Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195483.7297 | 160887.1228 | 34596.6068 | 68064.6224 | 102941.6991 | -34877.0767 |
Total P&L (%) | 195.4837 | 160.8871 | 34.5966 | 68.0646 | 102.9417 | -34.8771 |
Avg Daily Profit (%) | 0.1877 | 0.1545 | 0.0332 | 0.0499 | 0.068 | -0.0412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112495 | -80762 | -124419 | -140243 | -66032 | -160723 |
Profit Factor | 1.1689 | 1.284 | 1.0585 | 1.0679 | 1.2287 | 0.9369 |
Total Trades | 544 | 272 | 272 | 544 | 272 | 272 |
Winning Trades | 338 | 165 | 173 | 338 | 165 | 173 |
Losing Trades | 206 | 107 | 99 | 206 | 107 | 99 |
Profitability (%) | 62.1324 | 60.6618 | 63.6029 | 62.1324 | 60.6618 | 63.6029 |
Ratio Avg Win / Avg Loss | 0.7124 | 0.8327 | 0.6057 | 0.6508 | 0.7968 | 0.5361 |
Largest Winning Trade | 24675 | 24675 | 13066 | 16918 | 15773 | 16918 |
Largest Losing Trade | -48834 | -25914 | -48834 | -46718 | -31178 | -46718 |
Avg Bars in Trades | 45 | 47 | 44 | 45 | 47 | 44 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 70 | 72 | 69 | 70 | 72 | 69 |
Bars Traded | 24834 | 12784 | 12050 | 24834 | 12784 | 12050 |
Profit Streak | 0 | 19.1124 | 0 | 0 | 19.1124 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24501 | 300963 | -306409 | -269568 | -101389 | -578147 |
{ "trading_pair": "OP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668877200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758814911302, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 158, "offset": 0, "poles": 2 } } }
{ "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": [ [ 195483.7296568485, 160887.1228081118, 34596.6068487366, 68064.6224131978, 102941.6990760069, -34877.0766628089 ], [ 195.48373, 160.887123, 34.596607, 68.064622, 102.941699, -34.877077 ], [ 0.187673, 0.154459, 0.033214, 0.049856, 0.06797, -0.041167 ], [ 10, 10, 10, 10, 10, 10 ], [ -112495, -80762, -124419, -140243, -66032, -160723 ], [ 1.168874, 1.284036, 1.058525, 1.067883, 1.228652, 0.936871 ], [ 544, 272, 272, 544, 272, 272 ], [ 338, 165, 173, 338, 165, 173 ], [ 206, 107, 99, 206, 107, 99 ], [ 62.132353, 60.661765, 63.602941, 62.132353, 60.661765, 63.602941 ], [ 0.712391, 0.832678, 0.605746, 0.65084, 0.796762, 0.536128 ], [ 24675, 24675, 13066, 16918, 15773, 16918 ], [ -48834, -25914, -48834, -46718, -31178, -46718 ], [ 45, 47, 44, 45, 47, 44 ], [ 30, 30, 30, 30, 30, 30 ], [ 70, 72, 69, 70, 72, 69 ], [ 24834, 12784, 12050, 24834, 12784, 12050 ], [ 0, 19.112399, 0, 0, 19.112399, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -24501, 300963, -306409, -269568, -101389, -578147 ] ] }
{ "trading_pair": "OP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668877200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758814911302, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 158, "offset": 0, "poles": 2 } } }
# | 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) |
---|