| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -146248.749 | 146503.8548 | -292752.6038 | 4629378.0384 | 1434830.0952 | 3194547.9432 |
| Total P&L (%) | -146.2487 | 146.5039 | -292.7526 | 4629.378 | 1434.8301 | 3194.5479 |
| Avg Daily Profit (%) | -0.0778 | 0.0779 | -0.1557 | 0.2053 | 0.1454 | 0.1861 |
| Buy And Hold Return (%) | 239.6506 | 239.6506 | 239.6506 | 239.6506 | 239.6506 | 239.6506 |
| Max Trade Drawdown | -324990 | -89687 | -394880 | -1231954 | -472417 | -1182498 |
| Profit Factor | 0.7771 | 2.238 | 0.4557 | 2.4148 | 1.8888 | 2.9272 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 82 | 40 | 42 | 42 | 19 | 23 |
| Losing Trades | 20 | 11 | 9 | 60 | 32 | 28 |
| Profitability (%) | 80.3922 | 78.4314 | 82.3529 | 41.1765 | 37.2549 | 45.098 |
| Ratio Avg Win / Avg Loss | 0.1895 | 0.6155 | 0.0977 | 3.4498 | 3.1811 | 3.5635 |
| Largest Winning Trade | 33116 | 33116 | 23510 | 2507749 | 617285 | 2507749 |
| Largest Losing Trade | -264015 | -66863 | -264015 | -447298 | -331034 | -447298 |
| Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
| Avg Bars in Winners | 9 | 13 | 5 | 46 | 55 | 38 |
| Avg Bars in Losers | 136 | 122 | 152 | 25 | 26 | 25 |
| Bars Traded | 3504 | 1903 | 1601 | 3504 | 1903 | 1601 |
| Profit Streak | 15.3272 | 16.8272 | 0 | 15.3272 | 16.8272 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575718 | -428996 | -756715 | 363877 | -180089 | -168453 |
{
"trading_pair": "MKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3760,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1603972800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1758786668062,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 197,
"offset": 0,
"a": 0.26525
}
}
}
{
"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": [
[
-146248.7489944316,
146503.8548335058,
-292752.6038279375,
4629378.038375881,
1434830.0952023405,
3194547.943173541
],
[
-146.248749,
146.503855,
-292.752604,
4629.378038,
1434.830095,
3194.547943
],
[
-0.077792,
0.077928,
-0.155719,
0.205337,
0.145372,
0.186069
],
[
239.650555,
239.650555,
239.650555,
239.650555,
239.650555,
239.650555
],
[
-324990,
-89687,
-394880,
-1231954,
-472417,
-1182498
],
[
0.777132,
2.238038,
0.455724,
2.41483,
1.88877,
2.927168
],
[
102,
51,
51,
102,
51,
51
],
[
82,
40,
42,
42,
19,
23
],
[
20,
11,
9,
60,
32,
28
],
[
80.392157,
78.431373,
82.352941,
41.176471,
37.254902,
45.098039
],
[
0.189544,
0.615461,
0.097655,
3.449758,
3.181087,
3.563509
],
[
33116,
33116,
23510,
2507749,
617285,
2507749
],
[
-264015,
-66863,
-264015,
-447298,
-331034,
-447298
],
[
34,
37,
31,
34,
37,
31
],
[
9,
13,
5,
46,
55,
38
],
[
136,
122,
152,
25,
26,
25
],
[
3504,
1903,
1601,
3504,
1903,
1601
],
[
15.327177,
16.827177,
0,
15.327177,
16.827177,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575718,
-428996,
-756715,
363877,
-180089,
-168453
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3760,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1603972800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1758786668062,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 197,
"offset": 0,
"a": 0.26525
}
}
}
| # | 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) |
|---|