| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 196068.1817 | 52400.2401 | 143667.9416 | 271281.3804 | 124640.7912 | 146640.5892 |
| Total P&L (%) | 196.0682 | 52.4002 | 143.6679 | 271.2814 | 124.6408 | 146.6406 |
| Avg Daily Profit (%) | 0.3765 | 0.1006 | 0.2758 | 0.2522 | 0.1555 | 0.1735 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -68391 | -15603 | -68233 | -177067 | -38869 | -141825 |
| Profit Factor | 1.9067 | 2.0378 | 1.8668 | 1.6282 | 2.3509 | 1.4319 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 54.7368 | 54.1667 | 55.3191 | 54.7368 | 54.1667 | 55.3191 |
| Ratio Avg Win / Avg Loss | 1.5767 | 1.7243 | 1.5078 | 1.3464 | 1.9892 | 1.1565 |
| Largest Winning Trade | 52766 | 35965 | 52766 | 98210 | 98210 | 94320 |
| Largest Losing Trade | -41488 | -8276 | -41488 | -93869 | -21039 | -93869 |
| Avg Bars in Trades | 258 | 27 | 494 | 258 | 27 | 494 |
| Avg Bars in Winners | 329 | 25 | 633 | 329 | 25 | 633 |
| Avg Bars in Losers | 172 | 30 | 322 | 172 | 30 | 322 |
| Bars Traded | 24560 | 1327 | 23234 | 24560 | 1327 | 23234 |
| Profit Streak | 7.8937 | 7.8937 | 8.4979 | 7.8937 | 7.8937 | 8.4979 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 510548 | -54947 | 456680 | 412961 | 458341 | 329655 |
{
"trading_pair": "OP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715256000000,
"first_datapoint_time": 1715554800000,
"last_datapoint_time": 1760254200000,
"evaluation_time": 1760255816416,
"expiration_time": 1766734200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 75,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
196068.1816883628,
52400.2400958982,
143667.9415924645,
271281.380403047,
124640.7912056416,
146640.5891974055
],
[
196.068182,
52.40024,
143.667942,
271.28138,
124.640791,
146.640589
],
[
0.376453,
0.100609,
0.275844,
0.252183,
0.155514,
0.173482
],
[
10,
10,
10,
10,
10,
10
],
[
-68391,
-15603,
-68233,
-177067,
-38869,
-141825
],
[
1.906732,
2.037809,
1.866802,
1.628219,
2.350923,
1.431851
],
[
95,
48,
47,
95,
48,
47
],
[
52,
26,
26,
52,
26,
26
],
[
43,
22,
21,
43,
22,
21
],
[
54.736842,
54.166667,
55.319149,
54.736842,
54.166667,
55.319149
],
[
1.576721,
1.7243,
1.507801,
1.346412,
1.989243,
1.156495
],
[
52766,
35965,
52766,
98210,
98210,
94320
],
[
-41488,
-8276,
-41488,
-93869,
-21039,
-93869
],
[
258,
27,
494,
258,
27,
494
],
[
329,
25,
633,
329,
25,
633
],
[
172,
30,
322,
172,
30,
322
],
[
24560,
1327,
23234,
24560,
1327,
23234
],
[
7.893708,
7.893708,
8.497875,
7.893708,
7.893709,
8.497875
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
510548,
-54947,
456680,
412961,
458341,
329655
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715256000000,
"first_datapoint_time": 1715554800000,
"last_datapoint_time": 1760254200000,
"evaluation_time": 1760255816416,
"expiration_time": 1766734200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 75,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|