Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92983.7385 | 1319.1743 | 91664.5642 | 72800.3379 | -21373.7234 | 94174.0613 |
Total P&L (%) | 92.9837 | 1.3192 | 91.6646 | 72.8003 | -21.3737 | 94.1741 |
Avg Daily Profit (%) | 0.1785 | 0.0025 | 0.176 | 0.1051 | -0.0462 | 0.1275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42152 | -48218 | -26882 | -57996 | -74063 | -33418 |
Profit Factor | 1.4402 | 1.0101 | 2.1313 | 1.2821 | 0.8688 | 1.9898 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 61.1111 | 63.8889 | 58.3333 | 61.1111 | 63.8889 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.9165 | 0.5709 | 1.5224 | 0.8159 | 0.4911 | 1.4213 |
Largest Winning Trade | 20408 | 15122 | 20408 | 23315 | 13499 | 23315 |
Largest Losing Trade | -35186 | -35186 | -26725 | -51400 | -51400 | -33418 |
Avg Bars in Trades | 333 | 373 | 294 | 333 | 373 | 294 |
Avg Bars in Winners | 206 | 224 | 185 | 206 | 224 | 185 |
Avg Bars in Losers | 534 | 637 | 445 | 534 | 637 | 445 |
Bars Traded | 24043 | 13452 | 10591 | 24043 | 13452 | 10591 |
Profit Streak | 23.5954 | 23.6996 | 23.5954 | 23.5954 | 23.6996 | 23.5954 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74883 | -564480 | 450877 | -135995 | -579003 | -19095 |
{ "trading_pair": "OP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714611600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759045643095, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "offset": 250 } } }
{ "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": [ [ 92983.7385436099, 1319.1743204996, 91664.5642231102, 72800.3379390239, -21373.7234045176, 94174.0613435416 ], [ 92.983739, 1.319174, 91.664564, 72.800338, -21.373723, 94.174061 ], [ 0.17853, 0.002533, 0.175997, 0.105073, -0.046159, 0.12749 ], [ 10, 10, 10, 10, 10, 10 ], [ -42152, -48218, -26882, -57996, -74063, -33418 ], [ 1.440207, 1.010132, 2.131329, 1.282123, 0.868791, 1.989785 ], [ 72, 36, 36, 72, 36, 36 ], [ 44, 23, 21, 44, 23, 21 ], [ 28, 13, 15, 28, 13, 15 ], [ 61.111111, 63.888889, 58.333333, 61.111111, 63.888889, 58.333333 ], [ 0.916495, 0.570944, 1.522378, 0.815897, 0.491056, 1.421275 ], [ 20408, 15122, 20408, 23315, 13499, 23315 ], [ -35186, -35186, -26725, -51400, -51400, -33418 ], [ 333, 373, 294, 333, 373, 294 ], [ 206, 224, 185, 206, 224, 185 ], [ 534, 637, 445, 534, 637, 445 ], [ 24043, 13452, 10591, 24043, 13452, 10591 ], [ 23.595406, 23.699573, 23.595406, 23.595406, 23.699573, 23.595406 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74883, -564480, 450877, -135995, -579003, -19095 ] ] }
{ "trading_pair": "OP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714611600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759045643095, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "offset": 250 } } }
# | 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) |
---|