| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 376998.3491 | 132786.3392 | 244212.0099 | 1191162.0852 | 262639.2165 | 928522.8687 |
| Total P&L (%) | 376.9983 | 132.7863 | 244.212 | 1191.1621 | 262.6392 | 928.5229 |
| Avg Daily Profit (%) | 0.2493 | 0.0878 | 0.1615 | 0.1693 | 0.0852 | 0.1543 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73394 | -38655 | -55134 | -813410 | -434738 | -601301 |
| Profit Factor | 2.2258 | 1.7987 | 2.7282 | 1.5167 | 1.232 | 1.7915 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
| Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
| Profitability (%) | 43.4343 | 36 | 51.0204 | 43.4343 | 36 | 51.0204 |
| Ratio Avg Win / Avg Loss | 2.8987 | 3.1978 | 2.6191 | 1.9753 | 2.1902 | 1.7198 |
| Largest Winning Trade | 84678 | 84678 | 68141 | 497849 | 338071 | 497849 |
| Largest Losing Trade | -19209 | -15245 | -19209 | -266771 | -173306 | -266771 |
| Avg Bars in Trades | 29 | 20 | 39 | 29 | 20 | 39 |
| Avg Bars in Winners | 51 | 35 | 63 | 51 | 35 | 63 |
| Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
| Bars Traded | 2952 | 1029 | 1923 | 2952 | 1029 | 1923 |
| Profit Streak | 0 | 0 | 130.904 | 0 | 0 | 130.904 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 369607 | -257520 | 506782 | 298193 | -263599 | 454476 |
{
"trading_pair": "MINA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3024,
"evaluation_days": 1512,
"actual_first_datapoint_time": 1628553600000,
"first_datapoint_time": 1629849600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759182103385,
"expiration_time": 1763066304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 38,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 31,
"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": [
[
376998.3490870699,
132786.3391944276,
244212.0098926423,
1191162.0851992697,
262639.2165480084,
928522.8686512613
],
[
376.998349,
132.786339,
244.21201,
1191.162085,
262.639217,
928.522869
],
[
0.249338,
0.087822,
0.161516,
0.169332,
0.085237,
0.154266
],
[
10,
10,
10,
10,
10,
10
],
[
-73394,
-38655,
-55134,
-813410,
-434738,
-601301
],
[
2.225787,
1.798737,
2.728188,
1.516726,
1.231998,
1.791487
],
[
99,
50,
49,
99,
50,
49
],
[
43,
18,
25,
43,
18,
25
],
[
56,
32,
24,
56,
32,
24
],
[
43.434343,
36,
51.020408,
43.434343,
36,
51.020408
],
[
2.898699,
3.197756,
2.619061,
1.975271,
2.190219,
1.719828
],
[
84678,
84678,
68141,
497849,
338071,
497849
],
[
-19209,
-15245,
-19209,
-266771,
-173306,
-266771
],
[
29,
20,
39,
29,
20,
39
],
[
51,
35,
63,
51,
35,
63
],
[
12,
12,
13,
12,
12,
13
],
[
2952,
1029,
1923,
2952,
1029,
1923
],
[
0,
0,
130.903974,
0,
0,
130.903974
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
369607,
-257520,
506782,
298193,
-263599,
454476
]
]
}
{
"trading_pair": "MINA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3024,
"evaluation_days": 1512,
"actual_first_datapoint_time": 1628553600000,
"first_datapoint_time": 1629849600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759182103385,
"expiration_time": 1763066304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 38,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 31,
"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) |
|---|