| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 228290.2129 | 209856.2913 | 18433.9216 | 71476.6828 | -21270.433 | 92747.1157 |
| Total P&L (%) | 228.2902 | 209.8563 | 18.4339 | 71.4767 | -21.2704 | 92.7471 |
| Avg Daily Profit (%) | 0.1885 | 0.1732 | 0.0152 | 0.0445 | -0.0197 | 0.0542 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128270 | -126444 | -15300 | -906656 | -930209 | -81709 |
| Profit Factor | 1.5484 | 1.644 | 1.2039 | 1.0331 | 0.9886 | 1.3105 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
| Losing Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Profitability (%) | 54.023 | 60.4651 | 47.7273 | 54.023 | 60.4651 | 47.7273 |
| Ratio Avg Win / Avg Loss | 1.3178 | 1.0749 | 1.3186 | 0.8793 | 0.6464 | 1.4353 |
| Largest Winning Trade | 104712 | 104712 | 15868 | 257576 | 257576 | 48103 |
| Largest Losing Trade | -58566 | -58566 | -14123 | -471835 | -471835 | -35183 |
| Avg Bars in Trades | 158 | 307 | 13 | 158 | 307 | 13 |
| Avg Bars in Winners | 99 | 167 | 14 | 99 | 167 | 14 |
| Avg Bars in Losers | 228 | 521 | 12 | 228 | 521 | 12 |
| Bars Traded | 13798 | 13225 | 574 | 13798 | 13225 | 574 |
| Profit Streak | 0 | 75.9013 | 0 | 0 | 75.9013 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355621 | 423605 | -181499 | -318417 | -578405 | -120956 |
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14536,
"evaluation_days": 1211.33,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654884000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759001872408,
"expiration_time": 1762490131200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 39,
"offset": 0,
"std": 1.57488
}
}
} {
"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": [
[
228290.2129335187,
209856.2912883614,
18433.9216451573,
71476.6827517499,
-21270.4329689994,
92747.115720749
],
[
228.290213,
209.856291,
18.433922,
71.476683,
-21.270433,
92.747116
],
[
0.188462,
0.173245,
0.015218,
0.044529,
-0.019741,
0.054187
],
[
10,
10,
10,
10,
10,
10
],
[
-128270,
-126444,
-15300,
-906656,
-930209,
-81709
],
[
1.548436,
1.644018,
1.203911,
1.033143,
0.988551,
1.310489
],
[
87,
43,
44,
87,
43,
44
],
[
47,
26,
21,
47,
26,
21
],
[
40,
17,
23,
40,
17,
23
],
[
54.022989,
60.465116,
47.727273,
54.022989,
60.465116,
47.727273
],
[
1.317818,
1.074935,
1.318569,
0.879271,
0.64636,
1.435298
],
[
104712,
104712,
15868,
257576,
257576,
48103
],
[
-58566,
-58566,
-14123,
-471835,
-471835,
-35183
],
[
158,
307,
13,
158,
307,
13
],
[
99,
167,
14,
99,
167,
14
],
[
228,
521,
12,
228,
521,
12
],
[
13798,
13225,
574,
13798,
13225,
574
],
[
0,
75.901301,
0,
0,
75.901301,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355621,
423605,
-181499,
-318417,
-578405,
-120956
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14536,
"evaluation_days": 1211.33,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654884000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759001872408,
"expiration_time": 1762490131200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 105,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 39,
"offset": 0,
"std": 1.57488
}
}
}
| # | 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) |
|---|