| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 438029.2166 | 296946.9108 | 141082.3058 | 1365136.4376 | 1038126.8005 | 327009.6371 |
| Total P&L (%) | 438.0292 | 296.9469 | 141.0823 | 1365.1364 | 1038.1268 | 327.0096 |
| Avg Daily Profit (%) | 0.3576 | 0.2425 | 0.1152 | 0.2194 | 0.1988 | 0.1186 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76899 | -88527 | -58719 | -1945241 | -1075517 | -1228478 |
| Profit Factor | 2.368 | 2.6017 | 2.0465 | 1.2891 | 1.3939 | 1.1567 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
| Profitability (%) | 70.6897 | 72.4138 | 68.9655 | 70.6897 | 72.4138 | 68.9655 |
| Ratio Avg Win / Avg Loss | 0.9818 | 0.9911 | 0.9209 | 0.5345 | 0.531 | 0.5205 |
| Largest Winning Trade | 137416 | 137416 | 42542 | 598302 | 598302 | 312878 |
| Largest Losing Trade | -41331 | -37437 | -41331 | -916264 | -916264 | -642983 |
| Avg Bars in Trades | 74 | 95 | 53 | 74 | 95 | 53 |
| Avg Bars in Winners | 53 | 57 | 48 | 53 | 57 | 48 |
| Avg Bars in Losers | 126 | 195 | 65 | 126 | 195 | 65 |
| Bars Traded | 4331 | 2777 | 1554 | 4331 | 2777 | 1554 |
| Profit Streak | 75.8797 | 87.3797 | 75.8797 | 75.8797 | 87.3797 | 75.8797 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164550 | 519275 | -34328 | -168697 | 405895 | -80722 |
{
"trading_pair": "OP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4899,
"evaluation_days": 1224.75,
"actual_first_datapoint_time": 1654063200000,
"first_datapoint_time": 1658880000000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759871203382,
"expiration_time": 1763034552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 224,
"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": [
[
438029.2166204148,
296946.9107854168,
141082.3058349979,
1365136.437609008,
1038126.8005049687,
327009.6371040392
],
[
438.029217,
296.946911,
141.082306,
1365.136438,
1038.126801,
327.009637
],
[
0.357648,
0.242455,
0.115193,
0.219431,
0.198766,
0.118595
],
[
10,
10,
10,
10,
10,
10
],
[
-76899,
-88527,
-58719,
-1945241,
-1075517,
-1228478
],
[
2.367957,
2.601678,
2.046532,
1.289075,
1.393878,
1.156705
],
[
58,
29,
29,
58,
29,
29
],
[
41,
21,
20,
41,
21,
20
],
[
17,
8,
9,
17,
8,
9
],
[
70.689655,
72.413793,
68.965517,
70.689655,
72.413793,
68.965517
],
[
0.981836,
0.991116,
0.920939,
0.534494,
0.531001,
0.520517
],
[
137416,
137416,
42542,
598302,
598302,
312878
],
[
-41331,
-37437,
-41331,
-916264,
-916264,
-642983
],
[
74,
95,
53,
74,
95,
53
],
[
53,
57,
48,
53,
57,
48
],
[
126,
195,
65,
126,
195,
65
],
[
4331,
2777,
1554,
4331,
2777,
1554
],
[
75.879669,
87.379669,
75.879669,
75.879669,
87.379669,
75.879669
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164550,
519275,
-34328,
-168697,
405895,
-80722
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4899,
"evaluation_days": 1224.75,
"actual_first_datapoint_time": 1654063200000,
"first_datapoint_time": 1658880000000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759871203382,
"expiration_time": 1763034552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 224,
"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) |
|---|