Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442737.3114 | 373764.7549 | 68972.5565 | 1518664.983 | 1577319.2704 | -58654.2873 |
Total P&L (%) | 442.7373 | 373.7648 | 68.9726 | 1518.665 | 1577.3193 | -58.6543 |
Avg Daily Profit (%) | 0.2355 | 0.1988 | 0.0367 | 0.1482 | 0.1501 | -0.047 |
Buy And Hold Return (%) | 198.2078 | 198.2078 | 198.2078 | 198.2078 | 198.2078 | 198.2078 |
Max Trade Drawdown | -101403 | -66079 | -69102 | -1092588 | -780920 | -957670 |
Profit Factor | 2.263 | 3.2775 | 1.3699 | 1.3341 | 1.7707 | 0.9765 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 55 | 60 | 50 | 55 | 60 | 50 |
Ratio Avg Win / Avg Loss | 1.8515 | 2.185 | 1.3699 | 1.0916 | 1.1804 | 0.9765 |
Largest Winning Trade | 101596 | 101596 | 35589 | 500342 | 500342 | 352770 |
Largest Losing Trade | -37442 | -27713 | -37442 | -498818 | -434040 | -498818 |
Avg Bars in Trades | 134 | 131 | 138 | 134 | 131 | 138 |
Avg Bars in Winners | 159 | 144 | 178 | 159 | 144 | 178 |
Avg Bars in Losers | 104 | 112 | 98 | 104 | 112 | 98 |
Bars Traded | 10773 | 5251 | 5522 | 10773 | 5251 | 5522 |
Profit Streak | 73.5692 | 202.9025 | 0 | 73.5692 | 202.9025 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15669 | 322640 | -309119 | -17027 | 453390 | -580749 |
{ "trading_pair": "MKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11278, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1595505600000, "first_datapoint_time": 1597161600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1759685976336, "expiration_time": 1762766496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 116, "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": [ [ 442737.3114251411, 373764.7548881153, 68972.5565370258, 1518664.9830473685, 1577319.2703815477, -58654.2873341788 ], [ 442.737311, 373.764755, 68.972557, 1518.664983, 1577.31927, -58.654287 ], [ 0.23554, 0.198846, 0.036694, 0.148231, 0.150127, -0.046976 ], [ 198.207826, 198.207826, 198.207826, 198.207826, 198.207826, 198.207826 ], [ -101403, -66079, -69102, -1092588, -780920, -957670 ], [ 2.262983, 3.277512, 1.369949, 1.334131, 1.770668, 0.976524 ], [ 80, 40, 40, 80, 40, 40 ], [ 44, 24, 20, 44, 24, 20 ], [ 36, 16, 20, 36, 16, 20 ], [ 55, 60, 50, 55, 60, 50 ], [ 1.851531, 2.185008, 1.369949, 1.091562, 1.180445, 0.976524 ], [ 101596, 101596, 35589, 500342, 500342, 352770 ], [ -37442, -27713, -37442, -498818, -434040, -498818 ], [ 134, 131, 138, 134, 131, 138 ], [ 159, 144, 178, 159, 144, 178 ], [ 104, 112, 98, 104, 112, 98 ], [ 10773, 5251, 5522, 10773, 5251, 5522 ], [ 73.56917, 202.902504, 0, 73.569171, 202.902504, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -15669, 322640, -309119, -17027, 453390, -580749 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11278, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1595505600000, "first_datapoint_time": 1597161600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1759685976336, "expiration_time": 1762766496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 116, "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) |
---|