Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622694.8987 | 529707.7351 | 92987.1636 | 1526578.1349 | 1213386.4216 | 313191.7133 |
Total P&L (%) | 622.6949 | 529.7077 | 92.9872 | 1526.5781 | 1213.3864 | 313.1917 |
Avg Daily Profit (%) | 0.3313 | 0.2818 | 0.0495 | 0.1485 | 0.1371 | 0.0755 |
Buy And Hold Return (%) | 188.4979 | 188.4979 | 188.4979 | 188.4979 | 188.4979 | 188.4979 |
Max Trade Drawdown | -68688 | -93560 | -27564 | -883808 | -1048650 | -525007 |
Profit Factor | 2.5979 | 2.6609 | 2.314 | 1.3954 | 1.3994 | 1.3808 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 51.4286 | 50 | 52.8302 | 51.4286 | 50 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.4536 | 2.6609 | 2.0661 | 1.3179 | 1.3994 | 1.2329 |
Largest Winning Trade | 360339 | 360339 | 23536 | 981090 | 981090 | 258995 |
Largest Losing Trade | -27565 | -27565 | -14931 | -672291 | -672291 | -285951 |
Avg Bars in Trades | 104 | 192 | 19 | 104 | 192 | 19 |
Avg Bars in Winners | 142 | 271 | 23 | 142 | 271 | 23 |
Avg Bars in Losers | 64 | 112 | 13 | 64 | 112 | 13 |
Bars Traded | 11003 | 9994 | 1008 | 11003 | 9994 | 1008 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422532 | -169522 | -467628 | 242279 | -189334 | -280108 |
{ "trading_pair": "MKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11278, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1595505600000, "first_datapoint_time": 1597060800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1758821768522, "expiration_time": 1762766496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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": [ [ 622694.8986850714, 529707.7350538024, 92987.1636312692, 1526578.1349463325, 1213386.421628707, 313191.7133176256 ], [ 622.694899, 529.707735, 92.987164, 1526.578135, 1213.386422, 313.191713 ], [ 0.331279, 0.281809, 0.04947, 0.148491, 0.137096, 0.075507 ], [ 188.49794, 188.49794, 188.49794, 188.49794, 188.49794, 188.49794 ], [ -68688, -93560, -27564, -883808, -1048650, -525007 ], [ 2.597902, 2.660893, 2.314012, 1.395437, 1.399395, 1.380815 ], [ 105, 52, 53, 105, 52, 53 ], [ 54, 26, 28, 54, 26, 28 ], [ 51, 26, 25, 51, 26, 25 ], [ 51.428571, 50, 52.830189, 51.428571, 50, 52.830189 ], [ 2.453574, 2.660893, 2.066083, 1.317913, 1.399395, 1.232871 ], [ 360339, 360339, 23536, 981090, 981090, 258995 ], [ -27565, -27565, -14931, -672291, -672291, -285951 ], [ 104, 192, 19, 104, 192, 19 ], [ 142, 271, 23, 142, 271, 23 ], [ 64, 112, 13, 64, 112, 13 ], [ 11003, 9994, 1008, 11003, 9994, 1008 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 422532, -169522, -467628, 242279, -189334, -280108 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11278, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1595505600000, "first_datapoint_time": 1597060800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1758821768522, "expiration_time": 1762766496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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) |
---|