| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 20882.7953 | -22402.746 | 43285.5412 | -10747.7491 | -47073.1808 | 36325.4317 |
| Total P&L (%) | 20.8828 | -22.4027 | 43.2855 | -10.7477 | -47.0732 | 36.3254 |
| Avg Daily Profit (%) | 0.0802 | -0.086 | 0.1662 | -0.0437 | -0.244 | 0.1191 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76729 | -50299 | -34988 | -101837 | -65745 | -48316 |
| Profit Factor | 1.1038 | 0.81 | 1.5196 | 0.9524 | 0.6603 | 1.4156 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
| Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
| Profitability (%) | 75 | 68.75 | 81.25 | 75 | 68.75 | 81.25 |
| Ratio Avg Win / Avg Loss | 0.3679 | 0.3682 | 0.3507 | 0.3175 | 0.3001 | 0.3267 |
| Largest Winning Trade | 15047 | 10026 | 15047 | 19828 | 12007 | 19828 |
| Largest Losing Trade | -35607 | -35607 | -31447 | -40229 | -40229 | -32478 |
| Avg Bars in Trades | 374 | 427 | 321 | 374 | 427 | 321 |
| Avg Bars in Winners | 203 | 207 | 199 | 203 | 207 | 199 |
| Avg Bars in Losers | 889 | 911 | 852 | 889 | 911 | 852 |
| Bars Traded | 23976 | 13679 | 10297 | 23976 | 13679 | 10297 |
| Profit Streak | 4.1707 | 4.1707 | 18.3895 | 4.1707 | 4.1707 | 18.3895 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -340996 | -579374 | 331855 | -721560 | -579374 | -33426 |
{
"trading_pair": "OP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737017100000,
"first_datapoint_time": 1737226800000,
"last_datapoint_time": 1759516200000,
"evaluation_time": 1759516549785,
"expiration_time": 1765996200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 234,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
20882.7952532471,
-22402.745971721,
43285.5412249681,
-10747.7490678016,
-47073.1807578408,
36325.4316900392
],
[
20.882795,
-22.402746,
43.285541,
-10.747749,
-47.073181,
36.325432
],
[
0.080189,
-0.086025,
0.166214,
-0.043652,
-0.244022,
0.119061
],
[
10,
10,
10,
10,
10,
10
],
[
-76729,
-50299,
-34988,
-101837,
-65745,
-48316
],
[
1.103789,
0.809995,
1.519646,
0.952436,
0.660281,
1.41562
],
[
64,
32,
32,
64,
32,
32
],
[
48,
22,
26,
48,
22,
26
],
[
16,
10,
6,
16,
10,
6
],
[
75,
68.75,
81.25,
75,
68.75,
81.25
],
[
0.36793,
0.36818,
0.350688,
0.317479,
0.300128,
0.326682
],
[
15047,
10026,
15047,
19828,
12007,
19828
],
[
-35607,
-35607,
-31447,
-40229,
-40229,
-32478
],
[
374,
427,
321,
374,
427,
321
],
[
203,
207,
199,
203,
207,
199
],
[
889,
911,
852,
889,
911,
852
],
[
23976,
13679,
10297,
23976,
13679,
10297
],
[
4.170715,
4.170715,
18.389465,
4.170715,
4.170715,
18.389465
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-340996,
-579374,
331855,
-721560,
-579374,
-33426
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737017100000,
"first_datapoint_time": 1737226800000,
"last_datapoint_time": 1759516200000,
"evaluation_time": 1759516549785,
"expiration_time": 1765996200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 234,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|