Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70718.8777 | 4847.9306 | 65870.9471 | 52862.1372 | 10718.5575 | 42143.5796 |
Total P&L (%) | 70.7189 | 4.8479 | 65.8709 | 52.8621 | 10.7186 | 42.1436 |
Avg Daily Profit (%) | 0.2716 | 0.0186 | 0.2529 | 0.1631 | 0.0391 | 0.1351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77673 | -48814 | -44524 | -96091 | -59943 | -81020 |
Profit Factor | 1.3271 | 1.0479 | 1.5723 | 1.1749 | 1.0836 | 1.2421 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 47.4227 | 46.9388 | 47.9167 | 47.4227 | 46.9388 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.4714 | 1.1846 | 1.7091 | 1.3026 | 1.225 | 1.3501 |
Largest Winning Trade | 25736 | 17906 | 25736 | 26897 | 26897 | 24298 |
Largest Losing Trade | -28537 | -12119 | -28537 | -64524 | -15041 | -64524 |
Avg Bars in Trades | 246 | 142 | 353 | 246 | 142 | 353 |
Avg Bars in Winners | 224 | 128 | 321 | 224 | 128 | 321 |
Avg Bars in Losers | 266 | 154 | 382 | 266 | 154 | 382 |
Bars Traded | 23927 | 6971 | 16956 | 23927 | 6971 | 16956 |
Profit Streak | 0 | 0 | 16.3209 | 0 | 0 | 16.3209 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 228341 | -504035 | 328180 | -24111 | -415093 | -16476 |
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736927100000, "first_datapoint_time": 1737287100000, "last_datapoint_time": 1759426200000, "evaluation_time": 1759426922587, "expiration_time": 1765906200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 143, "offset": 0, "std": 2.054 } }, "second_band": { "type": "midprice", "factors": { "length": 226, "offset": 175 } } }
{ "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": [ [ 70718.8776575884, 4847.9305661619, 65870.9470914264, 52862.137159231, 10718.5575205319, 42143.5796386991 ], [ 70.718878, 4.847931, 65.870947, 52.862137, 10.718558, 42.14358 ], [ 0.271557, 0.018616, 0.252941, 0.163087, 0.039107, 0.13513 ], [ 10, 10, 10, 10, 10, 10 ], [ -77673, -48814, -44524, -96091, -59943, -81020 ], [ 1.327106, 1.047949, 1.572348, 1.174902, 1.083645, 1.242073 ], [ 97, 49, 48, 97, 49, 48 ], [ 46, 23, 23, 46, 23, 23 ], [ 51, 26, 25, 51, 26, 25 ], [ 47.42268, 46.938776, 47.916667, 47.42268, 46.938776, 47.916667 ], [ 1.471357, 1.184638, 1.709074, 1.302609, 1.22499, 1.35008 ], [ 25736, 17906, 25736, 26897, 26897, 24298 ], [ -28537, -12119, -28537, -64524, -15041, -64524 ], [ 246, 142, 353, 246, 142, 353 ], [ 224, 128, 321, 224, 128, 321 ], [ 266, 154, 382, 266, 154, 382 ], [ 23927, 6971, 16956, 23927, 6971, 16956 ], [ 0, 0, 16.320863, 0, 0, 16.320863 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 228341, -504035, 328180, -24111, -415093, -16476 ] ] }
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736927100000, "first_datapoint_time": 1737287100000, "last_datapoint_time": 1759426200000, "evaluation_time": 1759426922587, "expiration_time": 1765906200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 143, "offset": 0, "std": 2.054 } }, "second_band": { "type": "midprice", "factors": { "length": 226, "offset": 175 } } }
# | 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) |
---|