Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126657.5285 | 37074.8655 | 89582.663 | 144657.4436 | 72925.885 | 71731.5586 |
Total P&L (%) | 126.6575 | 37.0749 | 89.5827 | 144.6574 | 72.9259 | 71.7316 |
Avg Daily Profit (%) | 0.4864 | 0.1424 | 0.344 | 0.3441 | 0.2105 | 0.2079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57527 | -63383 | -21690 | -45485 | -46730 | -33742 |
Profit Factor | 1.3071 | 1.1724 | 1.4538 | 1.3433 | 1.3541 | 1.3331 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 153 | 78 | 75 | 153 | 78 | 75 |
Profitability (%) | 44.5652 | 43.4783 | 45.6522 | 44.5652 | 43.4783 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.6259 | 1.5242 | 1.7307 | 1.671 | 1.7603 | 1.587 |
Largest Winning Trade | 26839 | 26839 | 23724 | 32874 | 32874 | 24178 |
Largest Losing Trade | -18693 | -11288 | -18693 | -20448 | -17731 | -20448 |
Avg Bars in Trades | 89 | 98 | 80 | 89 | 98 | 80 |
Avg Bars in Winners | 121 | 132 | 111 | 121 | 132 | 111 |
Avg Bars in Losers | 64 | 72 | 55 | 64 | 72 | 55 |
Bars Traded | 24760 | 13598 | 11162 | 24760 | 13598 | 11162 |
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 | 332705 | -39317 | 277631 | 296910 | 184185 | 209177 |
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737009900000, "first_datapoint_time": 1737189900000, "last_datapoint_time": 1759509000000, "evaluation_time": 1759509677170, "expiration_time": 1765989000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 57, "offset": 0, "poles": 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": [ [ 126657.5285427131, 37074.8655189543, 89582.6630237588, 144657.4435515494, 72925.8849853199, 71731.5585662297 ], [ 126.657529, 37.074866, 89.582663, 144.657444, 72.925885, 71.731559 ], [ 0.486359, 0.142366, 0.343993, 0.344147, 0.210533, 0.207866 ], [ 10, 10, 10, 10, 10, 10 ], [ -57527, -63383, -21690, -45485, -46730, -33742 ], [ 1.307126, 1.172442, 1.45382, 1.343318, 1.354053, 1.333052 ], [ 276, 138, 138, 276, 138, 138 ], [ 123, 60, 63, 123, 60, 63 ], [ 153, 78, 75, 153, 78, 75 ], [ 44.565217, 43.478261, 45.652174, 44.565217, 43.478261, 45.652174 ], [ 1.625937, 1.524175, 1.730738, 1.670957, 1.760269, 1.586967 ], [ 26839, 26839, 23724, 32874, 32874, 24178 ], [ -18693, -11288, -18693, -20448, -17731, -20448 ], [ 89, 98, 80, 89, 98, 80 ], [ 121, 132, 111, 121, 132, 111 ], [ 64, 72, 55, 64, 72, 55 ], [ 24760, 13598, 11162, 24760, 13598, 11162 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332705, -39317, 277631, 296910, 184185, 209177 ] ] }
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737009900000, "first_datapoint_time": 1737189900000, "last_datapoint_time": 1759509000000, "evaluation_time": 1759509677170, "expiration_time": 1765989000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 57, "offset": 0, "poles": 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) |
---|