Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71754.8451 | 58570.9791 | 13183.866 | 50973.5899 | 38675.9094 | 12297.6804 |
Total P&L (%) | 71.7548 | 58.571 | 13.1839 | 50.9736 | 38.6759 | 12.2977 |
Avg Daily Profit (%) | 0.286 | 0.2334 | 0.0525 | 0.1643 | 0.1304 | 0.0462 |
Buy And Hold Return (%) | 22.3819 | 22.3819 | 22.3819 | 22.3819 | 22.3819 | 22.3819 |
Max Trade Drawdown | -64924 | -26281 | -40920 | -57091 | -47094 | -32866 |
Profit Factor | 1.4166 | 1.7063 | 1.1476 | 1.2626 | 1.3845 | 1.1315 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 75.6757 | 78.3784 | 72.973 | 75.6757 | 78.3784 | 72.973 |
Ratio Avg Win / Avg Loss | 0.4553 | 0.4707 | 0.425 | 0.4058 | 0.3819 | 0.4191 |
Largest Winning Trade | 22156 | 22156 | 8274 | 18889 | 18889 | 8284 |
Largest Losing Trade | -40920 | -21688 | -40920 | -37420 | -37420 | -32866 |
Avg Bars in Trades | 309 | 303 | 315 | 309 | 303 | 315 |
Avg Bars in Winners | 171 | 161 | 182 | 171 | 161 | 182 |
Avg Bars in Losers | 737 | 818 | 672 | 737 | 818 | 672 |
Bars Traded | 22886 | 11227 | 11659 | 22886 | 11227 | 11659 |
Profit Streak | 29.101 | 39.976 | 29.101 | 29.101 | 39.976 | 29.101 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60502 | 312407 | -345784 | -64594 | -24943 | -371890 |
{ "trading_pair": "MKR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 24087, "evaluation_days": 250.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736379900000, "last_datapoint_time": 1757904300000, "evaluation_time": 1759741830074, "expiration_time": 1764147650400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 171, "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": [ [ 71754.845068843, 58570.979053343, 13183.8660155, 50973.5898689928, 38675.9094328979, 12297.6804360948 ], [ 71.754845, 58.570979, 13.183866, 50.97359, 38.675909, 12.29768 ], [ 0.285978, 0.233434, 0.052544, 0.164311, 0.130398, 0.046236 ], [ 22.381916, 22.381916, 22.381916, 22.381916, 22.381916, 22.381916 ], [ -64924, -26281, -40920, -57091, -47094, -32866 ], [ 1.416584, 1.706269, 1.14761, 1.26263, 1.384502, 1.131523 ], [ 74, 37, 37, 74, 37, 37 ], [ 56, 29, 27, 56, 29, 27 ], [ 18, 8, 10, 18, 8, 10 ], [ 75.675676, 78.378378, 72.972973, 75.675676, 78.378378, 72.972973 ], [ 0.455331, 0.470695, 0.425041, 0.405845, 0.381932, 0.419083 ], [ 22156, 22156, 8274, 18889, 18889, 8284 ], [ -40920, -21688, -40920, -37420, -37420, -32866 ], [ 309, 303, 315, 309, 303, 315 ], [ 171, 161, 182, 171, 161, 182 ], [ 737, 818, 672, 737, 818, 672 ], [ 22886, 11227, 11659, 22886, 11227, 11659 ], [ 29.101042, 39.976042, 29.101042, 29.101042, 39.976043, 29.101042 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -60502, 312407, -345784, -64594, -24943, -371890 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 24087, "evaluation_days": 250.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736379900000, "last_datapoint_time": 1757904300000, "evaluation_time": 1759741830074, "expiration_time": 1764147650400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 171, "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) |
---|