Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330890.126 | 273288.9557 | 57601.1703 | 172067.0022 | 88709.0731 | 83357.9291 |
Total P&L (%) | 330.8901 | 273.289 | 57.6012 | 172.067 | 88.7091 | 83.3579 |
Avg Daily Profit (%) | 0.2731 | 0.2256 | 0.0475 | 0.0826 | 0.0524 | 0.0501 |
Buy And Hold Return (%) | 34.3295 | 34.3295 | 34.3295 | 34.3295 | 34.3295 | 34.3295 |
Max Trade Drawdown | -147057 | -119244 | -62623 | -990631 | -777075 | -361216 |
Profit Factor | 1.7146 | 2.033 | 1.2902 | 1.0617 | 1.0512 | 1.079 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 64.6154 | 66.6667 | 62.5 | 64.6154 | 66.6667 | 62.5 |
Ratio Avg Win / Avg Loss | 0.939 | 1.0165 | 0.7741 | 0.5814 | 0.5256 | 0.6474 |
Largest Winning Trade | 151042 | 151042 | 28159 | 364300 | 364300 | 190720 |
Largest Losing Trade | -56367 | -56367 | -37937 | -435486 | -435486 | -198425 |
Avg Bars in Trades | 70 | 82 | 58 | 70 | 82 | 58 |
Avg Bars in Winners | 56 | 63 | 48 | 56 | 63 | 48 |
Avg Bars in Losers | 97 | 122 | 74 | 97 | 122 | 74 |
Bars Traded | 4610 | 2734 | 1876 | 4610 | 2734 | 1876 |
Profit Streak | 79.0103 | 79.0103 | 155.2603 | 79.0103 | 79.0103 | 155.2603 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123877 | 507498 | -137121 | -370836 | -288777 | -262384 |
{ "trading_pair": "OP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4846, "evaluation_days": 1211.5, "actual_first_datapoint_time": 1654063200000, "first_datapoint_time": 1657994400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759040092411, "expiration_time": 1761855408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 183, "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": [ [ 330890.1260093671, 273288.9556917115, 57601.1703176555, 172067.0021877526, 88709.0731203978, 83357.9290673548 ], [ 330.890126, 273.288956, 57.60117, 172.067002, 88.709073, 83.357929 ], [ 0.273124, 0.225579, 0.047545, 0.082649, 0.052431, 0.050055 ], [ 34.329502, 34.329502, 34.329502, 34.329502, 34.329502, 34.329502 ], [ -147057, -119244, -62623, -990631, -777075, -361216 ], [ 1.714634, 2.033035, 1.290225, 1.061714, 1.051174, 1.079036 ], [ 65, 33, 32, 65, 33, 32 ], [ 42, 22, 20, 42, 22, 20 ], [ 23, 11, 12, 23, 11, 12 ], [ 64.615385, 66.666667, 62.5, 64.615385, 66.666667, 62.5 ], [ 0.938966, 1.016517, 0.774135, 0.581415, 0.525587, 0.647422 ], [ 151042, 151042, 28159, 364300, 364300, 190720 ], [ -56367, -56367, -37937, -435486, -435486, -198425 ], [ 70, 82, 58, 70, 82, 58 ], [ 56, 63, 48, 56, 63, 48 ], [ 97, 122, 74, 97, 122, 74 ], [ 4610, 2734, 1876, 4610, 2734, 1876 ], [ 79.010329, 79.010329, 155.260329, 79.010329, 79.010329, 155.260329 ], [ 6, 3, 4, 6, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -123877, 507498, -137121, -370836, -288777, -262384 ] ] }
{ "trading_pair": "OP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4846, "evaluation_days": 1211.5, "actual_first_datapoint_time": 1654063200000, "first_datapoint_time": 1657994400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759040092411, "expiration_time": 1761855408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 183, "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) |
---|