| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 500625.9501 | 444892.3377 | 55733.6125 | 1012265.2098 | 1631580.0274 | -619314.8176 |
| Total P&L (%) | 500.626 | 444.8923 | 55.7336 | 1012.2652 | 1631.58 | -619.3148 |
| Avg Daily Profit (%) | 0.2663 | 0.2366 | 0.0296 | 0.1282 | 0.1518 | 0 |
| Buy And Hold Return (%) | 223.4245 | 223.4245 | 223.4245 | 223.4245 | 223.4245 | 223.4245 |
| Max Trade Drawdown | -135491 | -80462 | -136925 | -2015822 | -701014 | -1923255 |
| Profit Factor | 1.4725 | 1.8765 | 1.101 | 1.0998 | 1.3535 | 0.888 |
| Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
| Winning Trades | 157 | 76 | 81 | 157 | 76 | 81 |
| Losing Trades | 142 | 73 | 69 | 142 | 73 | 69 |
| Profitability (%) | 52.5084 | 51.0067 | 54 | 52.5084 | 51.0067 | 54 |
| Ratio Avg Win / Avg Loss | 1.3319 | 1.8024 | 0.9379 | 0.9947 | 1.3001 | 0.7565 |
| Largest Winning Trade | 146238 | 146238 | 38838 | 481311 | 481311 | 279823 |
| Largest Losing Trade | -34317 | -22101 | -34317 | -522077 | -418511 | -522077 |
| Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Winners | 19 | 18 | 20 | 19 | 18 | 20 |
| Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
| Bars Traded | 5503 | 2757 | 2746 | 5503 | 2757 | 2746 |
| Profit Streak | 54.8691 | 54.8691 | 58.5358 | 54.8691 | 54.8691 | 58.5358 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 289051 | 192944 | -428150 | -132045 | 318511 | -578772 |
{
"trading_pair": "MKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595491200000,
"first_datapoint_time": 1599177600000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759956693811,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 173,
"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": [
[
500625.950131897,
444892.3376725087,
55733.6124593884,
1012265.2097983768,
1631580.0274214984,
-619314.81762312
],
[
500.62595,
444.892338,
55.733612,
1012.26521,
1631.580027,
-619.314818
],
[
0.26629,
0.236645,
0.029646,
0.12822,
0.151797,
0
],
[
223.424516,
223.424516,
223.424516,
223.424516,
223.424516,
223.424516
],
[
-135491,
-80462,
-136925,
-2015822,
-701014,
-1923255
],
[
1.47254,
1.876475,
1.100995,
1.09978,
1.353545,
0.888009
],
[
299,
149,
150,
299,
149,
150
],
[
157,
76,
81,
157,
76,
81
],
[
142,
73,
69,
142,
73,
69
],
[
52.508361,
51.006711,
54,
52.508361,
51.006711,
54
],
[
1.331852,
1.802403,
0.937885,
0.994706,
1.300115,
0.756452
],
[
146238,
146238,
38838,
481311,
481311,
279823
],
[
-34317,
-22101,
-34317,
-522077,
-418511,
-522077
],
[
18,
18,
18,
18,
18,
18
],
[
19,
18,
20,
19,
18,
20
],
[
17,
19,
15,
17,
19,
15
],
[
5503,
2757,
2746,
5503,
2757,
2746
],
[
54.869141,
54.869141,
58.535808,
54.869141,
54.869141,
58.535808
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
289051,
192944,
-428150,
-132045,
318511,
-578772
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595491200000,
"first_datapoint_time": 1599177600000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759956693811,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 173,
"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) |
|---|