Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248246.5755 | 221827.8509 | 26418.7246 | 86466.5917 | 208700.0818 | -122233.4901 |
Total P&L (%) | 248.2466 | 221.8279 | 26.4187 | 86.4666 | 208.7001 | -122.2335 |
Avg Daily Profit (%) | 0.2043 | 0.1825 | 0.0217 | 0.0513 | 0.0928 | 0 |
Buy And Hold Return (%) | 30.8481 | 30.8481 | 30.8481 | 30.8481 | 30.8481 | 30.8481 |
Max Trade Drawdown | -147097 | -128416 | -58646 | -1207346 | -1093320 | -571885 |
Profit Factor | 1.4812 | 1.6611 | 1.1465 | 1.021 | 1.0739 | 0.9047 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 53.4884 | 53.125 | 53.8462 | 53.4884 | 53.125 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.288 | 1.4657 | 0.9827 | 0.8879 | 0.9475 | 0.7754 |
Largest Winning Trade | 115956 | 115956 | 15383 | 541635 | 541635 | 84258 |
Largest Losing Trade | -63404 | -63404 | -16637 | -613106 | -613106 | -227217 |
Avg Bars in Trades | 107 | 192 | 23 | 107 | 192 | 23 |
Avg Bars in Winners | 58 | 93 | 24 | 58 | 93 | 24 |
Avg Bars in Losers | 163 | 304 | 22 | 163 | 304 | 22 |
Bars Traded | 13812 | 12301 | 1511 | 13812 | 12301 | 1511 |
Profit Streak | 0 | 70.7605 | 0 | 0 | 70.7605 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347149 | -128300 | -521546 | -325965 | -348006 | -711681 |
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14584, "evaluation_days": 1215.33, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655496000000, "last_datapoint_time": 1759068000000, "evaluation_time": 1759076109919, "expiration_time": 1762848172800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 186, "offset": 0, "std": 4.69997 } }, "second_band": { "type": "sma", "factors": { "length": 199, "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": [ [ 248246.5755277874, 221827.8509420302, 26418.7245857576, 86466.5916835123, 208700.0817792267, -122233.4900957147 ], [ 248.246576, 221.827851, 26.418725, 86.466592, 208.700082, -122.23349 ], [ 0.204263, 0.182525, 0.021738, 0.051282, 0.092791, 0 ], [ 30.848126, 30.848126, 30.848126, 30.848126, 30.848126, 30.848126 ], [ -147097, -128416, -58646, -1207346, -1093320, -571885 ], [ 1.48123, 1.661133, 1.146501, 1.021046, 1.073851, 0.904691 ], [ 129, 64, 65, 129, 64, 65 ], [ 69, 34, 35, 69, 34, 35 ], [ 60, 30, 30, 60, 30, 30 ], [ 53.488372, 53.125, 53.846154, 53.488372, 53.125, 53.846154 ], [ 1.288026, 1.465705, 0.982715, 0.887866, 0.947515, 0.775449 ], [ 115956, 115956, 15383, 541635, 541635, 84258 ], [ -63404, -63404, -16637, -613106, -613106, -227217 ], [ 107, 192, 23, 107, 192, 23 ], [ 58, 93, 24, 58, 93, 24 ], [ 163, 304, 22, 163, 304, 22 ], [ 13812, 12301, 1511, 13812, 12301, 1511 ], [ 0, 70.760531, 0, 0, 70.760531, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347149, -128300, -521546, -325965, -348006, -711681 ] ] }
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14584, "evaluation_days": 1215.33, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655496000000, "last_datapoint_time": 1759068000000, "evaluation_time": 1759076109919, "expiration_time": 1762848172800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 186, "offset": 0, "std": 4.69997 } }, "second_band": { "type": "sma", "factors": { "length": 199, "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) |
---|