Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30358.7561 | -17195.7642 | 47554.5203 | -3751.0302 | -46454.8148 | 42703.7846 |
Total P&L (%) | 30.3588 | -17.1958 | 47.5545 | -3.751 | -46.4548 | 42.7038 |
Avg Daily Profit (%) | 0.1166 | -0.066 | 0.1826 | -0.0147 | -0.2396 | 0.1366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86392 | -55989 | -41663 | -132114 | -82151 | -61910 |
Profit Factor | 1.1383 | 0.8608 | 1.4959 | 0.9862 | 0.707 | 1.3794 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 76.3158 | 71.0526 | 81.5789 | 76.3158 | 71.0526 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.3533 | 0.3507 | 0.3378 | 0.3061 | 0.288 | 0.3115 |
Largest Winning Trade | 15983 | 9443 | 15983 | 22511 | 14539 | 22511 |
Largest Losing Trade | -34289 | -34289 | -32472 | -46569 | -46569 | -35627 |
Avg Bars in Trades | 315 | 359 | 272 | 315 | 359 | 272 |
Avg Bars in Winners | 179 | 179 | 180 | 179 | 179 | 180 |
Avg Bars in Losers | 753 | 801 | 677 | 753 | 801 | 677 |
Bars Traded | 23992 | 13654 | 10337 | 23992 | 13654 | 10337 |
Profit Streak | 5.6019 | 5.6019 | 14.5811 | 5.6019 | 5.6019 | 14.5811 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160294 | -578256 | 348760 | -630605 | -578256 | -9544 |
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737129600000, "first_datapoint_time": 1737288900000, "last_datapoint_time": 1759628700000, "evaluation_time": 1759629405538, "expiration_time": 1766108700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 178, "offset": 0 } } }
{ "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": [ [ 30358.7561075384, -17195.764205649, 47554.5203131874, -3751.0301801665, -46454.8147874123, 42703.7846072457 ], [ 30.358756, -17.195764, 47.55452, -3.75103, -46.454815, 42.703785 ], [ 0.116576, -0.066031, 0.182607, -0.01468, -0.239573, 0.136642 ], [ 10, 10, 10, 10, 10, 10 ], [ -86392, -55989, -41663, -132114, -82151, -61910 ], [ 1.138343, 0.860816, 1.495886, 0.986163, 0.706966, 1.379402 ], [ 76, 38, 38, 76, 38, 38 ], [ 58, 27, 31, 58, 27, 31 ], [ 18, 11, 7, 18, 11, 7 ], [ 76.315789, 71.052632, 81.578947, 76.315789, 71.052632, 81.578947 ], [ 0.353279, 0.350703, 0.337781, 0.306051, 0.288023, 0.311478 ], [ 15983, 9443, 15983, 22511, 14539, 22511 ], [ -34289, -34289, -32472, -46569, -46569, -35627 ], [ 315, 359, 272, 315, 359, 272 ], [ 179, 179, 180, 179, 179, 180 ], [ 753, 801, 677, 753, 801, 677 ], [ 23992, 13654, 10337, 23992, 13654, 10337 ], [ 5.601916, 5.601916, 14.581083, 5.601916, 5.601916, 14.581083 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160294, -578256, 348760, -630605, -578256, -9544 ] ] }
{ "trading_pair": "OP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737129600000, "first_datapoint_time": 1737288900000, "last_datapoint_time": 1759628700000, "evaluation_time": 1759629405538, "expiration_time": 1766108700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 178, "offset": 0 } } }
# | 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) |
---|