Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230512.3757 | 246473.6401 | -15961.2644 | -21176.1422 | 168109.2777 | -189285.4199 |
Total P&L (%) | 230.5124 | 246.4736 | -15.9613 | -21.1761 | 168.1093 | -189.2854 |
Avg Daily Profit (%) | 0.1893 | 0.2024 | -0.0131 | -0.0195 | 0.081 | 0 |
Buy And Hold Return (%) | 10.3141 | 10.3141 | 10.3141 | 10.3141 | 10.3141 | 10.3141 |
Max Trade Drawdown | -222615 | -101380 | -166157 | -321069 | -162749 | -306758 |
Profit Factor | 1.1704 | 1.3901 | 0.9779 | 0.984 | 1.3069 | 0.7568 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 190 | 92 | 98 | 190 | 92 | 98 |
Losing Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Profitability (%) | 53.0726 | 51.3966 | 54.7486 | 53.0726 | 51.3966 | 54.7486 |
Ratio Avg Win / Avg Loss | 1.0349 | 1.3145 | 0.8082 | 0.8701 | 1.2359 | 0.6256 |
Largest Winning Trade | 113057 | 113057 | 29658 | 120460 | 120460 | 53071 |
Largest Losing Trade | -41782 | -27438 | -41782 | -83940 | -54219 | -83940 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4746 | 2368 | 2378 | 4746 | 2368 | 2378 |
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 | -23039 | 328186 | -579502 | -578230 | -83833 | -579502 |
{ "trading_pair": "OP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4872, "evaluation_days": 1218, "actual_first_datapoint_time": 1654063200000, "first_datapoint_time": 1656504000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759299135619, "expiration_time": 1762433856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.85895 } } }
{ "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": [ [ 230512.3757294859, 246473.6401226054, -15961.2643931197, -21176.1422187278, 168109.2777095121, -189285.4199282399 ], [ 230.512376, 246.47364, -15.961264, -21.176142, 168.109278, -189.28542 ], [ 0.189255, 0.202359, -0.013104, -0.019535, 0.081004, 0 ], [ 10.31405, 10.31405, 10.31405, 10.31405, 10.31405, 10.31405 ], [ -222615, -101380, -166157, -321069, -162749, -306758 ], [ 1.170373, 1.390077, 0.977866, 0.984032, 1.30694, 0.756847 ], [ 358, 179, 179, 358, 179, 179 ], [ 190, 92, 98, 190, 92, 98 ], [ 168, 87, 81, 168, 87, 81 ], [ 53.072626, 51.396648, 54.748603, 53.072626, 51.396648, 54.748603 ], [ 1.034856, 1.31453, 0.808236, 0.870091, 1.235911, 0.625557 ], [ 113057, 113057, 29658, 120460, 120460, 53071 ], [ -41782, -27438, -41782, -83940, -54219, -83940 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 4746, 2368, 2378, 4746, 2368, 2378 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23039, 328186, -579502, -578230, -83833, -579502 ] ] }
{ "trading_pair": "OP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4872, "evaluation_days": 1218, "actual_first_datapoint_time": 1654063200000, "first_datapoint_time": 1656504000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759299135619, "expiration_time": 1762433856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.85895 } } }
# | 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) |
---|