Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337014.8304 | 317654.5031 | 19360.3273 | 79754.7911 | 114244.6885 | -34489.8974 |
Total P&L (%) | 337.0148 | 317.6545 | 19.3603 | 79.7548 | 114.2447 | -34.4899 |
Avg Daily Profit (%) | 0.277 | 0.2611 | 0.0159 | 0.0482 | 0.0626 | -0.0348 |
Buy And Hold Return (%) | 36.2705 | 36.2705 | 36.2705 | 36.2705 | 36.2705 | 36.2705 |
Max Trade Drawdown | -113559 | -127895 | -47477 | -624304 | -645399 | -226305 |
Profit Factor | 1.5544 | 1.8172 | 1.0883 | 1.0328 | 1.0732 | 0.9603 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 118 | 66 | 52 | 118 | 66 | 52 |
Profitability (%) | 40.7035 | 34 | 47.4747 | 40.7035 | 34 | 47.4747 |
Ratio Avg Win / Avg Loss | 2.2645 | 3.5274 | 1.2041 | 1.5046 | 2.0832 | 1.0625 |
Largest Winning Trade | 208299 | 208299 | 35489 | 406954 | 406954 | 107126 |
Largest Losing Trade | -27930 | -27930 | -13793 | -121411 | -121411 | -76148 |
Avg Bars in Trades | 71 | 112 | 30 | 71 | 112 | 30 |
Avg Bars in Winners | 102 | 187 | 40 | 102 | 187 | 40 |
Avg Bars in Losers | 50 | 73 | 20 | 50 | 73 | 20 |
Bars Traded | 14254 | 11245 | 3009 | 14254 | 11245 | 3009 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304391 | 182901 | -461985 | -319990 | -257683 | -580383 |
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14601, "evaluation_days": 1216.75, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655632800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759196414104, "expiration_time": 1762974979200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 17, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 337014.8304368231, 317654.5031377138, 19360.3272991096, 79754.7910970854, 114244.688524501, -34489.897427416 ], [ 337.01483, 317.654503, 19.360327, 79.754791, 114.244689, -34.489897 ], [ 0.27698, 0.261068, 0.015912, 0.048208, 0.062641, -0.034756 ], [ 36.270492, 36.270492, 36.270492, 36.270492, 36.270492, 36.270492 ], [ -113559, -127895, -47477, -624304, -645399, -226305 ], [ 1.554419, 1.81716, 1.088347, 1.03281, 1.073187, 0.960349 ], [ 199, 100, 99, 199, 100, 99 ], [ 81, 34, 47, 81, 34, 47 ], [ 118, 66, 52, 118, 66, 52 ], [ 40.703518, 34, 47.474747, 40.703518, 34, 47.474747 ], [ 2.264462, 3.527429, 1.204128, 1.504587, 2.083246, 1.062514 ], [ 208299, 208299, 35489, 406954, 406954, 107126 ], [ -27930, -27930, -13793, -121411, -121411, -76148 ], [ 71, 112, 30, 71, 112, 30 ], [ 102, 187, 40, 102, 187, 40 ], [ 50, 73, 20, 50, 73, 20 ], [ 14254, 11245, 3009, 14254, 11245, 3009 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304391, 182901, -461985, -319990, -257683, -580383 ] ] }
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14601, "evaluation_days": 1216.75, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655632800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759196414104, "expiration_time": 1762974979200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 17, "offset": 0, "scalar": 5 } } }
# | 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) |
---|