| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 418231.6165 | 385768.0545 | 32463.562 | 58067.1263 | 7573.4072 | 50493.7191 |
| Total P&L (%) | 418.2316 | 385.7681 | 32.4636 | 58.0671 | 7.5734 | 50.4937 |
| Avg Daily Profit (%) | 0.344 | 0.3173 | 0.0267 | 0.0377 | 0.006 | 0.0336 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90309 | -107427 | -28821 | -190412 | -295066 | -53270 |
| Profit Factor | 1.6079 | 1.6766 | 1.2754 | 1.0458 | 1.0072 | 1.2419 |
| Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
| Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
| Losing Trades | 119 | 66 | 53 | 119 | 66 | 53 |
| Profitability (%) | 36.0215 | 29.0323 | 43.0108 | 36.0215 | 29.0323 | 43.0108 |
| Ratio Avg Win / Avg Loss | 2.8558 | 4.0985 | 1.6899 | 1.8575 | 2.4619 | 1.6455 |
| Largest Winning Trade | 233537 | 233537 | 21454 | 199056 | 199056 | 35507 |
| Largest Losing Trade | -44116 | -44116 | -7098 | -63857 | -63857 | -17660 |
| Avg Bars in Trades | 77 | 149 | 5 | 77 | 149 | 5 |
| Avg Bars in Winners | 135 | 321 | 9 | 135 | 321 | 9 |
| Avg Bars in Losers | 44 | 78 | 3 | 44 | 78 | 3 |
| Bars Traded | 14418 | 13865 | 554 | 14418 | 13865 | 554 |
| Profit Streak | 27.0344 | 27.2844 | 27.0344 | 27.0344 | 27.2844 | 27.0344 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304107 | -8 | -161257 | -315841 | -573930 | -150638 |
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14590,
"evaluation_days": 1215.83,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654725600000,
"last_datapoint_time": 1759111200000,
"evaluation_time": 1759114176272,
"expiration_time": 1762892928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 172,
"offset": 0,
"std": 2.47717
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.53216,
"nb": 0.31238,
"nc": 0.1
}
}
} {
"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": [
[
418231.6165194046,
385768.0545369301,
32463.5619824743,
58067.1263497699,
7573.4072316453,
50493.7191181245
],
[
418.231617,
385.768055,
32.463562,
58.067126,
7.573407,
50.493719
],
[
0.343989,
0.317288,
0.026701,
0.037664,
0.006005,
0.033625
],
[
10,
10,
10,
10,
10,
10
],
[
-90309,
-107427,
-28821,
-190412,
-295066,
-53270
],
[
1.607888,
1.676641,
1.275381,
1.045823,
1.007155,
1.241905
],
[
186,
93,
93,
186,
93,
93
],
[
67,
27,
40,
67,
27,
40
],
[
119,
66,
53,
119,
66,
53
],
[
36.021505,
29.032258,
43.010753,
36.021505,
29.032258,
43.010753
],
[
2.855801,
4.098456,
1.68988,
1.857507,
2.461935,
1.645525
],
[
233537,
233537,
21454,
199056,
199056,
35507
],
[
-44116,
-44116,
-7098,
-63857,
-63857,
-17660
],
[
77,
149,
5,
77,
149,
5
],
[
135,
321,
9,
135,
321,
9
],
[
44,
78,
3,
44,
78,
3
],
[
14418,
13865,
554,
14418,
13865,
554
],
[
27.034447,
27.284447,
27.034447,
27.034448,
27.284448,
27.034448
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304107,
-8,
-161257,
-315841,
-573930,
-150638
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14590,
"evaluation_days": 1215.83,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654725600000,
"last_datapoint_time": 1759111200000,
"evaluation_time": 1759114176272,
"expiration_time": 1762892928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 172,
"offset": 0,
"std": 2.47717
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.53216,
"nb": 0.31238,
"nc": 0.1
}
}
}
| # | 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) |
|---|