| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 202839.8928 | 180421.3959 | 22418.4969 | 29993.1852 | -50851.8206 | 80845.0059 |
| Total P&L (%) | 202.8399 | 180.4214 | 22.4185 | 29.9932 | -50.8518 | 80.845 |
| Avg Daily Profit (%) | 0.1947 | 0.1732 | 0.0215 | 0.0252 | -0.0682 | 0.0569 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -92863 | -92808 | -78102 | -281246 | -331393 | -69568 |
| Profit Factor | 1.3408 | 1.4527 | 1.114 | 1.0293 | 0.9346 | 1.3277 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 63.6986 | 60.274 | 67.1233 | 63.6986 | 60.274 | 67.1233 |
| Ratio Avg Win / Avg Loss | 0.7641 | 0.9575 | 0.5456 | 0.5866 | 0.616 | 0.6503 |
| Largest Winning Trade | 59229 | 59229 | 14263 | 85916 | 85916 | 30687 |
| Largest Losing Trade | -57598 | -57598 | -35435 | -120917 | -120917 | -36242 |
| Avg Bars in Trades | 168 | 241 | 94 | 168 | 241 | 94 |
| Avg Bars in Winners | 126 | 175 | 82 | 126 | 175 | 82 |
| Avg Bars in Losers | 240 | 342 | 117 | 240 | 342 | 117 |
| Bars Traded | 24530 | 17663 | 6867 | 24530 | 17663 | 6867 |
| Profit Streak | 17.5632 | 19.3548 | 17.5632 | 17.5632 | 19.3548 | 17.5632 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 340984 | -63047 | -335043 | -349080 | -650568 | -187251 |
{
"trading_pair": "OP_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669554000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758893458715,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 133,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 230,
"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": [
[
202839.8928441498,
180421.3959123783,
22418.4969317716,
29993.185233241,
-50851.8206470741,
80845.0058803151
],
[
202.839893,
180.421396,
22.418497,
29.993185,
-50.851821,
80.845006
],
[
0.194735,
0.173212,
0.021523,
0.025186,
-0.068172,
0.056896
],
[
10,
10,
10,
10,
10,
10
],
[
-92863,
-92808,
-78102,
-281246,
-331393,
-69568
],
[
1.340829,
1.452717,
1.114027,
1.029292,
0.934572,
1.327694
],
[
146,
73,
73,
146,
73,
73
],
[
93,
44,
49,
93,
44,
49
],
[
53,
29,
24,
53,
29,
24
],
[
63.69863,
60.273973,
67.123288,
63.69863,
60.273973,
67.123288
],
[
0.764128,
0.957473,
0.545646,
0.586586,
0.615968,
0.650299
],
[
59229,
59229,
14263,
85916,
85916,
30687
],
[
-57598,
-57598,
-35435,
-120917,
-120917,
-36242
],
[
168,
241,
94,
168,
241,
94
],
[
126,
175,
82,
126,
175,
82
],
[
240,
342,
117,
240,
342,
117
],
[
24530,
17663,
6867,
24530,
17663,
6867
],
[
17.563179,
19.354846,
17.563179,
17.56318,
19.354846,
17.56318
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340984,
-63047,
-335043,
-349080,
-650568,
-187251
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669554000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758893458715,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 133,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 230,
"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) |
|---|