Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147490.2199 | 42539.3918 | 104950.828 | 224117.4098 | 118834.3209 | 105283.089 |
Total P&L (%) | 147.4902 | 42.5394 | 104.9508 | 224.1174 | 118.8343 | 105.2831 |
Avg Daily Profit (%) | 0.5664 | 0.1633 | 0.403 | 0.4526 | 0.3012 | 0.2766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33802 | -20080 | -39509 | -150551 | -37234 | -168849 |
Profit Factor | 1.8026 | 1.7187 | 1.8425 | 1.4506 | 1.9598 | 1.2818 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 62.2449 | 57.1429 | 67.3469 | 62.2449 | 57.1429 | 67.3469 |
Ratio Avg Win / Avg Loss | 1.0934 | 1.289 | 0.8933 | 0.8799 | 1.4698 | 0.6215 |
Largest Winning Trade | 24053 | 24053 | 20841 | 47366 | 47366 | 41642 |
Largest Losing Trade | -30577 | -7837 | -30577 | -133854 | -18815 | -133854 |
Avg Bars in Trades | 251 | 126 | 375 | 251 | 126 | 375 |
Avg Bars in Winners | 230 | 151 | 296 | 230 | 151 | 296 |
Avg Bars in Losers | 285 | 93 | 537 | 285 | 93 | 537 |
Bars Traded | 24613 | 6215 | 18398 | 24613 | 6215 | 18398 |
Profit Streak | 9.6436 | 0 | 9.8415 | 9.6436 | 0 | 9.8415 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510421 | 255035 | 420775 | 368469 | 386064 | 295029 |
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{ "first_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.74689 } }, "second_band": { "type": "kcl", "factors": { "length": 194, "offset": 127, "scalar": 2 } } }
{ "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": [ [ 147490.2198582973, 42539.391820287, 104950.8280380101, 224117.4098441026, 118834.3208807179, 105283.0889633846 ], [ 147.49022, 42.539392, 104.950828, 224.11741, 118.834321, 105.283089 ], [ 0.566355, 0.163349, 0.403006, 0.452575, 0.301176, 0.276559 ], [ 10, 10, 10, 10, 10, 10 ], [ -33802, -20080, -39509, -150551, -37234, -168849 ], [ 1.802605, 1.718731, 1.842454, 1.450604, 1.959771, 1.28184 ], [ 98, 49, 49, 98, 49, 49 ], [ 61, 28, 33, 61, 28, 33 ], [ 37, 21, 16, 37, 21, 16 ], [ 62.244898, 57.142857, 67.346939, 62.244898, 57.142857, 67.346939 ], [ 1.093383, 1.289048, 0.893311, 0.879874, 1.469828, 0.621498 ], [ 24053, 24053, 20841, 47366, 47366, 41642 ], [ -30577, -7837, -30577, -133854, -18815, -133854 ], [ 251, 126, 375, 251, 126, 375 ], [ 230, 151, 296, 230, 151, 296 ], [ 285, 93, 537, 285, 93, 537 ], [ 24613, 6215, 18398, 24613, 6215, 18398 ], [ 9.643551, 0, 9.841467, 9.643551, 0, 9.841467 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 510421, 255035, 420775, 368469, 386064, 295029 ] ] }
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736401500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759010202788, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.74689 } }, "second_band": { "type": "kcl", "factors": { "length": 194, "offset": 127, "scalar": 2 } } }
# | 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) |
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