| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 377228.3719 | 273324.2539 | 103904.118 | 310652.1616 | 289187.3294 | 21464.8322 |
| Total P&L (%) | 377.2284 | 273.3243 | 103.9041 | 310.6522 | 289.1873 | 21.4648 |
| Avg Daily Profit (%) | 0.3096 | 0.2243 | 0.0853 | 0.116 | 0.1116 | 0.016 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172738 | -82999 | -143421 | -2554571 | -1474294 | -1276391 |
| Profit Factor | 1.2084 | 1.2917 | 1.119 | 1.0241 | 1.0428 | 1.0035 |
| Total Trades | 764 | 382 | 382 | 764 | 382 | 382 |
| Winning Trades | 366 | 168 | 198 | 366 | 168 | 198 |
| Losing Trades | 398 | 214 | 184 | 398 | 214 | 184 |
| Profitability (%) | 47.9058 | 43.9791 | 51.8325 | 47.9058 | 43.9791 | 51.8325 |
| Ratio Avg Win / Avg Loss | 1.3141 | 1.6454 | 1.0399 | 1.1136 | 1.3283 | 0.9325 |
| Largest Winning Trade | 113874 | 113874 | 24145 | 651390 | 651390 | 260484 |
| Largest Losing Trade | -26214 | -25116 | -26214 | -286920 | -260157 | -286920 |
| Avg Bars in Trades | 19 | 19 | 18 | 19 | 19 | 18 |
| Avg Bars in Winners | 20 | 21 | 20 | 20 | 21 | 20 |
| Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
| Bars Traded | 14549 | 7477 | 7072 | 14549 | 7477 | 7072 |
| Profit Streak | 4.6277 | 5.5443 | 4.6277 | 4.6277 | 5.5443 | 4.6277 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 460747 | 342977 | -166419 | -227438 | -216964 | -393453 |
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14621,
"evaluation_days": 1218.42,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654466400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759338229620,
"expiration_time": 1763124163200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 56,
"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": [
[
377228.3719277095,
273324.2539385178,
103904.1179891921,
310652.1615736341,
289187.3294155484,
21464.8321580878
],
[
377.228372,
273.324254,
103.904118,
310.652162,
289.187329,
21.464832
],
[
0.309605,
0.224327,
0.085278,
0.116002,
0.111591,
0.015961
],
[
10,
10,
10,
10,
10,
10
],
[
-172738,
-82999,
-143421,
-2554571,
-1474294,
-1276391
],
[
1.2084,
1.291739,
1.118988,
1.024099,
1.042752,
1.003504
],
[
764,
382,
382,
764,
382,
382
],
[
366,
168,
198,
366,
168,
198
],
[
398,
214,
184,
398,
214,
184
],
[
47.905759,
43.979058,
51.832461,
47.905759,
43.979058,
51.832461
],
[
1.314053,
1.645429,
1.039867,
1.113638,
1.328267,
0.932549
],
[
113874,
113874,
24145,
651390,
651390,
260484
],
[
-26214,
-25116,
-26214,
-286920,
-260157,
-286920
],
[
19,
19,
18,
19,
19,
18
],
[
20,
21,
20,
20,
21,
20
],
[
17,
17,
16,
17,
17,
16
],
[
14549,
7477,
7072,
14549,
7477,
7072
],
[
4.627657,
5.544324,
4.627657,
4.627658,
5.544324,
4.627658
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
460747,
342977,
-166419,
-227438,
-216964,
-393453
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14621,
"evaluation_days": 1218.42,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654466400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759338229620,
"expiration_time": 1763124163200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 51,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 56,
"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) |
|---|