| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 712992.9436 | 607577.9806 | 105414.9629 | 2744429.809 | 2106126.3455 | 638303.4635 |
| Total P&L (%) | 712.9929 | 607.578 | 105.415 | 2744.4298 | 2106.1263 | 638.3035 |
| Avg Daily Profit (%) | 0.3794 | 0.3233 | 0.0561 | 0.1783 | 0.1648 | 0.1064 |
| Buy And Hold Return (%) | 128.5495 | 128.5495 | 128.5495 | 128.5495 | 128.5495 | 128.5495 |
| Max Trade Drawdown | -116032 | -128720 | -28068 | -1635663 | -1455137 | -431004 |
| Profit Factor | 2.3317 | 2.6204 | 1.6571 | 1.4375 | 1.482 | 1.3353 |
| Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
| Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
| Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
| Profitability (%) | 48.0447 | 43.8202 | 52.2222 | 48.0447 | 43.8202 | 52.2222 |
| Ratio Avg Win / Avg Loss | 2.5215 | 3.3595 | 1.516 | 1.5545 | 1.9 | 1.2216 |
| Largest Winning Trade | 357603 | 357603 | 23044 | 1444097 | 1444097 | 341106 |
| Largest Losing Trade | -29846 | -29846 | -13596 | -564223 | -564223 | -206097 |
| Avg Bars in Trades | 122 | 191 | 53 | 122 | 191 | 53 |
| Avg Bars in Winners | 164 | 301 | 51 | 164 | 301 | 51 |
| Avg Bars in Losers | 82 | 105 | 55 | 82 | 105 | 55 |
| Bars Traded | 21863 | 17051 | 4812 | 21863 | 17051 | 4812 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 475915 | 352561 | -280672 | 362330 | 263685 | -51549 |
{
"trading_pair": "MKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22549,
"evaluation_days": 1879.08,
"actual_first_datapoint_time": 1595512800000,
"first_datapoint_time": 1597276800000,
"last_datapoint_time": 1757901600000,
"evaluation_time": 1759826679088,
"expiration_time": 1763746300800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 246,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 47,
"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": [
[
712992.9435503546,
607577.9806277811,
105414.9629225736,
2744429.8089881064,
2106126.3454574593,
638303.4635306462
],
[
712.992944,
607.577981,
105.414963,
2744.429809,
2106.126345,
638.303464
],
[
0.379437,
0.323338,
0.056099,
0.178328,
0.164781,
0.106448
],
[
128.549466,
128.549466,
128.549466,
128.549466,
128.549466,
128.549466
],
[
-116032,
-128720,
-28068,
-1635663,
-1455137,
-431004
],
[
2.331742,
2.620418,
1.657068,
1.437488,
1.482036,
1.335258
],
[
179,
89,
90,
179,
89,
90
],
[
86,
39,
47,
86,
39,
47
],
[
93,
50,
43,
93,
50,
43
],
[
48.044693,
43.820225,
52.222222,
48.044693,
43.820225,
52.222222
],
[
2.521535,
3.35951,
1.516041,
1.554493,
1.900046,
1.221619
],
[
357603,
357603,
23044,
1444097,
1444097,
341106
],
[
-29846,
-29846,
-13596,
-564223,
-564223,
-206097
],
[
122,
191,
53,
122,
191,
53
],
[
164,
301,
51,
164,
301,
51
],
[
82,
105,
55,
82,
105,
55
],
[
21863,
17051,
4812,
21863,
17051,
4812
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
475915,
352561,
-280672,
362330,
263685,
-51549
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22549,
"evaluation_days": 1879.08,
"actual_first_datapoint_time": 1595512800000,
"first_datapoint_time": 1597276800000,
"last_datapoint_time": 1757901600000,
"evaluation_time": 1759826679088,
"expiration_time": 1763746300800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 246,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 47,
"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) |
|---|