| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 81733.6481 | 3853.0262 | 77880.6219 | 75922.2051 | -10744.2284 | 86666.4335 |
| Total P&L (%) | 81.7336 | 3.853 | 77.8806 | 75.9222 | -10.7442 | 86.6664 |
| Avg Daily Profit (%) | 0.3139 | 0.0148 | 0.2991 | 0.2171 | -0.0436 | 0.24 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -71493 | -42924 | -31994 | -106397 | -67213 | -43745 |
| Profit Factor | 1.4201 | 1.0314 | 2.0838 | 1.2834 | 0.936 | 1.8663 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Profitability (%) | 65.0602 | 61.9048 | 68.2927 | 65.0602 | 61.9048 | 68.2927 |
| Ratio Avg Win / Avg Loss | 0.7626 | 0.6347 | 0.9675 | 0.6892 | 0.576 | 0.8665 |
| Largest Winning Trade | 13496 | 13496 | 13212 | 19588 | 16357 | 19588 |
| Largest Losing Trade | -23883 | -21594 | -23883 | -42289 | -42289 | -34078 |
| Avg Bars in Trades | 295 | 313 | 276 | 295 | 313 | 276 |
| Avg Bars in Winners | 198 | 188 | 207 | 198 | 188 | 207 |
| Avg Bars in Losers | 475 | 517 | 424 | 475 | 517 | 424 |
| Bars Traded | 24517 | 13178 | 11339 | 24517 | 13178 | 11339 |
| Profit Streak | 2.8976 | 2.8976 | 16.4601 | 2.8976 | 2.8976 | 16.4601 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 234862 | -527564 | 422358 | 175041 | -581831 | 389068 |
{
"trading_pair": "OP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736853300000,
"first_datapoint_time": 1737216000000,
"last_datapoint_time": 1759352400000,
"evaluation_time": 1759352553952,
"expiration_time": 1765832400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 178,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 159,
"offset": 245
}
}
} {
"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": [
[
81733.6480540255,
3853.026162401,
77880.6218916244,
75922.2050828043,
-10744.2283677201,
86666.4334505244
],
[
81.733648,
3.853026,
77.880622,
75.922205,
-10.744228,
86.666433
],
[
0.313853,
0.014795,
0.299058,
0.217143,
-0.043637,
0.239959
],
[
10,
10,
10,
10,
10,
10
],
[
-71493,
-42924,
-31994,
-106397,
-67213,
-43745
],
[
1.420076,
1.0314,
2.083771,
1.283424,
0.935984,
1.866332
],
[
83,
42,
41,
83,
42,
41
],
[
54,
26,
28,
54,
26,
28
],
[
29,
16,
13,
29,
16,
13
],
[
65.060241,
61.904762,
68.292683,
65.060241,
61.904762,
68.292683
],
[
0.762634,
0.634708,
0.967465,
0.689246,
0.57599,
0.866511
],
[
13496,
13496,
13212,
19588,
16357,
19588
],
[
-23883,
-21594,
-23883,
-42289,
-42289,
-34078
],
[
295,
313,
276,
295,
313,
276
],
[
198,
188,
207,
198,
188,
207
],
[
475,
517,
424,
475,
517,
424
],
[
24517,
13178,
11339,
24517,
13178,
11339
],
[
2.897615,
2.897615,
16.460115,
2.897615,
2.897615,
16.460115
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
234862,
-527564,
422358,
175041,
-581831,
389068
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736853300000,
"first_datapoint_time": 1737216000000,
"last_datapoint_time": 1759352400000,
"evaluation_time": 1759352553952,
"expiration_time": 1765832400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 178,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 159,
"offset": 245
}
}
}
| # | 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) |
|---|