Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229554.9915 | 71515.6818 | 158039.3097 | 484364.9943 | 184388.9871 | 299976.0071 |
Total P&L (%) | 229.555 | 71.5157 | 158.0393 | 484.365 | 184.389 | 299.976 |
Avg Daily Profit (%) | 0.4407 | 0.1373 | 0.3034 | 0.3395 | 0.2009 | 0.2665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44661 | -26593 | -44661 | -181254 | -105093 | -183427 |
Profit Factor | 2.1115 | 2.0276 | 2.1542 | 1.6849 | 1.956 | 1.5832 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 63.6364 | 56.8182 | 70.4545 | 63.6364 | 56.8182 | 70.4545 |
Ratio Avg Win / Avg Loss | 1.2066 | 1.541 | 0.9034 | 0.9628 | 1.4866 | 0.6639 |
Largest Winning Trade | 26686 | 14273 | 26686 | 103381 | 55313 | 103381 |
Largest Losing Trade | -44661 | -15080 | -44661 | -181254 | -61534 | -181254 |
Avg Bars in Trades | 273 | 141 | 405 | 273 | 141 | 405 |
Avg Bars in Winners | 235 | 128 | 321 | 235 | 128 | 321 |
Avg Bars in Losers | 341 | 160 | 605 | 341 | 160 | 605 |
Bars Traded | 24086 | 6244 | 17843 | 24086 | 6244 | 17843 |
Profit Streak | 42.1036 | 42.1036 | 42.2077 | 42.1036 | 42.1036 | 42.2077 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570059 | -4510 | 482030 | 449272 | 417366 | 428473 |
{ "trading_pair": "OP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714440600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759033747451, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 135, "offset": 0, "std": 1.12867 } }, "second_band": { "type": "dcl", "factors": { "length": 148, "offset": 249 } } }
{ "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": [ [ 229554.9915220503, 71515.681827599, 158039.3096944513, 484364.9942590378, 184388.9871272604, 299976.007131777 ], [ 229.554992, 71.515682, 158.03931, 484.364994, 184.388987, 299.976007 ], [ 0.440748, 0.137311, 0.303437, 0.339526, 0.200876, 0.266513 ], [ 10, 10, 10, 10, 10, 10 ], [ -44661, -26593, -44661, -181254, -105093, -183427 ], [ 2.111542, 2.027603, 2.154206, 1.684885, 1.95603, 1.583212 ], [ 88, 44, 44, 88, 44, 44 ], [ 56, 25, 31, 56, 25, 31 ], [ 32, 19, 13, 32, 19, 13 ], [ 63.636364, 56.818182, 70.454545, 63.636364, 56.818182, 70.454545 ], [ 1.206595, 1.540979, 0.903377, 0.962792, 1.486583, 0.663928 ], [ 26686, 14273, 26686, 103381, 55313, 103381 ], [ -44661, -15080, -44661, -181254, -61534, -181254 ], [ 273, 141, 405, 273, 141, 405 ], [ 235, 128, 321, 235, 128, 321 ], [ 341, 160, 605, 341, 160, 605 ], [ 24086, 6244, 17843, 24086, 6244, 17843 ], [ 42.103558, 42.103558, 42.207725, 42.103558, 42.103558, 42.207725 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 570059, -4510, 482030, 449272, 417366, 428473 ] ] }
{ "trading_pair": "OP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714440600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759033747451, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 135, "offset": 0, "std": 1.12867 } }, "second_band": { "type": "dcl", "factors": { "length": 148, "offset": 249 } } }
# | 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) |
---|