| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 541914.9044 | 548457.936 | -6543.0316 | 190663.6918 | 249808.9699 | -59145.2781 |
| Total P&L (%) | 541.9149 | 548.4579 | -6.543 | 190.6637 | 249.809 | -59.1453 |
| Avg Daily Profit (%) | 0.2884 | 0.2919 | -0.0035 | 0.0568 | 0.0667 | -0.0476 |
| Buy And Hold Return (%) | 212.1364 | 212.1364 | 212.1364 | 212.1364 | 212.1364 | 212.1364 |
| Max Trade Drawdown | -120034 | -125597 | -37633 | -427207 | -368830 | -104338 |
| Profit Factor | 2.2332 | 2.5913 | 0.931 | 1.1446 | 1.2399 | 0.7867 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
| Profitability (%) | 51.3514 | 52.7273 | 50 | 51.3514 | 52.7273 | 50 |
| Ratio Avg Win / Avg Loss | 2.1157 | 2.3232 | 0.931 | 1.0843 | 1.1116 | 0.7867 |
| Largest Winning Trade | 425899 | 425899 | 20054 | 424736 | 424736 | 46244 |
| Largest Losing Trade | -37952 | -37952 | -25583 | -123106 | -123106 | -55378 |
| Avg Bars in Trades | 195 | 382 | 11 | 195 | 382 | 11 |
| Avg Bars in Winners | 267 | 509 | 16 | 267 | 509 | 16 |
| Avg Bars in Losers | 120 | 241 | 7 | 120 | 241 | 7 |
| Bars Traded | 21717 | 21049 | 668 | 21717 | 21049 | 668 |
| Profit Streak | 237.821 | 239.7376 | 237.821 | 237.821 | 239.7376 | 237.821 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395248 | -168062 | -759965 | -342893 | -393083 | -759965 |
{
"trading_pair": "MKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22549,
"evaluation_days": 1879.08,
"actual_first_datapoint_time": 1595512800000,
"first_datapoint_time": 1596448800000,
"last_datapoint_time": 1757901600000,
"evaluation_time": 1759498932395,
"expiration_time": 1763746300800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 131,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
541914.9043947079,
548457.9360296949,
-6543.031634987,
190663.6917815382,
249808.9699286021,
-59145.2781470639
],
[
541.914904,
548.457936,
-6.543032,
190.663692,
249.80897,
-59.145278
],
[
0.288394,
0.291876,
-0.003482,
0.056799,
0.066662,
-0.047626
],
[
212.13644,
212.13644,
212.13644,
212.13644,
212.13644,
212.13644
],
[
-120034,
-125597,
-37633,
-427207,
-368830,
-104338
],
[
2.233229,
2.591286,
0.930955,
1.144585,
1.239888,
0.786745
],
[
111,
55,
56,
111,
55,
56
],
[
57,
29,
28,
57,
29,
28
],
[
54,
26,
28,
54,
26,
28
],
[
51.351351,
52.727273,
50,
51.351351,
52.727273,
50
],
[
2.115691,
2.323222,
0.930955,
1.084343,
1.111624,
0.786745
],
[
425899,
425899,
20054,
424736,
424736,
46244
],
[
-37952,
-37952,
-25583,
-123106,
-123106,
-55378
],
[
195,
382,
11,
195,
382,
11
],
[
267,
509,
16,
267,
509,
16
],
[
120,
241,
7,
120,
241,
7
],
[
21717,
21049,
668,
21717,
21049,
668
],
[
237.820977,
239.737643,
237.820977,
237.820977,
239.737643,
237.820977
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395248,
-168062,
-759965,
-342893,
-393083,
-759965
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22549,
"evaluation_days": 1879.08,
"actual_first_datapoint_time": 1595512800000,
"first_datapoint_time": 1596448800000,
"last_datapoint_time": 1757901600000,
"evaluation_time": 1759498932395,
"expiration_time": 1763746300800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 131,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|