| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 515377.9714 | 459454.9879 | 55922.9835 | 803601.9341 | 1149110.8674 | -345508.9333 |
| Total P&L (%) | 515.378 | 459.455 | 55.923 | 803.6019 | 1149.1109 | -345.5089 |
| Avg Daily Profit (%) | 0.2741 | 0.2444 | 0.0297 | 0.1172 | 0.1344 | 0 |
| Buy And Hold Return (%) | 211.2579 | 211.2579 | 211.2579 | 211.2579 | 211.2579 | 211.2579 |
| Max Trade Drawdown | -108402 | -100611 | -98631 | -1130721 | -910476 | -1297752 |
| Profit Factor | 1.4312 | 1.6754 | 1.1086 | 1.0884 | 1.2315 | 0.9162 |
| Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
| Winning Trades | 193 | 91 | 102 | 193 | 91 | 102 |
| Losing Trades | 162 | 86 | 76 | 162 | 86 | 76 |
| Profitability (%) | 54.3662 | 51.4124 | 57.3034 | 54.3662 | 51.4124 | 57.3034 |
| Ratio Avg Win / Avg Loss | 1.2013 | 1.5834 | 0.826 | 0.9136 | 1.1638 | 0.6827 |
| Largest Winning Trade | 150090 | 150090 | 26525 | 397417 | 397417 | 157755 |
| Largest Losing Trade | -35148 | -33275 | -35148 | -412160 | -370437 | -412160 |
| Avg Bars in Trades | 15 | 23 | 7 | 15 | 23 | 7 |
| Avg Bars in Winners | 15 | 24 | 7 | 15 | 24 | 7 |
| Avg Bars in Losers | 15 | 22 | 8 | 15 | 22 | 8 |
| Bars Traded | 5586 | 4196 | 1390 | 5586 | 4196 | 1390 |
| Profit Streak | 35.5912 | 46.5912 | 35.5912 | 35.5912 | 46.5912 | 35.5912 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334422 | 261785 | -419533 | -159800 | -12744 | -578633 |
{
"trading_pair": "MKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595491200000,
"first_datapoint_time": 1596528000000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759903876147,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 168,
"offset": 0,
"std": 1.12032
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 249,
"af": 0,
"af0": 0,
"max_af": 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": [
[
515377.9713650807,
459454.987906553,
55922.9834585279,
803601.9341141913,
1149110.8674078707,
-345508.933293679
],
[
515.377971,
459.454988,
55.922983,
803.601934,
1149.110867,
-345.508933
],
[
0.274137,
0.244391,
0.029746,
0.117155,
0.1344,
0
],
[
211.257937,
211.257937,
211.257937,
211.257937,
211.257937,
211.257937
],
[
-108402,
-100611,
-98631,
-1130721,
-910476,
-1297752
],
[
1.431175,
1.67542,
1.108581,
1.088438,
1.231486,
0.91619
],
[
355,
177,
178,
355,
177,
178
],
[
193,
91,
102,
193,
91,
102
],
[
162,
86,
76,
162,
86,
76
],
[
54.366197,
51.412429,
57.303371,
54.366197,
51.412429,
57.303371
],
[
1.201297,
1.583364,
0.826001,
0.913611,
1.163822,
0.682651
],
[
150090,
150090,
26525,
397417,
397417,
157755
],
[
-35148,
-33275,
-35148,
-412160,
-370437,
-412160
],
[
15,
23,
7,
15,
23,
7
],
[
15,
24,
7,
15,
24,
7
],
[
15,
22,
8,
15,
22,
8
],
[
5586,
4196,
1390,
5586,
4196,
1390
],
[
35.591159,
46.591159,
35.591159,
35.591159,
46.591159,
35.591159
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334422,
261785,
-419533,
-159800,
-12744,
-578633
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595491200000,
"first_datapoint_time": 1596528000000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759903876147,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 168,
"offset": 0,
"std": 1.12032
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 249,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|