| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 55443.2092 | 28895.0228 | 26548.1864 | 62345.0568 | 33591.5179 | 28753.5389 |
| Total P&L (%) | 55.4432 | 28.895 | 26.5482 | 62.3451 | 33.5915 | 28.7535 |
| Avg Daily Profit (%) | 0.7172 | 0.3738 | 0.3434 | 0.6288 | 0.3754 | 0.3275 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -21830 | -14839 | -18581 | -28225 | -17885 | -23554 |
| Profit Factor | 1.4355 | 1.4395 | 1.4312 | 1.4381 | 1.4656 | 1.4099 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Profitability (%) | 66.1871 | 66.6667 | 65.7143 | 66.1871 | 66.6667 | 65.7143 |
| Ratio Avg Win / Avg Loss | 0.7333 | 0.7198 | 0.7467 | 0.7347 | 0.7328 | 0.7356 |
| Largest Winning Trade | 7368 | 7368 | 5245 | 8652 | 8652 | 6990 |
| Largest Losing Trade | -12129 | -12129 | -10858 | -13235 | -13191 | -13235 |
| Avg Bars in Trades | 156 | 143 | 169 | 156 | 143 | 169 |
| Avg Bars in Winners | 109 | 94 | 125 | 109 | 94 | 125 |
| Avg Bars in Losers | 248 | 242 | 253 | 248 | 242 | 253 |
| Bars Traded | 21767 | 9915 | 11852 | 21767 | 9915 | 11852 |
| Profit Streak | 0 | 25.0734 | 0 | 0 | 25.0734 | 0 |
| Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 389024 | -94706 | -89472 | 378962 | -94116 | -89542 |
{
"trading_pair": "MKR_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 22262,
"evaluation_days": 77.3,
"actual_first_datapoint_time": 1751226600000,
"first_datapoint_time": 1751292900000,
"last_datapoint_time": 1757904900000,
"evaluation_time": 1759405245223,
"expiration_time": 1763675210400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 222,
"offset": 0,
"a": 0.83714
}
}
} {
"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": [
[
55443.2092279422,
28895.0228305415,
26548.1863974007,
62345.0568155338,
33591.5178726797,
28753.5389428541
],
[
55.443209,
28.895023,
26.548186,
62.345057,
33.591518,
28.753539
],
[
0.717247,
0.373804,
0.343444,
0.628817,
0.375368,
0.327482
],
[
10,
10,
10,
10,
10,
10
],
[
-21830,
-14839,
-18581,
-28225,
-17885,
-23554
],
[
1.435483,
1.439537,
1.431156,
1.438136,
1.465581,
1.409907
],
[
139,
69,
70,
139,
69,
70
],
[
92,
46,
46,
92,
46,
46
],
[
47,
23,
24,
47,
23,
24
],
[
66.18705,
66.666667,
65.714286,
66.18705,
66.666667,
65.714286
],
[
0.733345,
0.719768,
0.74669,
0.7347,
0.73279,
0.735603
],
[
7368,
7368,
5245,
8652,
8652,
6990
],
[
-12129,
-12129,
-10858,
-13235,
-13191,
-13235
],
[
156,
143,
169,
156,
143,
169
],
[
109,
94,
125,
109,
94,
125
],
[
248,
242,
253,
248,
242,
253
],
[
21767,
9915,
11852,
21767,
9915,
11852
],
[
0,
25.07344,
0,
0,
25.07344,
0
],
[
0,
7,
0,
0,
7,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389024,
-94706,
-89472,
378962,
-94116,
-89542
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 22262,
"evaluation_days": 77.3,
"actual_first_datapoint_time": 1751226600000,
"first_datapoint_time": 1751292900000,
"last_datapoint_time": 1757904900000,
"evaluation_time": 1759405245223,
"expiration_time": 1763675210400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 222,
"offset": 0,
"a": 0.83714
}
}
}
| # | 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) |
|---|