Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111227.4372 | 81684.0985 | 29543.3388 | 121256.22 | 94650.8029 | 26605.4171 |
Total P&L (%) | 111.2274 | 81.6841 | 29.5433 | 121.2562 | 94.6508 | 26.6054 |
Avg Daily Profit (%) | 0.4433 | 0.3256 | 0.1177 | 0.317 | 0.2658 | 0.0941 |
Buy And Hold Return (%) | 22.9627 | 22.9627 | 22.9627 | 22.9627 | 22.9627 | 22.9627 |
Max Trade Drawdown | -41141 | -24051 | -36502 | -87414 | -27430 | -71606 |
Profit Factor | 1.677 | 2.0752 | 1.3345 | 1.4126 | 1.7687 | 1.1558 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 63.9535 | 67.4419 | 60.4651 | 63.9535 | 67.4419 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.9452 | 1.0018 | 0.8725 | 0.7962 | 0.8538 | 0.7557 |
Largest Winning Trade | 63027 | 63027 | 23395 | 57942 | 57942 | 39847 |
Largest Losing Trade | -20108 | -20108 | -13495 | -29831 | -27430 | -29831 |
Avg Bars in Trades | 272 | 239 | 306 | 272 | 239 | 306 |
Avg Bars in Winners | 227 | 185 | 274 | 227 | 185 | 274 |
Avg Bars in Losers | 352 | 350 | 353 | 352 | 350 | 353 |
Bars Traded | 23453 | 10294 | 13159 | 23453 | 10294 | 13159 |
Profit Streak | 22.1248 | 27.2707 | 22.1248 | 22.1248 | 27.2707 | 22.1248 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398561 | 406826 | -112778 | 324866 | 325215 | -233550 |
{ "trading_pair": "MKR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 24087, "evaluation_days": 250.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736449200000, "last_datapoint_time": 1757904300000, "evaluation_time": 1758929386740, "expiration_time": 1764147650400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 248, "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": [ [ 111227.4372410964, 81684.098458513, 29543.3387825834, 121256.220040647, 94650.8029203638, 26605.4171202832 ], [ 111.227437, 81.684098, 29.543339, 121.25622, 94.650803, 26.605417 ], [ 0.443296, 0.325551, 0.117745, 0.31701, 0.265801, 0.094064 ], [ 22.962712, 22.962712, 22.962712, 22.962712, 22.962712, 22.962712 ], [ -41141, -24051, -36502, -87414, -27430, -71606 ], [ 1.676992, 2.075192, 1.334484, 1.412638, 1.768652, 1.155845 ], [ 86, 43, 43, 86, 43, 43 ], [ 55, 29, 26, 55, 29, 26 ], [ 31, 14, 17, 31, 14, 17 ], [ 63.953488, 67.44186, 60.465116, 63.953488, 67.44186, 60.465116 ], [ 0.945213, 1.001817, 0.872547, 0.796214, 0.853832, 0.755745 ], [ 63027, 63027, 23395, 57942, 57942, 39847 ], [ -20108, -20108, -13495, -29831, -27430, -29831 ], [ 272, 239, 306, 272, 239, 306 ], [ 227, 185, 274, 227, 185, 274 ], [ 352, 350, 353, 352, 350, 353 ], [ 23453, 10294, 13159, 23453, 10294, 13159 ], [ 22.124846, 27.27068, 22.124846, 22.124847, 27.27068, 22.124847 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 398561, 406826, -112778, 324866, 325215, -233550 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 24087, "evaluation_days": 250.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736449200000, "last_datapoint_time": 1757904300000, "evaluation_time": 1758929386740, "expiration_time": 1764147650400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 248, "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) |
---|