| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -361750.5791 | 85697.4957 | -447448.0748 | 4592390.9583 | -1361987.657 | 5954378.6153 |
| Total P&L (%) | -361.7506 | 85.6975 | -447.4481 | 4592.391 | -1361.9877 | 5954.3786 |
| Avg Daily Profit (%) | -0.1924 | 0.0456 | -0.238 | 0.2049 | 0 | 0.2185 |
| Buy And Hold Return (%) | 177.6893 | 177.6893 | 177.6893 | 177.6893 | 177.6893 | 177.6893 |
| Max Trade Drawdown | -403937 | -25819 | -479596 | -8408992 | -2485549 | -6060949 |
| Profit Factor | 0.5644 | 2.1299 | 0.407 | 1.3043 | 0.7699 | 1.6492 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 83 | 38 | 45 | 49 | 23 | 26 |
| Losing Trades | 28 | 18 | 10 | 62 | 33 | 29 |
| Profitability (%) | 74.7748 | 67.8571 | 81.8182 | 44.1441 | 41.0714 | 47.2727 |
| Ratio Avg Win / Avg Loss | 0.1904 | 1.0089 | 0.0904 | 1.6503 | 1.1047 | 1.8395 |
| Largest Winning Trade | 27253 | 19013 | 27253 | 7776378 | 970461 | 7776378 |
| Largest Losing Trade | -364946 | -20334 | -364946 | -6012261 | -2485549 | -6012261 |
| Avg Bars in Trades | 32 | 7 | 58 | 32 | 7 | 58 |
| Avg Bars in Winners | 11 | 3 | 18 | 33 | 7 | 56 |
| Avg Bars in Losers | 94 | 16 | 235 | 31 | 7 | 59 |
| Bars Traded | 3620 | 424 | 3196 | 3620 | 424 | 3196 |
| Profit Streak | 43.379 | 43.379 | 44.379 | 43.379 | 43.379 | 44.379 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575424 | -470906 | -755347 | 319981 | -760939 | -168376 |
{
"trading_pair": "MKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3760,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1599004800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759482342334,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 82,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-361750.5790611894,
85697.4957017103,
-447448.0747628997,
4592390.95827714,
-1361987.6569973514,
5954378.615274491
],
[
-361.750579,
85.697496,
-447.448075,
4592.390958,
-1361.987657,
5954.378615
],
[
-0.192421,
0.045584,
-0.238004,
0.204919,
0,
0.218503
],
[
177.689316,
177.689316,
177.689316,
177.689316,
177.689316,
177.689316
],
[
-403937,
-25819,
-479596,
-8408992,
-2485549,
-6060949
],
[
0.564367,
2.129852,
0.407003,
1.304297,
0.769917,
1.649172
],
[
111,
56,
55,
111,
56,
55
],
[
83,
38,
45,
49,
23,
26
],
[
28,
18,
10,
62,
33,
29
],
[
74.774775,
67.857143,
81.818182,
44.144144,
41.071429,
47.272727
],
[
0.190389,
1.008877,
0.090445,
1.650335,
1.104663,
1.839461
],
[
27253,
19013,
27253,
7776378,
970461,
7776378
],
[
-364946,
-20334,
-364946,
-6012261,
-2485549,
-6012261
],
[
32,
7,
58,
32,
7,
58
],
[
11,
3,
18,
33,
7,
56
],
[
94,
16,
235,
31,
7,
59
],
[
3620,
424,
3196,
3620,
424,
3196
],
[
43.378962,
43.378962,
44.378962,
43.378962,
43.378962,
44.378962
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575424,
-470906,
-755347,
319981,
-760939,
-168376
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3760,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1599004800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759482342334,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 82,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|