| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 102154.5108 | 73940.0867 | 28214.4241 | 94149.4601 | 109906.9709 | -15757.5108 |
| Total P&L (%) | 102.1545 | 73.9401 | 28.2144 | 94.1495 | 109.907 | -15.7575 |
| Avg Daily Profit (%) | 0.4071 | 0.2947 | 0.1124 | 0.2648 | 0.296 | -0.0683 |
| Buy And Hold Return (%) | 23.381 | 23.381 | 23.381 | 23.381 | 23.381 | 23.381 |
| Max Trade Drawdown | -51159 | -26962 | -49414 | -146695 | -66867 | -158532 |
| Profit Factor | 1.6175 | 2.1996 | 1.2718 | 1.2162 | 1.7886 | 0.9468 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
| Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
| Profitability (%) | 48.2143 | 41.0714 | 55.3571 | 48.2143 | 41.0714 | 55.3571 |
| Ratio Avg Win / Avg Loss | 1.7373 | 3.1559 | 1.0256 | 1.3062 | 2.5663 | 0.7635 |
| Largest Winning Trade | 80710 | 80710 | 21815 | 106806 | 106806 | 52170 |
| Largest Losing Trade | -19738 | -5145 | -19738 | -57961 | -17538 | -57961 |
| Avg Bars in Trades | 207 | 87 | 326 | 207 | 87 | 326 |
| Avg Bars in Winners | 215 | 159 | 257 | 215 | 159 | 257 |
| Avg Bars in Losers | 199 | 38 | 412 | 199 | 38 | 412 |
| Bars Traded | 23201 | 4917 | 18284 | 23201 | 4917 | 18284 |
| 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 | 314524 | -175304 | -325213 | 134106 | -174719 | -761564 |
{
"trading_pair": "MKR_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 24087,
"evaluation_days": 250.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736407800000,
"last_datapoint_time": 1757904300000,
"evaluation_time": 1759754782781,
"expiration_time": 1764147650400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 202,
"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": [
[
102154.510815256,
73940.0866673917,
28214.4241478643,
94149.4600971217,
109906.9708600861,
-15757.5107629644
],
[
102.154511,
73.940087,
28.214424,
94.14946,
109.906971,
-15.757511
],
[
0.407136,
0.294688,
0.112448,
0.264771,
0.295959,
-0.068316
],
[
23.380952,
23.380952,
23.380952,
23.380952,
23.380952,
23.380952
],
[
-51159,
-26962,
-49414,
-146695,
-66867,
-158532
],
[
1.617452,
2.199552,
1.271801,
1.216161,
1.788603,
0.946798
],
[
112,
56,
56,
112,
56,
56
],
[
54,
23,
31,
54,
23,
31
],
[
58,
33,
25,
58,
33,
25
],
[
48.214286,
41.071429,
55.357143,
48.214286,
41.071429,
55.357143
],
[
1.737263,
3.15588,
1.025646,
1.306247,
2.566257,
0.763547
],
[
80710,
80710,
21815,
106806,
106806,
52170
],
[
-19738,
-5145,
-19738,
-57961,
-17538,
-57961
],
[
207,
87,
326,
207,
87,
326
],
[
215,
159,
257,
215,
159,
257
],
[
199,
38,
412,
199,
38,
412
],
[
23201,
4917,
18284,
23201,
4917,
18284
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314524,
-175304,
-325213,
134106,
-174719,
-761564
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 24087,
"evaluation_days": 250.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736407800000,
"last_datapoint_time": 1757904300000,
"evaluation_time": 1759754782781,
"expiration_time": 1764147650400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 86,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 202,
"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) |
|---|