| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 281886.1445 | 257606.3367 | 24279.8078 | 171147.3783 | 158461.8563 | 12685.522 |
| Total P&L (%) | 281.8861 | 257.6063 | 24.2798 | 171.1474 | 158.4619 | 12.6855 |
| Avg Daily Profit (%) | 0.2301 | 0.2103 | 0.0198 | 0.0815 | 0.0775 | 0.0097 |
| Buy And Hold Return (%) | 38.6267 | 38.6267 | 38.6267 | 38.6267 | 38.6267 | 38.6267 |
| Max Trade Drawdown | -82874 | -71167 | -107555 | -318869 | -310583 | -353660 |
| Profit Factor | 1.2543 | 1.5071 | 1.0404 | 1.0549 | 1.1013 | 1.0082 |
| Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
| Winning Trades | 147 | 72 | 75 | 147 | 72 | 75 |
| Losing Trades | 173 | 88 | 85 | 173 | 88 | 85 |
| Profitability (%) | 45.9375 | 45 | 46.875 | 45.9375 | 45 | 46.875 |
| Ratio Avg Win / Avg Loss | 1.4762 | 1.842 | 1.1792 | 1.2414 | 1.3461 | 1.1426 |
| Largest Winning Trade | 60382 | 60382 | 33778 | 100448 | 100448 | 71634 |
| Largest Losing Trade | -24833 | -20524 | -24833 | -90983 | -90983 | -72949 |
| Avg Bars in Trades | 45 | 46 | 43 | 45 | 46 | 43 |
| Avg Bars in Winners | 58 | 65 | 52 | 58 | 65 | 52 |
| Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
| Bars Traded | 14445 | 7478 | 6967 | 14445 | 7478 | 6967 |
| Profit Streak | 7.0612 | 8.1446 | 0 | 7.0612 | 8.1446 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304555 | 322583 | -509133 | -245437 | -201580 | -558076 |
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14701,
"evaluation_days": 1225.08,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1655380800000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759915689202,
"expiration_time": 1763720899200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 66,
"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": [
[
281886.1445204406,
257606.3367397625,
24279.8077806782,
171147.3782838118,
158461.856309982,
12685.5219738297
],
[
281.886145,
257.606337,
24.279808,
171.147378,
158.461856,
12.685522
],
[
0.230096,
0.210277,
0.019819,
0.081456,
0.077542,
0.009749
],
[
38.626692,
38.626692,
38.626692,
38.626692,
38.626692,
38.626692
],
[
-82874,
-71167,
-107555,
-318869,
-310583,
-353660
],
[
1.254314,
1.507065,
1.040441,
1.054864,
1.101348,
1.008153
],
[
320,
160,
160,
320,
160,
160
],
[
147,
72,
75,
147,
72,
75
],
[
173,
88,
85,
173,
88,
85
],
[
45.9375,
45,
46.875,
45.9375,
45,
46.875
],
[
1.476165,
1.841968,
1.179166,
1.241438,
1.346092,
1.142573
],
[
60382,
60382,
33778,
100448,
100448,
71634
],
[
-24833,
-20524,
-24833,
-90983,
-90983,
-72949
],
[
45,
46,
43,
45,
46,
43
],
[
58,
65,
52,
58,
65,
52
],
[
33,
31,
35,
33,
31,
35
],
[
14445,
7478,
6967,
14445,
7478,
6967
],
[
7.061217,
8.144551,
0,
7.061218,
8.144551,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304555,
322583,
-509133,
-245437,
-201580,
-558076
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14701,
"evaluation_days": 1225.08,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1655380800000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759915689202,
"expiration_time": 1763720899200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 66,
"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) |
|---|