| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 485587.4643 | 453425.7859 | 32161.6784 | 653889.5102 | 591501.6014 | 62387.9087 |
| Total P&L (%) | 485.5875 | 453.4258 | 32.1617 | 653.8895 | 591.5016 | 62.3879 |
| Avg Daily Profit (%) | 0.2583 | 0.2412 | 0.0171 | 0.1075 | 0.1029 | 0.0258 |
| Buy And Hold Return (%) | 168.3663 | 168.3663 | 168.3663 | 168.3663 | 168.3663 | 168.3663 |
| Max Trade Drawdown | -140623 | -113844 | -67510 | -331132 | -262616 | -233284 |
| Profit Factor | 1.9412 | 2.7535 | 1.125 | 1.4151 | 1.7688 | 1.0774 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Profitability (%) | 48.3516 | 48.8889 | 47.8261 | 48.3516 | 48.8889 | 47.8261 |
| Ratio Avg Win / Avg Loss | 2.0735 | 2.8786 | 1.2272 | 1.5115 | 1.8492 | 1.1754 |
| Largest Winning Trade | 203291 | 203291 | 28974 | 266199 | 266199 | 153325 |
| Largest Losing Trade | -44421 | -44421 | -32617 | -172785 | -172785 | -156773 |
| Avg Bars in Trades | 79 | 98 | 60 | 79 | 98 | 60 |
| Avg Bars in Winners | 94 | 114 | 73 | 94 | 114 | 73 |
| Avg Bars in Losers | 65 | 84 | 48 | 65 | 84 | 48 |
| Bars Traded | 7229 | 4450 | 2779 | 7229 | 4450 | 2779 |
| Profit Streak | 0 | 50.0526 | 0 | 0 | 50.0526 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 294981 | 361525 | -419602 | -49851 | -54261 | -460345 |
{
"trading_pair": "MKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7519,
"evaluation_days": 1879.75,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1598810400000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1758935747738,
"expiration_time": 1762766712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 154,
"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": [
[
485587.4642545045,
453425.7858998507,
32161.6783546538,
653889.5101720587,
591501.6014339484,
62387.9087381104
],
[
485.587464,
453.425786,
32.161678,
653.88951,
591.501601,
62.387909
],
[
0.258326,
0.241216,
0.01711,
0.107523,
0.102923,
0.025795
],
[
168.366305,
168.366305,
168.366305,
168.366305,
168.366305,
168.366305
],
[
-140623,
-113844,
-67510,
-331132,
-262616,
-233284
],
[
1.941169,
2.753478,
1.12497,
1.415065,
1.768791,
1.077404
],
[
91,
45,
46,
91,
45,
46
],
[
44,
22,
22,
44,
22,
22
],
[
47,
23,
24,
47,
23,
24
],
[
48.351648,
48.888889,
47.826087,
48.351648,
48.888889,
47.826087
],
[
2.073521,
2.878637,
1.22724,
1.511547,
1.849191,
1.17535
],
[
203291,
203291,
28974,
266199,
266199,
153325
],
[
-44421,
-44421,
-32617,
-172785,
-172785,
-156773
],
[
79,
98,
60,
79,
98,
60
],
[
94,
114,
73,
94,
114,
73
],
[
65,
84,
48,
65,
84,
48
],
[
7229,
4450,
2779,
7229,
4450,
2779
],
[
0,
50.052636,
0,
0,
50.052636,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
294981,
361525,
-419602,
-49851,
-54261,
-460345
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7519,
"evaluation_days": 1879.75,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1598810400000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1758935747738,
"expiration_time": 1762766712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 154,
"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) |
|---|