Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76546.9447 | 16130.4846 | 60416.4601 | 61306.5042 | -1819.4672 | 63125.9714 |
Total P&L (%) | 76.5469 | 16.1305 | 60.4165 | 61.3065 | -1.8195 | 63.126 |
Avg Daily Profit (%) | 0.2939 | 0.0619 | 0.232 | 0.1838 | -0.0071 | 0.1881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60357 | -40965 | -32755 | -106804 | -77232 | -52544 |
Profit Factor | 1.3145 | 1.1183 | 1.5645 | 1.1611 | 0.9914 | 1.3754 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 64.6018 | 62.5 | 66.6667 | 64.6018 | 62.5 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7203 | 0.671 | 0.7823 | 0.6362 | 0.5949 | 0.6877 |
Largest Winning Trade | 18742 | 12384 | 18742 | 27603 | 16230 | 27603 |
Largest Losing Trade | -25752 | -25752 | -18585 | -47911 | -47911 | -30716 |
Avg Bars in Trades | 212 | 227 | 198 | 212 | 227 | 198 |
Avg Bars in Winners | 125 | 119 | 131 | 125 | 119 | 131 |
Avg Bars in Losers | 371 | 407 | 330 | 371 | 407 | 330 |
Bars Traded | 24035 | 12733 | 11302 | 24035 | 12733 | 11302 |
Profit Streak | 4.5928 | 5.5094 | 4.5928 | 4.5928 | 5.5094 | 4.5928 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306962 | -390860 | -171666 | -36536 | -759902 | -173017 |
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737649800000, "first_datapoint_time": 1737860400000, "last_datapoint_time": 1760148900000, "evaluation_time": 1760149716307, "expiration_time": 1766628900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 109, "offset": 0, "std": 3.91263 } }, "second_band": { "type": "kcb", "factors": { "length": 235, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 76546.9447309681, 16130.484589484, 60416.4601414841, 61306.5041919739, -1819.467193865, 63125.9713858388 ], [ 76.546945, 16.130485, 60.41646, 61.306504, -1.819467, 63.125971 ], [ 0.293937, 0.06194, 0.231996, 0.183771, -0.007051, 0.188086 ], [ 10, 10, 10, 10, 10, 10 ], [ -60357, -40965, -32755, -106804, -77232, -52544 ], [ 1.314548, 1.118314, 1.564535, 1.161053, 0.991438, 1.375431 ], [ 113, 56, 57, 113, 56, 57 ], [ 73, 35, 38, 73, 35, 38 ], [ 40, 21, 19, 40, 21, 19 ], [ 64.60177, 62.5, 66.666667, 64.60177, 62.5, 66.666667 ], [ 0.7203, 0.670989, 0.782268, 0.636194, 0.594863, 0.687716 ], [ 18742, 12384, 18742, 27603, 16230, 27603 ], [ -25752, -25752, -18585, -47911, -47911, -30716 ], [ 212, 227, 198, 212, 227, 198 ], [ 125, 119, 131, 125, 119, 131 ], [ 371, 407, 330, 371, 407, 330 ], [ 24035, 12733, 11302, 24035, 12733, 11302 ], [ 4.592781, 5.509448, 4.592781, 4.592781, 5.509448, 4.592781 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306962, -390860, -171666, -36536, -759902, -173017 ] ] }
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737649800000, "first_datapoint_time": 1737860400000, "last_datapoint_time": 1760148900000, "evaluation_time": 1760149716307, "expiration_time": 1766628900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 109, "offset": 0, "std": 3.91263 } }, "second_band": { "type": "kcb", "factors": { "length": 235, "offset": 0, "scalar": 3 } } }
# | 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) |
---|