| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 234143.6057 | 191007.5772 | 43136.0285 | 160616.613 | 79881.6692 | 80734.9437 |
| Total P&L (%) | 234.1436 | 191.0076 | 43.136 | 160.6166 | 79.8817 | 80.7349 |
| Avg Daily Profit (%) | 0.1933 | 0.1577 | 0.0356 | 0.0791 | 0.0485 | 0.0489 |
| Buy And Hold Return (%) | 34.8462 | 34.8462 | 34.8462 | 34.8462 | 34.8462 | 34.8462 |
| Max Trade Drawdown | -81242 | -79881 | -57707 | -234611 | -232644 | -90241 |
| Profit Factor | 1.5527 | 1.7037 | 1.2835 | 1.2022 | 1.1424 | 1.3456 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Profitability (%) | 55.8442 | 57.8947 | 53.8462 | 55.8442 | 57.8947 | 53.8462 |
| Ratio Avg Win / Avg Loss | 1.2277 | 1.239 | 1.1001 | 0.9506 | 0.8309 | 1.1534 |
| Largest Winning Trade | 74740 | 74740 | 29030 | 80467 | 80467 | 63499 |
| Largest Losing Trade | -58279 | -58279 | -20599 | -201854 | -201854 | -29643 |
| Avg Bars in Trades | 59 | 66 | 53 | 59 | 66 | 53 |
| Avg Bars in Winners | 45 | 44 | 45 | 45 | 44 | 45 |
| Avg Bars in Losers | 78 | 97 | 61 | 78 | 97 | 61 |
| Bars Traded | 4614 | 2541 | 2073 | 4614 | 2541 | 2073 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -36237 | 338417 | -236595 | -136447 | -197590 | -131546 |
{
"trading_pair": "OP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4846,
"evaluation_days": 1211.5,
"actual_first_datapoint_time": 1654063200000,
"first_datapoint_time": 1657519200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758826933929,
"expiration_time": 1761855408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 77,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
234143.6056744638,
191007.5771603465,
43136.0285141174,
160616.6129636583,
79881.6692472446,
80734.9437164136
],
[
234.143606,
191.007577,
43.136029,
160.616613,
79.881669,
80.734944
],
[
0.193268,
0.157662,
0.035605,
0.079097,
0.048475,
0.048866
],
[
34.846154,
34.846154,
34.846154,
34.846154,
34.846154,
34.846154
],
[
-81242,
-79881,
-57707,
-234611,
-232644,
-90241
],
[
1.552709,
1.703657,
1.283456,
1.202174,
1.142436,
1.345581
],
[
77,
38,
39,
77,
38,
39
],
[
43,
22,
21,
43,
22,
21
],
[
34,
16,
18,
34,
16,
18
],
[
55.844156,
57.894737,
53.846154,
55.844156,
57.894737,
53.846154
],
[
1.227724,
1.239023,
1.100105,
0.950557,
0.830863,
1.153355
],
[
74740,
74740,
29030,
80467,
80467,
63499
],
[
-58279,
-58279,
-20599,
-201854,
-201854,
-29643
],
[
59,
66,
53,
59,
66,
53
],
[
45,
44,
45,
45,
44,
45
],
[
78,
97,
61,
78,
97,
61
],
[
4614,
2541,
2073,
4614,
2541,
2073
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-36237,
338417,
-236595,
-136447,
-197590,
-131546
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4846,
"evaluation_days": 1211.5,
"actual_first_datapoint_time": 1654063200000,
"first_datapoint_time": 1657519200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758826933929,
"expiration_time": 1761855408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 77,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|