Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232042.4431 | 219650.7427 | 12391.7004 | 28836.5762 | -24111.736 | 52948.3121 |
Total P&L (%) | 232.0424 | 219.6507 | 12.3917 | 28.8366 | -24.1117 | 52.9483 |
Avg Daily Profit (%) | 0.1906 | 0.1804 | 0.0102 | 0.0208 | -0.0227 | 0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151570 | -148092 | -13946 | -690438 | -696699 | -47425 |
Profit Factor | 1.5275 | 1.5494 | 1.3092 | 1.0173 | 0.9844 | 1.4087 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 57.4713 | 55.814 | 59.0909 | 57.4713 | 55.814 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.1303 | 1.2266 | 0.9063 | 0.7528 | 0.7793 | 0.9752 |
Largest Winning Trade | 136558 | 136558 | 5925 | 254976 | 254976 | 28564 |
Largest Losing Trade | -56853 | -56853 | -6208 | -272803 | -272803 | -21833 |
Avg Bars in Trades | 156 | 311 | 4 | 156 | 311 | 4 |
Avg Bars in Winners | 109 | 223 | 4 | 109 | 223 | 4 |
Avg Bars in Losers | 219 | 422 | 4 | 219 | 422 | 4 |
Bars Traded | 13581 | 13387 | 194 | 13581 | 13387 | 194 |
Profit Streak | 64.741 | 96.991 | 64.741 | 64.741 | 96.991 | 64.741 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402761 | 389687 | -270058 | -369308 | -579014 | -146244 |
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14610, "evaluation_days": 1217.5, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654430400000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759261623988, "expiration_time": 1763042112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 204, "offset": 0, "std": 2.20998 } }, "second_band": { "type": "swma", "factors": { "length": 51, "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": [ [ 232042.4430962355, 219650.7427416556, 12391.7003545798, 28836.5761793454, -24111.7359625351, 52948.3121418803 ], [ 232.042443, 219.650743, 12.3917, 28.836576, -24.111736, 52.948312 ], [ 0.190589, 0.180411, 0.010178, 0.020813, -0.022659, 0.034908 ], [ 10, 10, 10, 10, 10, 10 ], [ -151570, -148092, -13946, -690438, -696699, -47425 ], [ 1.527486, 1.549373, 1.309161, 1.017257, 0.984358, 1.40866 ], [ 87, 43, 44, 87, 43, 44 ], [ 50, 24, 26, 50, 24, 26 ], [ 37, 19, 18, 37, 19, 18 ], [ 57.471264, 55.813953, 59.090909, 57.471264, 55.813953, 59.090909 ], [ 1.13034, 1.226587, 0.906342, 0.75277, 0.779283, 0.975226 ], [ 136558, 136558, 5925, 254976, 254976, 28564 ], [ -56853, -56853, -6208, -272803, -272803, -21833 ], [ 156, 311, 4, 156, 311, 4 ], [ 109, 223, 4, 109, 223, 4 ], [ 219, 422, 4, 219, 422, 4 ], [ 13581, 13387, 194, 13581, 13387, 194 ], [ 64.741018, 96.991018, 64.741018, 64.741018, 96.991018, 64.741018 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 402761, 389687, -270058, -369308, -579014, -146244 ] ] }
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14610, "evaluation_days": 1217.5, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654430400000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759261623988, "expiration_time": 1763042112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 204, "offset": 0, "std": 2.20998 } }, "second_band": { "type": "swma", "factors": { "length": 51, "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) |
---|