Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86373.2303 | 6742.5323 | 79630.698 | 100109.0575 | 1743.4385 | 98365.619 |
Total P&L (%) | 86.3732 | 6.7425 | 79.6307 | 100.1091 | 1.7434 | 98.3656 |
Avg Daily Profit (%) | 0.3317 | 0.0259 | 0.3058 | 0.2667 | 0.0066 | 0.2634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48581 | -11464 | -49004 | -128047 | -28248 | -128205 |
Profit Factor | 1.7248 | 1.3395 | 1.8018 | 1.3508 | 1.0373 | 1.4122 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 57.1429 | 51.2821 | 63.1579 | 57.1429 | 51.2821 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.2936 | 1.2726 | 1.051 | 1.0131 | 0.9855 | 0.8238 |
Largest Winning Trade | 24126 | 5679 | 24126 | 31133 | 6783 | 31133 |
Largest Losing Trade | -21730 | -2962 | -21730 | -60484 | -8439 | -60484 |
Avg Bars in Trades | 314 | 11 | 625 | 314 | 11 | 625 |
Avg Bars in Winners | 268 | 9 | 484 | 268 | 9 | 484 |
Avg Bars in Losers | 375 | 12 | 867 | 375 | 12 | 867 |
Bars Traded | 24202 | 437 | 23764 | 24202 | 437 | 23764 |
Profit Streak | 10.6685 | 24.2102 | 10.6685 | 10.6685 | 24.2102 | 10.6685 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34032 | -323360 | 424914 | -36351 | -530770 | 296518 |
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736383500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758903459065, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 156, "offset": 0, "std": 3.64213 } } }
{ "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": [ [ 86373.2302531693, 6742.5322806261, 79630.6979725431, 100109.0575366384, 1743.4385331718, 98365.6190034667 ], [ 86.37323, 6.742532, 79.630698, 100.109058, 1.743439, 98.365619 ], [ 0.331669, 0.025891, 0.305778, 0.26673, 0.006637, 0.26336 ], [ 10, 10, 10, 10, 10, 10 ], [ -48581, -11464, -49004, -128047, -28248, -128205 ], [ 1.724767, 1.339546, 1.801789, 1.350808, 1.037327, 1.412158 ], [ 77, 39, 38, 77, 39, 38 ], [ 44, 20, 24, 44, 20, 24 ], [ 33, 19, 14, 33, 19, 14 ], [ 57.142857, 51.282051, 63.157895, 57.142857, 51.282051, 63.157895 ], [ 1.293575, 1.272569, 1.051044, 1.013106, 0.985461, 0.823759 ], [ 24126, 5679, 24126, 31133, 6783, 31133 ], [ -21730, -2962, -21730, -60484, -8439, -60484 ], [ 314, 11, 625, 314, 11, 625 ], [ 268, 9, 484, 268, 9, 484 ], [ 375, 12, 867, 375, 12, 867 ], [ 24202, 437, 23764, 24202, 437, 23764 ], [ 10.668508, 24.210174, 10.668508, 10.668508, 24.210174, 10.668508 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -34032, -323360, 424914, -36351, -530770, 296518 ] ] }
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736383500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758903459065, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 156, "offset": 0, "std": 3.64213 } } }
# | 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) |
---|