Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126076.3512 | 40699.7751 | 85376.5761 | 142420.3222 | 70945.3231 | 71474.9992 |
Total P&L (%) | 126.0764 | 40.6998 | 85.3766 | 142.4203 | 70.9453 | 71.475 |
Avg Daily Profit (%) | 0.4841 | 0.1563 | 0.3278 | 0.3406 | 0.2061 | 0.2073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58335 | -61886 | -28524 | -54886 | -52679 | -36556 |
Profit Factor | 1.3455 | 1.215 | 1.4862 | 1.3718 | 1.3797 | 1.3643 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 48.5549 | 45.977 | 51.1628 | 48.5549 | 45.977 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.4256 | 1.4276 | 1.4187 | 1.4534 | 1.6211 | 1.3022 |
Largest Winning Trade | 24159 | 24159 | 17452 | 33022 | 33022 | 25392 |
Largest Losing Trade | -20824 | -11783 | -20824 | -18269 | -11204 | -18269 |
Avg Bars in Trades | 142 | 149 | 134 | 142 | 149 | 134 |
Avg Bars in Winners | 179 | 195 | 164 | 179 | 195 | 164 |
Avg Bars in Losers | 107 | 111 | 103 | 107 | 111 | 103 |
Bars Traded | 24608 | 13040 | 11568 | 24608 | 13040 | 11568 |
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 | 336958 | 49320 | 301203 | 298586 | 218650 | 237277 |
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737375300000, "first_datapoint_time": 1737568800000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759875081432, "expiration_time": 1766354400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 216, "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": [ [ 126076.3511818269, 40699.7750915819, 85376.576090245, 142420.3222433337, 70945.3230824381, 71474.9991608956 ], [ 126.076351, 40.699775, 85.376576, 142.420322, 70.945323, 71.474999 ], [ 0.484127, 0.156285, 0.327842, 0.340608, 0.2061, 0.207291 ], [ 10, 10, 10, 10, 10, 10 ], [ -58335, -61886, -28524, -54886, -52679, -36556 ], [ 1.345477, 1.214952, 1.486225, 1.371782, 1.379684, 1.364257 ], [ 173, 87, 86, 173, 87, 86 ], [ 84, 40, 44, 84, 40, 44 ], [ 89, 47, 42, 89, 47, 42 ], [ 48.554913, 45.977011, 51.162791, 48.554913, 45.977011, 51.162791 ], [ 1.425565, 1.427569, 1.418669, 1.453435, 1.621128, 1.302245 ], [ 24159, 24159, 17452, 33022, 33022, 25392 ], [ -20824, -11783, -20824, -18269, -11204, -18269 ], [ 142, 149, 134, 142, 149, 134 ], [ 179, 195, 164, 179, 195, 164 ], [ 107, 111, 103, 107, 111, 103 ], [ 24608, 13040, 11568, 24608, 13040, 11568 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336958, 49320, 301203, 298586, 218650, 237277 ] ] }
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737375300000, "first_datapoint_time": 1737568800000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759875081432, "expiration_time": 1766354400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 216, "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) |
---|