Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152080.8718 | 55372.6569 | 96708.2149 | 206458.8805 | 90624.9181 | 115833.9624 |
Total P&L (%) | 152.0809 | 55.3727 | 96.7082 | 206.4589 | 90.6249 | 115.834 |
Avg Daily Profit (%) | 0.584 | 0.2126 | 0.3714 | 0.431 | 0.248 | 0.2959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41339 | -38212 | -27854 | -140292 | -68597 | -92764 |
Profit Factor | 1.2931 | 1.2163 | 1.3679 | 1.1778 | 1.161 | 1.1937 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 169 | 82 | 87 | 169 | 82 | 87 |
Losing Trades | 269 | 137 | 132 | 269 | 137 | 132 |
Profitability (%) | 38.5845 | 37.4429 | 39.726 | 38.5845 | 37.4429 | 39.726 |
Ratio Avg Win / Avg Loss | 2.0582 | 2.032 | 2.0754 | 1.8748 | 1.9396 | 1.8112 |
Largest Winning Trade | 45528 | 45528 | 23810 | 65379 | 65379 | 34319 |
Largest Losing Trade | -10462 | -6861 | -10462 | -37804 | -17214 | -37804 |
Avg Bars in Trades | 56 | 56 | 56 | 56 | 56 | 56 |
Avg Bars in Winners | 94 | 96 | 93 | 94 | 96 | 93 |
Avg Bars in Losers | 32 | 33 | 31 | 32 | 33 | 31 |
Bars Traded | 24751 | 12473 | 12278 | 24751 | 12473 | 12278 |
Profit Streak | 4.3202 | 4.3202 | 4.7472 | 4.3202 | 4.3202 | 4.7472 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342994 | 82463 | 246262 | -16737 | -39484 | -1735 |
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737421200000, "first_datapoint_time": 1737489600000, "last_datapoint_time": 1759920300000, "evaluation_time": 1759920961246, "expiration_time": 1766400300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 3 } } }
{ "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": [ [ 152080.8717660174, 55372.6569062895, 96708.2148597279, 206458.8804554457, 90624.9180986841, 115833.9623567616 ], [ 152.080872, 55.372657, 96.708215, 206.45888, 90.624918, 115.833962 ], [ 0.583983, 0.212628, 0.371355, 0.430967, 0.248037, 0.295859 ], [ 10, 10, 10, 10, 10, 10 ], [ -41339, -38212, -27854, -140292, -68597, -92764 ], [ 1.293076, 1.216263, 1.367894, 1.177829, 1.160951, 1.193723 ], [ 438, 219, 219, 438, 219, 219 ], [ 169, 82, 87, 169, 82, 87 ], [ 269, 137, 132, 269, 137, 132 ], [ 38.584475, 37.442922, 39.726027, 38.584475, 37.442922, 39.726027 ], [ 2.058209, 2.032049, 2.075425, 1.87477, 1.939638, 1.811165 ], [ 45528, 45528, 23810, 65379, 65379, 34319 ], [ -10462, -6861, -10462, -37804, -17214, -37804 ], [ 56, 56, 56, 56, 56, 56 ], [ 94, 96, 93, 94, 96, 93 ], [ 32, 33, 31, 32, 33, 31 ], [ 24751, 12473, 12278, 24751, 12473, 12278 ], [ 4.320153, 4.320153, 4.747236, 4.320153, 4.320153, 4.747237 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342994, 82463, 246262, -16737, -39484, -1735 ] ] }
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737421200000, "first_datapoint_time": 1737489600000, "last_datapoint_time": 1759920300000, "evaluation_time": 1759920961246, "expiration_time": 1766400300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 3 } } }
# | 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) |
---|