| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 695837.3473 | 676235.8911 | 19601.4562 | 380059.4502 | 610027.8196 | -229968.3694 |
| Total P&L (%) | 695.8373 | 676.2359 | 19.6015 | 380.0595 | 610.0278 | -229.9684 |
| Avg Daily Profit (%) | 0.3702 | 0.3597 | 0.0104 | 0.0835 | 0.1043 | 0 |
| Buy And Hold Return (%) | 267.9203 | 267.9203 | 267.9203 | 267.9203 | 267.9203 | 267.9203 |
| Max Trade Drawdown | -121400 | -114614 | -48948 | -743265 | -517545 | -438549 |
| Profit Factor | 2.4684 | 3.6876 | 1.0882 | 1.1526 | 1.4851 | 0.8136 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
| Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
| Profitability (%) | 46.5347 | 38 | 54.902 | 46.5347 | 38 | 54.902 |
| Ratio Avg Win / Avg Loss | 2.836 | 6.0166 | 0.8939 | 1.3242 | 2.4231 | 0.6683 |
| Largest Winning Trade | 612086 | 612086 | 33287 | 783484 | 783484 | 174872 |
| Largest Losing Trade | -39762 | -28603 | -39762 | -369961 | -169059 | -369961 |
| Avg Bars in Trades | 71 | 120 | 24 | 71 | 120 | 24 |
| Avg Bars in Winners | 96 | 200 | 25 | 96 | 200 | 25 |
| Avg Bars in Losers | 50 | 71 | 23 | 50 | 71 | 23 |
| Bars Traded | 7264 | 6016 | 1248 | 7264 | 6016 | 1248 |
| 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 | 347341 | -172020 | -649012 | -170833 | -240720 | -759920 |
{
"trading_pair": "MKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7519,
"evaluation_days": 1879.75,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1599350400000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759448138124,
"expiration_time": 1762766712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 35,
"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": [
[
695837.3473451119,
676235.8911095941,
19601.4562355176,
380059.4501659822,
610027.8195623539,
-229968.3693963714
],
[
695.837347,
676.235891,
19.601456,
380.05945,
610.02782,
-229.968369
],
[
0.370175,
0.359748,
0.010428,
0.08349,
0.104331,
0
],
[
267.920318,
267.920318,
267.920318,
267.920318,
267.920318,
267.920318
],
[
-121400,
-114614,
-48948,
-743265,
-517545,
-438549
],
[
2.468355,
3.687602,
1.088185,
1.152563,
1.485111,
0.813588
],
[
101,
50,
51,
101,
50,
51
],
[
47,
19,
28,
47,
19,
28
],
[
54,
31,
23,
54,
31,
23
],
[
46.534653,
38,
54.901961,
46.534653,
38,
54.901961
],
[
2.835982,
6.016614,
0.893866,
1.324222,
2.423075,
0.668304
],
[
612086,
612086,
33287,
783484,
783484,
174872
],
[
-39762,
-28603,
-39762,
-369961,
-169059,
-369961
],
[
71,
120,
24,
71,
120,
24
],
[
96,
200,
25,
96,
200,
25
],
[
50,
71,
23,
50,
71,
23
],
[
7264,
6016,
1248,
7264,
6016,
1248
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347341,
-172020,
-649012,
-170833,
-240720,
-759920
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7519,
"evaluation_days": 1879.75,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1599350400000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759448138124,
"expiration_time": 1762766712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 179,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 35,
"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) |
|---|