| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 341209.6136 | 134450.5777 | 206759.0359 | 96264.0134 | 35610.5291 | 60653.4843 |
| Total P&L (%) | 341.2096 | 134.4506 | 206.759 | 96.264 | 35.6105 | 60.6535 |
| Avg Daily Profit (%) | 0.2255 | 0.0889 | 0.1367 | 0.0446 | 0.0201 | 0.0313 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130709 | -90414 | -125773 | -362315 | -190672 | -362561 |
| Profit Factor | 1.2377 | 1.1867 | 1.2892 | 1.0338 | 1.026 | 1.0412 |
| Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
| Winning Trades | 238 | 110 | 128 | 238 | 110 | 128 |
| Losing Trades | 200 | 109 | 91 | 200 | 109 | 91 |
| Profitability (%) | 54.3379 | 50.2283 | 58.4475 | 54.3379 | 50.2283 | 58.4475 |
| Ratio Avg Win / Avg Loss | 1.0401 | 1.1759 | 0.9166 | 0.8688 | 1.0166 | 0.7402 |
| Largest Winning Trade | 40864 | 40864 | 40741 | 105141 | 105141 | 64279 |
| Largest Losing Trade | -75381 | -26595 | -75381 | -271355 | -57012 | -271355 |
| Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
| Bars Traded | 6027 | 3025 | 3002 | 6027 | 3025 | 3002 |
| Profit Streak | 0 | 0 | 17.9147 | 0 | 0 | 17.9147 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 384189 | -88630 | -9218 | -315202 | -359654 | -325474 |
{
"trading_pair": "MINA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6052,
"evaluation_days": 1513,
"actual_first_datapoint_time": 1628575200000,
"first_datapoint_time": 1629007200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759291033038,
"expiration_time": 1763198496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.7652
}
}
} {
"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": [
[
341209.613600918,
134450.5777271209,
206759.0358737977,
96264.0133990778,
35610.5290628913,
60653.4843361865
],
[
341.209614,
134.450578,
206.759036,
96.264013,
35.610529,
60.653484
],
[
0.225519,
0.088864,
0.136655,
0.044576,
0.020135,
0.031339
],
[
10,
10,
10,
10,
10,
10
],
[
-130709,
-90414,
-125773,
-362315,
-190672,
-362561
],
[
1.237743,
1.186654,
1.289221,
1.033849,
1.025952,
1.041212
],
[
438,
219,
219,
438,
219,
219
],
[
238,
110,
128,
238,
110,
128
],
[
200,
109,
91,
200,
109,
91
],
[
54.3379,
50.228311,
58.447489,
54.3379,
50.228311,
58.447489
],
[
1.04012,
1.175866,
0.916556,
0.868781,
1.016625,
0.740237
],
[
40864,
40864,
40741,
105141,
105141,
64279
],
[
-75381,
-26595,
-75381,
-271355,
-57012,
-271355
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
6027,
3025,
3002,
6027,
3025,
3002
],
[
0,
0,
17.914734,
0,
0,
17.914734
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384189,
-88630,
-9218,
-315202,
-359654,
-325474
]
]
}
{
"trading_pair": "MINA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6052,
"evaluation_days": 1513,
"actual_first_datapoint_time": 1628575200000,
"first_datapoint_time": 1629007200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759291033038,
"expiration_time": 1763198496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.7652
}
}
}
| # | 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) |
|---|