | -134944 | -579582 |
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14536,
"evaluation_days": 1211.33,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1655013600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759001862420,
"expiration_time": 1762490131200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 132,
"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": [
[
228565.6163675859,
228657.7369733049,
-92.120605719,
-28590.2727118835,
66537.2183713233,
-95127.4910832067
],
[
228.565616,
228.657737,
-0.092121,
-28.590273,
66.537218,
-95.127491
],
[
0.18869,
0.188766,
-7.6e-5,
-0.027795,
0.042115,
-0.249131
],
[
10,
10,
10,
10,
10,
10
],
[
-200919,
-75876,
-180899,
-128158,
-24197,
-144369
],
[
1.174902,
1.463704,
0.999887,
0.955531,
1.334144,
0.785655
],
[
448,
224,
224,
448,
224,
224
],
[
247,
125,
122,
247,
125,
122
],
[
201,
99,
102,
201,
99,
102
],
[
55.133929,
55.803571,
54.464286,
55.133929,
55.803571,
54.464286
],
[
0.956094,
1.159253,
0.835971,
0.777578,
1.056642,
0.656859
],
[
32571,
32571,
26549,
23541,
23541,
19729
],
[
-79374,
-39880,
-79374,
-84284,
-11133,
-84284
],
[
32,
26,
37,
32,
26,
37
],
[
30,
22,
38,
30,
22,
38
],
[
34,
31,
36,
34,
31,
36
],
[
14355,
5975,
8380,
14355,
5975,
8380
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-19270,
369222,
-579582,
-577771,
-134944,
-579582
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14536,
"evaluation_days": 1211.33,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1655013600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759001862420,
"expiration_time": 1762490131200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 132,
"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) |
|---|