| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 269790.6661 | 54587.8323 | 215202.8338 | -92479.2668 | 148716.6822 | -241195.949 |
| Total P&L (%) | 269.7907 | 54.5878 | 215.2028 | -92.4793 | 148.7167 | -241.1959 |
| Avg Daily Profit (%) | 0.1784 | 0.0361 | 0.1423 | -0.1709 | 0.0603 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -200084 | -39292 | -182507 | -881927 | -50459 | -866645 |
| Profit Factor | 1.3866 | 1.2613 | 1.4401 | 0.937 | 1.6305 | 0.804 |
| Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
| Winning Trades | 173 | 76 | 97 | 173 | 76 | 97 |
| Losing Trades | 61 | 41 | 20 | 61 | 41 | 20 |
| Profitability (%) | 73.9316 | 64.9573 | 82.906 | 73.9316 | 64.9573 | 82.906 |
| Ratio Avg Win / Avg Loss | 0.4889 | 0.6804 | 0.2969 | 0.3304 | 0.8796 | 0.1658 |
| Largest Winning Trade | 28454 | 15890 | 28454 | 87421 | 59260 | 87421 |
| Largest Losing Trade | -94804 | -18794 | -94804 | -821712 | -40439 | -821712 |
| Avg Bars in Trades | 37 | 9 | 65 | 37 | 9 | 65 |
| Avg Bars in Winners | 25 | 4 | 42 | 25 | 4 | 42 |
| Avg Bars in Losers | 71 | 19 | 180 | 71 | 19 | 180 |
| Bars Traded | 8790 | 1096 | 7694 | 8790 | 1096 | 7694 |
| Profit Streak | 3.4288 | 3.4288 | 62.2621 | 3.4288 | 3.4288 | 62.2621 |
| Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 390541 | -146304 | 67907 | -576312 | -110924 | -575069 |
{
"trading_pair": "MINA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9075,
"evaluation_days": 1512.5,
"actual_first_datapoint_time": 1628568000000,
"first_datapoint_time": 1629172800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759241848788,
"expiration_time": 1763154000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 43,
"offset": 0,
"scalar": 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": [
[
269790.6661079784,
54587.8322829282,
215202.8338250501,
-92479.2668356782,
148716.6821800261,
-241195.949015704
],
[
269.790666,
54.587832,
215.202834,
-92.479267,
148.716682,
-241.195949
],
[
0.178374,
0.036091,
0.142283,
-0.170929,
0.060259,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-200084,
-39292,
-182507,
-881927,
-50459,
-866645
],
[
1.386576,
1.261285,
1.440108,
0.93695,
1.630503,
0.804048
],
[
234,
117,
117,
234,
117,
117
],
[
173,
76,
97,
173,
76,
97
],
[
61,
41,
20,
61,
41,
20
],
[
73.931624,
64.957265,
82.905983,
73.931624,
64.957265,
82.905983
],
[
0.488908,
0.68043,
0.29693,
0.33037,
0.879613,
0.165783
],
[
28454,
15890,
28454,
87421,
59260,
87421
],
[
-94804,
-18794,
-94804,
-821712,
-40439,
-821712
],
[
37,
9,
65,
37,
9,
65
],
[
25,
4,
42,
25,
4,
42
],
[
71,
19,
180,
71,
19,
180
],
[
8790,
1096,
7694,
8790,
1096,
7694
],
[
3.428805,
3.428805,
62.262139,
3.428805,
3.428805,
62.262139
],
[
3,
1,
5,
3,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390541,
-146304,
67907,
-576312,
-110924,
-575069
]
]
}
{
"trading_pair": "MINA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9075,
"evaluation_days": 1512.5,
"actual_first_datapoint_time": 1628568000000,
"first_datapoint_time": 1629172800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759241848788,
"expiration_time": 1763154000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 25,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 43,
"offset": 0,
"scalar": 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) |
|---|