Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166922.2488 | 192634.6601 | -25712.4113 | -46876.2748 | 47347.8641 | -94224.1389 |
Total P&L (%) | 166.9222 | 192.6347 | -25.7124 | -46.8763 | 47.3479 | -94.2241 |
Avg Daily Profit (%) | 0.1378 | 0.159 | -0.0212 | -0.0522 | 0.032 | -0.2351 |
Buy And Hold Return (%) | 27.4909 | 27.4909 | 27.4909 | 27.4909 | 27.4909 | 27.4909 |
Max Trade Drawdown | -181471 | -148449 | -44795 | -438725 | -329619 | -137947 |
Profit Factor | 1.3664 | 1.5277 | 0.716 | 0.9491 | 1.0651 | 0.5159 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 51.8519 | 52.5 | 51.2195 | 51.8519 | 52.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.2688 | 1.3822 | 0.6819 | 0.8813 | 0.9637 | 0.4913 |
Largest Winning Trade | 151599 | 151599 | 7286 | 290490 | 290490 | 14241 |
Largest Losing Trade | -41242 | -41242 | -16365 | -141808 | -141808 | -73395 |
Avg Bars in Trades | 161 | 316 | 10 | 161 | 316 | 10 |
Avg Bars in Winners | 136 | 261 | 10 | 136 | 261 | 10 |
Avg Bars in Losers | 189 | 376 | 10 | 189 | 376 | 10 |
Bars Traded | 13091 | 12651 | 440 | 13091 | 12651 | 440 |
Profit Streak | 89.2135 | 90.4635 | 89.2135 | 89.2135 | 90.4635 | 89.2135 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24278 | 347649 | -579747 | -595855 | -308499 | -579747 |
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14536, "evaluation_days": 1211.33, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655200800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758978446077, "expiration_time": 1762490131200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 79 } } }
{ "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": [ [ 166922.2487975404, 192634.6601138402, -25712.4113162999, -46876.2747966366, 47347.864086488, -94224.1388831245 ], [ 166.922249, 192.63466, -25.712411, -46.876275, 47.347864, -94.224139 ], [ 0.137801, 0.159027, -0.021227, -0.052206, 0.032005, -0.235124 ], [ 27.490909, 27.490909, 27.490909, 27.490909, 27.490909, 27.490909 ], [ -181471, -148449, -44795, -438725, -329619, -137947 ], [ 1.366374, 1.527665, 0.715999, 0.949128, 1.065142, 0.515865 ], [ 81, 40, 41, 81, 40, 41 ], [ 42, 21, 21, 42, 21, 21 ], [ 39, 19, 20, 39, 19, 20 ], [ 51.851852, 52.5, 51.219512, 51.851852, 52.5, 51.219512 ], [ 1.268775, 1.382173, 0.681904, 0.881334, 0.9637, 0.4913 ], [ 151599, 151599, 7286, 290490, 290490, 14241 ], [ -41242, -41242, -16365, -141808, -141808, -73395 ], [ 161, 316, 10, 161, 316, 10 ], [ 136, 261, 10, 136, 261, 10 ], [ 189, 376, 10, 189, 376, 10 ], [ 13091, 12651, 440, 13091, 12651, 440 ], [ 89.213496, 90.463496, 89.213496, 89.213496, 90.463496, 89.213496 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -24278, 347649, -579747, -595855, -308499, -579747 ] ] }
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14536, "evaluation_days": 1211.33, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655200800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758978446077, "expiration_time": 1762490131200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 79 } } }
# | 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) |
---|