Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201418.8042 | 232453.7706 | -31034.9663 | -33813.9682 | 43715.8029 | -77529.7711 |
Total P&L (%) | 201.4188 | 232.4538 | -31.035 | -33.814 | 43.7158 | -77.5298 |
Avg Daily Profit (%) | 0.1641 | 0.1894 | -0.0253 | -0.0336 | 0.0296 | -0.1216 |
Buy And Hold Return (%) | 39.7297 | 39.7297 | 39.7297 | 39.7297 | 39.7297 | 39.7297 |
Max Trade Drawdown | -150240 | -96408 | -109210 | -189719 | -129475 | -119067 |
Profit Factor | 1.2435 | 1.5674 | 0.9256 | 0.9526 | 1.1167 | 0.7714 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 54.1935 | 53.2468 | 55.1282 | 54.1935 | 53.2468 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.0511 | 1.3762 | 0.7534 | 0.8052 | 0.9805 | 0.6279 |
Largest Winning Trade | 153219 | 153219 | 26034 | 131264 | 131264 | 22887 |
Largest Losing Trade | -43803 | -26585 | -43803 | -74089 | -53740 | -74089 |
Avg Bars in Trades | 93 | 97 | 89 | 93 | 97 | 89 |
Avg Bars in Winners | 95 | 97 | 94 | 95 | 97 | 94 |
Avg Bars in Losers | 89 | 96 | 83 | 89 | 96 | 83 |
Bars Traded | 14449 | 7488 | 6960 | 14449 | 7488 | 6960 |
Profit Streak | 20.0715 | 20.0715 | 22.6548 | 20.0715 | 20.0715 | 22.6548 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309314 | -32499 | -613530 | -577952 | -422772 | -613530 |
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14726, "evaluation_days": 1227.17, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655503200000, "last_datapoint_time": 1760090400000, "evaluation_time": 1760096573850, "expiration_time": 1763907379200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.61634 } }, "second_band": { "type": "jma", "factors": { "length": 200, "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": [ [ 201418.8042471941, 232453.770594559, -31034.9663473651, -33813.9682218916, 43715.802887586, -77529.7711094776 ], [ 201.418804, 232.453771, -31.034966, -33.813968, 43.715803, -77.529771 ], [ 0.164133, 0.189423, -0.02529, -0.033625, 0.029558, -0.121586 ], [ 39.72973, 39.72973, 39.72973, 39.72973, 39.72973, 39.72973 ], [ -150240, -96408, -109210, -189719, -129475, -119067 ], [ 1.243535, 1.567369, 0.925639, 0.952626, 1.116694, 0.771399 ], [ 155, 77, 78, 155, 77, 78 ], [ 84, 41, 43, 84, 41, 43 ], [ 71, 36, 35, 71, 36, 35 ], [ 54.193548, 53.246753, 55.128205, 54.193548, 53.246753, 55.128205 ], [ 1.051083, 1.376226, 0.753427, 0.805196, 0.980512, 0.627883 ], [ 153219, 153219, 26034, 131264, 131264, 22887 ], [ -43803, -26585, -43803, -74089, -53740, -74089 ], [ 93, 97, 89, 93, 97, 89 ], [ 95, 97, 94, 95, 97, 94 ], [ 89, 96, 83, 89, 96, 83 ], [ 14449, 7488, 6960, 14449, 7488, 6960 ], [ 20.071456, 20.071456, 22.65479, 20.071457, 20.071457, 22.65479 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309314, -32499, -613530, -577952, -422772, -613530 ] ] }
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14726, "evaluation_days": 1227.17, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655503200000, "last_datapoint_time": 1760090400000, "evaluation_time": 1760096573850, "expiration_time": 1763907379200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.61634 } }, "second_band": { "type": "jma", "factors": { "length": 200, "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) |
---|