Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49838.2778 | 25813.404 | 24024.8738 | 54276.1835 | 28753.3747 | 25522.8088 |
Total P&L (%) | 49.8383 | 25.8134 | 24.0249 | 54.2762 | 28.7534 | 25.5228 |
Avg Daily Profit (%) | 0.6447 | 0.3339 | 0.3108 | 0.5625 | 0.3275 | 0.2945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29123 | -14530 | -18917 | -25587 | -13841 | -22221 |
Profit Factor | 1.3112 | 1.3101 | 1.3124 | 1.3267 | 1.3333 | 1.3195 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 149 | 72 | 77 | 149 | 72 | 77 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 61.5702 | 59.5041 | 63.6364 | 61.5702 | 59.5041 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.8184 | 0.8916 | 0.7499 | 0.8281 | 0.9074 | 0.754 |
Largest Winning Trade | 10750 | 10750 | 4377 | 13810 | 13810 | 5258 |
Largest Losing Trade | -9358 | -7981 | -9358 | -12388 | -7847 | -12388 |
Avg Bars in Trades | 89 | 86 | 92 | 89 | 86 | 92 |
Avg Bars in Winners | 73 | 69 | 77 | 73 | 69 | 77 |
Avg Bars in Losers | 115 | 111 | 119 | 115 | 111 | 119 |
Bars Traded | 21669 | 10421 | 11248 | 21669 | 10421 | 11248 |
Profit Streak | 0 | 26.0877 | 0 | 0 | 26.0877 | 0 |
Trades During Streak | 0 | 9 | 0 | 0 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336576 | 160583 | 96876 | 325453 | 173112 | 108510 |
{ "trading_pair": "MKR_USDT", "interval": "5m", "packets": 25000, "actual_packets": 22262, "evaluation_days": 77.3, "actual_first_datapoint_time": 1751226600000, "first_datapoint_time": 1751286600000, "last_datapoint_time": 1757904900000, "evaluation_time": 1759756280029, "expiration_time": 1763675210400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 201, "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": [ [ 49838.2777773425, 25813.4040163313, 24024.8737610113, 54276.1834736816, 28753.3746628247, 25522.8088108569 ], [ 49.838278, 25.813404, 24.024874, 54.276183, 28.753375, 25.522809 ], [ 0.644738, 0.333938, 0.3108, 0.562474, 0.32748, 0.294504 ], [ 10, 10, 10, 10, 10, 10 ], [ -29123, -14530, -18917, -25587, -13841, -22221 ], [ 1.311185, 1.310097, 1.312362, 1.326677, 1.333313, 1.31951 ], [ 242, 121, 121, 242, 121, 121 ], [ 149, 72, 77, 149, 72, 77 ], [ 93, 49, 44, 93, 49, 44 ], [ 61.570248, 59.504132, 63.636364, 61.570248, 59.504132, 63.636364 ], [ 0.818391, 0.891594, 0.749921, 0.82806, 0.907394, 0.754005 ], [ 10750, 10750, 4377, 13810, 13810, 5258 ], [ -9358, -7981, -9358, -12388, -7847, -12388 ], [ 89, 86, 92, 89, 86, 92 ], [ 73, 69, 77, 73, 69, 77 ], [ 115, 111, 119, 115, 111, 119 ], [ 21669, 10421, 11248, 21669, 10421, 11248 ], [ 0, 26.087732, 0, 0, 26.087732, 0 ], [ 0, 9, 0, 0, 9, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336576, 160583, 96876, 325453, 173112, 108510 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "5m", "packets": 25000, "actual_packets": 22262, "evaluation_days": 77.3, "actual_first_datapoint_time": 1751226600000, "first_datapoint_time": 1751286600000, "last_datapoint_time": 1757904900000, "evaluation_time": 1759756280029, "expiration_time": 1763675210400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 201, "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) |
---|