Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217353.5191 | 224732.4355 | -7378.9164 | -8761.875 | 127482.3155 | -136244.1904 |
Total P&L (%) | 217.3535 | 224.7324 | -7.3789 | -8.7619 | 127.4823 | -136.2442 |
Avg Daily Profit (%) | 0.1794 | 0.1855 | -0.0061 | -0.0076 | 0.0679 | 0 |
Buy And Hold Return (%) | 38.0315 | 38.0315 | 38.0315 | 38.0315 | 38.0315 | 38.0315 |
Max Trade Drawdown | -123674 | -59358 | -145599 | -198251 | -98415 | -225911 |
Profit Factor | 1.258 | 1.6622 | 0.9853 | 0.9913 | 1.3205 | 0.7777 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 52.907 | 54.6512 | 51.1628 | 52.907 | 54.6512 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.1197 | 1.3793 | 0.9405 | 0.8824 | 1.0957 | 0.7423 |
Largest Winning Trade | 78589 | 78589 | 34660 | 104509 | 104509 | 37550 |
Largest Losing Trade | -63805 | -28184 | -63805 | -93456 | -58073 | -93456 |
Avg Bars in Trades | 81 | 73 | 89 | 81 | 73 | 89 |
Avg Bars in Winners | 75 | 66 | 85 | 75 | 66 | 85 |
Avg Bars in Losers | 88 | 82 | 93 | 88 | 82 | 93 |
Bars Traded | 14067 | 6354 | 7713 | 14067 | 6354 | 7713 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276967 | 327099 | -580951 | -579500 | -104618 | -580951 |
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14536, "evaluation_days": 1211.33, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655510400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758871519087, "expiration_time": 1762490131200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 201, "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": [ [ 217353.5191349571, 224732.43551354, -7378.9163785826, -8761.8749603913, 127482.3154706754, -136244.1904310666 ], [ 217.353519, 224.732436, -7.378916, -8.761875, 127.482315, -136.24419 ], [ 0.179434, 0.185525, -0.006092, -0.00757, 0.067874, 0 ], [ 38.031496, 38.031496, 38.031496, 38.031496, 38.031496, 38.031496 ], [ -123674, -59358, -145599, -198251, -98415, -225911 ], [ 1.257981, 1.662177, 0.985334, 0.991331, 1.320464, 0.777696 ], [ 172, 86, 86, 172, 86, 86 ], [ 91, 47, 44, 91, 47, 44 ], [ 81, 39, 42, 81, 39, 42 ], [ 52.906977, 54.651163, 51.162791, 52.906977, 54.651163, 51.162791 ], [ 1.119741, 1.379253, 0.940546, 0.882393, 1.095704, 0.742347 ], [ 78589, 78589, 34660, 104509, 104509, 37550 ], [ -63805, -28184, -63805, -93456, -58073, -93456 ], [ 81, 73, 89, 81, 73, 89 ], [ 75, 66, 85, 75, 66, 85 ], [ 88, 82, 93, 88, 82, 93 ], [ 14067, 6354, 7713, 14067, 6354, 7713 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 276967, 327099, -580951, -579500, -104618, -580951 ] ] }
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14536, "evaluation_days": 1211.33, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655510400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758871519087, "expiration_time": 1762490131200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 201, "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) |
---|