| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 246907.117 | 176738.2254 | 70168.8917 | -597852.9505 | -206636.5413 | -391216.4092 |
| Total P&L (%) | 246.9071 | 176.7382 | 70.1689 | -597.853 | -206.6365 | -391.2164 |
| Avg Daily Profit (%) | 0.237 | 0.1697 | 0.0674 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130487 | -56199 | -134187 | -631143 | -225029 | -407771 |
| Profit Factor | 1.4515 | 1.7939 | 1.2164 | 0.4668 | 0.549 | 0.41 |
| Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
| Winning Trades | 102 | 51 | 51 | 44 | 23 | 21 |
| Losing Trades | 45 | 22 | 23 | 103 | 50 | 53 |
| Profitability (%) | 69.3878 | 69.863 | 68.9189 | 29.932 | 31.5068 | 28.3784 |
| Ratio Avg Win / Avg Loss | 0.6404 | 0.7738 | 0.5486 | 1.0928 | 1.1935 | 1.0349 |
| Largest Winning Trade | 25272 | 25272 | 21092 | 51920 | 37046 | 51920 |
| Largest Losing Trade | -130487 | -32801 | -130487 | -173927 | -46584 | -173927 |
| Avg Bars in Trades | 167 | 177 | 158 | 167 | 177 | 158 |
| Avg Bars in Winners | 118 | 118 | 118 | 262 | 296 | 224 |
| Avg Bars in Losers | 279 | 314 | 246 | 127 | 122 | 131 |
| Bars Traded | 24646 | 12938 | 11708 | 24646 | 12938 | 11708 |
| Profit Streak | 9.6572 | 92.6572 | 9.6572 | 0 | 0 | 0 |
| Trades During Streak | 2 | 7 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 406451 | -59591 | -166142 | -586800 | -658261 | -658494 |
{
"trading_pair": "OP_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669741200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758883579496,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 97,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 231,
"offset": 51
}
}
}
{
"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": [
[
246907.117034358,
176738.2253712376,
70168.8916631204,
-597852.9504843507,
-206636.5412644453,
-391216.4092199053
],
[
246.907117,
176.738225,
70.168892,
-597.85295,
-206.636541,
-391.216409
],
[
0.237041,
0.169676,
0.067365,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-130487,
-56199,
-134187,
-631143,
-225029,
-407771
],
[
1.451532,
1.793868,
1.216443,
0.466824,
0.549,
0.410046
],
[
147,
73,
74,
147,
73,
74
],
[
102,
51,
51,
44,
23,
21
],
[
45,
22,
23,
103,
50,
53
],
[
69.387755,
69.863014,
68.918919,
29.931973,
31.506849,
28.378378
],
[
0.640382,
0.773825,
0.548592,
1.092792,
1.193479,
1.034877
],
[
25272,
25272,
21092,
51920,
37046,
51920
],
[
-130487,
-32801,
-130487,
-173927,
-46584,
-173927
],
[
167,
177,
158,
167,
177,
158
],
[
118,
118,
118,
262,
296,
224
],
[
279,
314,
246,
127,
122,
131
],
[
24646,
12938,
11708,
24646,
12938,
11708
],
[
9.65717,
92.65717,
9.65717,
0,
0,
0
],
[
2,
7,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
406451,
-59591,
-166142,
-586800,
-658261,
-658494
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669741200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758883579496,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 97,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 231,
"offset": 51
}
}
}
| # | 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) |
|---|