| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 120320.8943 | 60608.0351 | 59712.8592 | 87434.0207 | 45410.4355 | 42023.5852 |
| Total P&L (%) | 120.3209 | 60.608 | 59.7129 | 87.434 | 45.4104 | 42.0236 |
| Avg Daily Profit (%) | 0.2353 | 0.1185 | 0.1168 | 0.1229 | 0.0732 | 0.0686 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82386 | -69097 | -45620 | -146943 | -99029 | -62542 |
| Profit Factor | 1.2094 | 1.2051 | 1.2139 | 1.1087 | 1.1098 | 1.1076 |
| Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
| Winning Trades | 155 | 73 | 82 | 155 | 73 | 82 |
| Losing Trades | 141 | 75 | 66 | 141 | 75 | 66 |
| Profitability (%) | 52.3649 | 49.3243 | 55.4054 | 52.3649 | 49.3243 | 55.4054 |
| Ratio Avg Win / Avg Loss | 1.1002 | 1.2381 | 0.9771 | 1.0086 | 1.1402 | 0.8915 |
| Largest Winning Trade | 18556 | 18556 | 16621 | 27276 | 27276 | 18139 |
| Largest Losing Trade | -28587 | -28587 | -27314 | -55326 | -45080 | -55326 |
| Avg Bars in Trades | 81 | 91 | 71 | 81 | 91 | 71 |
| Avg Bars in Winners | 80 | 79 | 81 | 80 | 79 | 81 |
| Avg Bars in Losers | 82 | 103 | 58 | 82 | 103 | 58 |
| Bars Traded | 24123 | 13559 | 10563 | 24123 | 13559 | 10563 |
| 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 | 313513 | -36905 | -39949 | -128564 | -197674 | -207248 |
{
"trading_pair": "MKR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 24543,
"evaluation_days": 511.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714048200000,
"last_datapoint_time": 1757903400000,
"evaluation_time": 1759634993325,
"expiration_time": 1764264945600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 179,
"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": [
[
120320.8943306812,
60608.0351280649,
59712.8592026166,
87434.020674792,
45410.43550235,
42023.5851724418
],
[
120.320894,
60.608035,
59.712859,
87.434021,
45.410436,
42.023585
],
[
0.235319,
0.118535,
0.116784,
0.122947,
0.073249,
0.068636
],
[
10,
10,
10,
10,
10,
10
],
[
-82386,
-69097,
-45620,
-146943,
-99029,
-62542
],
[
1.209391,
1.205094,
1.213941,
1.108713,
1.109781,
1.107582
],
[
296,
148,
148,
296,
148,
148
],
[
155,
73,
82,
155,
73,
82
],
[
141,
75,
66,
141,
75,
66
],
[
52.364865,
49.324324,
55.405405,
52.364865,
49.324324,
55.405405
],
[
1.100156,
1.23811,
0.977075,
1.008571,
1.140185,
0.891468
],
[
18556,
18556,
16621,
27276,
27276,
18139
],
[
-28587,
-28587,
-27314,
-55326,
-45080,
-55326
],
[
81,
91,
71,
81,
91,
71
],
[
80,
79,
81,
80,
79,
81
],
[
82,
103,
58,
82,
103,
58
],
[
24123,
13559,
10563,
24123,
13559,
10563
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313513,
-36905,
-39949,
-128564,
-197674,
-207248
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 24543,
"evaluation_days": 511.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714048200000,
"last_datapoint_time": 1757903400000,
"evaluation_time": 1759634993325,
"expiration_time": 1764264945600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 179,
"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) |
|---|