| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 60140.6885 | 30356.8154 | 29783.8731 | 73055.3521 | 38454.1658 | 34601.1862 |
| Total P&L (%) | 60.1407 | 30.3568 | 29.7839 | 73.0554 | 38.4542 | 34.6012 |
| Avg Daily Profit (%) | 0.778 | 0.3927 | 0.3853 | 0.712 | 0.4218 | 0.3851 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -23395 | -13190 | -15681 | -22586 | -15517 | -15085 |
| Profit Factor | 1.6309 | 1.6179 | 1.6449 | 1.7194 | 1.7296 | 1.7084 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
| Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
| Profitability (%) | 69.3694 | 65.4545 | 73.2143 | 69.3694 | 65.4545 | 73.2143 |
| Ratio Avg Win / Avg Loss | 0.7202 | 0.8539 | 0.6018 | 0.7592 | 0.9128 | 0.625 |
| Largest Winning Trade | 9052 | 9052 | 5131 | 13676 | 13676 | 5514 |
| Largest Losing Trade | -8404 | -7052 | -8404 | -10673 | -8018 | -10673 |
| Avg Bars in Trades | 196 | 252 | 140 | 196 | 252 | 140 |
| Avg Bars in Winners | 162 | 213 | 117 | 162 | 213 | 117 |
| Avg Bars in Losers | 272 | 327 | 202 | 272 | 327 | 202 |
| Bars Traded | 21774 | 13912 | 7862 | 21774 | 13912 | 7862 |
| Profit Streak | 12.534 | 0 | 22.7111 | 12.534 | 0 | 22.7111 |
| Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 501708 | -173555 | -170930 | 511206 | -172371 | -170381 |
{
"trading_pair": "MKR_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 22262,
"evaluation_days": 77.3,
"actual_first_datapoint_time": 1751226600000,
"first_datapoint_time": 1751285100000,
"last_datapoint_time": 1757904900000,
"evaluation_time": 1758924539429,
"expiration_time": 1763675210400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 196,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 150,
"offset": 0,
"a": 0.7246
}
}
}
{
"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": [
[
60140.6885252978,
30356.8153763718,
29783.873148926,
73055.3520973391,
38454.1658489824,
34601.1862483567
],
[
60.140689,
30.356815,
29.783873,
73.055352,
38.454166,
34.601186
],
[
0.778017,
0.392714,
0.385302,
0.71202,
0.421805,
0.385146
],
[
10,
10,
10,
10,
10,
10
],
[
-23395,
-13190,
-15681,
-22586,
-15517,
-15085
],
[
1.630947,
1.617871,
1.644858,
1.719376,
1.729593,
1.708351
],
[
111,
55,
56,
111,
55,
56
],
[
77,
36,
41,
77,
36,
41
],
[
34,
19,
15,
34,
19,
15
],
[
69.369369,
65.454545,
73.214286,
69.369369,
65.454545,
73.214286
],
[
0.720159,
0.853876,
0.601777,
0.759205,
0.912841,
0.625006
],
[
9052,
9052,
5131,
13676,
13676,
5514
],
[
-8404,
-7052,
-8404,
-10673,
-8018,
-10673
],
[
196,
252,
140,
196,
252,
140
],
[
162,
213,
117,
162,
213,
117
],
[
272,
327,
202,
272,
327,
202
],
[
21774,
13912,
7862,
21774,
13912,
7862
],
[
12.534021,
0,
22.711104,
12.534021,
0,
22.711104
],
[
1,
0,
9,
1,
0,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
501708,
-173555,
-170930,
511206,
-172371,
-170381
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 22262,
"evaluation_days": 77.3,
"actual_first_datapoint_time": 1751226600000,
"first_datapoint_time": 1751285100000,
"last_datapoint_time": 1757904900000,
"evaluation_time": 1758924539429,
"expiration_time": 1763675210400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 196,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 150,
"offset": 0,
"a": 0.7246
}
}
}
| # | 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) |
|---|