| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 134496.553 | 23631.5705 | 110864.9824 | 138379.0556 | 13793.1092 | 124585.9464 |
| Total P&L (%) | 134.4966 | 23.6316 | 110.865 | 138.3791 | 13.7931 | 124.5859 |
| Avg Daily Profit (%) | 0.2582 | 0.0454 | 0.2129 | 0.1669 | 0.0248 | 0.1555 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78245 | -28121 | -58575 | -284611 | -101910 | -209948 |
| Profit Factor | 1.447 | 1.2431 | 1.5443 | 1.1804 | 1.0565 | 1.2382 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
| Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
| Profitability (%) | 42.1053 | 33.3333 | 51.0638 | 42.1053 | 33.3333 | 51.0638 |
| Ratio Avg Win / Avg Loss | 1.9896 | 2.4862 | 1.48 | 1.623 | 2.113 | 1.1866 |
| Largest Winning Trade | 27611 | 26222 | 27611 | 80642 | 80642 | 64003 |
| Largest Losing Trade | -20900 | -11148 | -20900 | -61421 | -32580 | -61421 |
| Avg Bars in Trades | 260 | 73 | 450 | 260 | 73 | 450 |
| Avg Bars in Winners | 395 | 119 | 579 | 395 | 119 | 579 |
| Avg Bars in Losers | 161 | 51 | 315 | 161 | 51 | 315 |
| Bars Traded | 24720 | 3540 | 21180 | 24720 | 3540 | 21180 |
| Profit Streak | 0 | 0 | 12.1049 | 0 | 0 | 12.1049 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 245747 | -142891 | 344874 | -17035 | -371712 | 259871 |
{
"trading_pair": "OP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714217400000,
"first_datapoint_time": 1714597200000,
"last_datapoint_time": 1759215600000,
"evaluation_time": 1759217459365,
"expiration_time": 1765695600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 183,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
134496.5529571779,
23631.5705328041,
110864.9824243738,
138379.0555755041,
13793.1091778165,
124585.9463976877
],
[
134.496553,
23.631571,
110.864982,
138.379056,
13.793109,
124.585946
],
[
0.258235,
0.045373,
0.212862,
0.166929,
0.024812,
0.155467
],
[
10,
10,
10,
10,
10,
10
],
[
-78245,
-28121,
-58575,
-284611,
-101910,
-209948
],
[
1.446992,
1.243091,
1.54431,
1.180389,
1.056508,
1.238203
],
[
95,
48,
47,
95,
48,
47
],
[
40,
16,
24,
40,
16,
24
],
[
55,
32,
23,
55,
32,
23
],
[
42.105263,
33.333333,
51.06383,
42.105263,
33.333333,
51.06383
],
[
1.989614,
2.486182,
1.479964,
1.623035,
2.113017,
1.186612
],
[
27611,
26222,
27611,
80642,
80642,
64003
],
[
-20900,
-11148,
-20900,
-61421,
-32580,
-61421
],
[
260,
73,
450,
260,
73,
450
],
[
395,
119,
579,
395,
119,
579
],
[
161,
51,
315,
161,
51,
315
],
[
24720,
3540,
21180,
24720,
3540,
21180
],
[
0,
0,
12.104854,
0,
0,
12.104854
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
245747,
-142891,
344874,
-17035,
-371712,
259871
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714217400000,
"first_datapoint_time": 1714597200000,
"last_datapoint_time": 1759215600000,
"evaluation_time": 1759217459365,
"expiration_time": 1765695600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 183,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|