Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205295.705 | 152947.11 | 52348.595 | 97245.4172 | 63796.0938 | 33449.3234 |
Total P&L (%) | 205.2957 | 152.9471 | 52.3486 | 97.2454 | 63.7961 | 33.4493 |
Avg Daily Profit (%) | 0.1971 | 0.1468 | 0.0503 | 0.0652 | 0.0474 | 0.0277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103970 | -79663 | -100024 | -120924 | -130480 | -131500 |
Profit Factor | 1.2519 | 1.3662 | 1.1317 | 1.1079 | 1.1339 | 1.0787 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Losing Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Profitability (%) | 49.1379 | 51.7241 | 46.5517 | 49.1379 | 51.7241 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.2958 | 1.2751 | 1.2994 | 1.1467 | 1.0583 | 1.2385 |
Largest Winning Trade | 65147 | 65147 | 24647 | 50010 | 50010 | 28802 |
Largest Losing Trade | -33683 | -31983 | -33683 | -45200 | -45200 | -27932 |
Avg Bars in Trades | 106 | 111 | 100 | 106 | 111 | 100 |
Avg Bars in Winners | 109 | 105 | 113 | 109 | 105 | 113 |
Avg Bars in Losers | 103 | 118 | 89 | 103 | 118 | 89 |
Bars Traded | 24668 | 12963 | 11705 | 24668 | 12963 | 11705 |
Profit Streak | 8.6929 | 16.4013 | 8.6929 | 8.6929 | 16.4013 | 8.6929 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337860 | 144566 | -203510 | -205710 | -202703 | -293585 |
{ "trading_pair": "OP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669518000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758857868536, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 235, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 220, "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": [ [ 205295.7050332236, 152947.1100095254, 52348.5950236982, 97245.4171785647, 63796.0938269592, 33449.3233516053 ], [ 205.295705, 152.94711, 52.348595, 97.245417, 63.796094, 33.449323 ], [ 0.197093, 0.146836, 0.050257, 0.065235, 0.047385, 0.027706 ], [ 10, 10, 10, 10, 10, 10 ], [ -103970, -79663, -100024, -120924, -130480, -131500 ], [ 1.251866, 1.366151, 1.131734, 1.107858, 1.133919, 1.078662 ], [ 232, 116, 116, 232, 116, 116 ], [ 114, 60, 54, 114, 60, 54 ], [ 118, 56, 62, 118, 56, 62 ], [ 49.137931, 51.724138, 46.551724, 49.137931, 51.724138, 46.551724 ], [ 1.295792, 1.275074, 1.299398, 1.14673, 1.058324, 1.238464 ], [ 65147, 65147, 24647, 50010, 50010, 28802 ], [ -33683, -31983, -33683, -45200, -45200, -27932 ], [ 106, 111, 100, 106, 111, 100 ], [ 109, 105, 113, 109, 105, 113 ], [ 103, 118, 89, 103, 118, 89 ], [ 24668, 12963, 11705, 24668, 12963, 11705 ], [ 8.692923, 16.401256, 8.692923, 8.692923, 16.401256, 8.692923 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337860, 144566, -203510, -205710, -202703, -293585 ] ] }
{ "trading_pair": "OP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669518000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758857868536, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 235, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 220, "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) |
---|