| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 740985.6026 | 640641.8942 | 100343.7085 | 2939513.9298 | 3092239.641 | -152725.7112 |
| Total P&L (%) | 740.9856 | 640.6419 | 100.3437 | 2939.5139 | 3092.2396 | -152.7257 |
| Avg Daily Profit (%) | 0.3941 | 0.3408 | 0.0534 | 0.1818 | 0.1844 | 0 |
| Buy And Hold Return (%) | 244.5413 | 244.5413 | 244.5413 | 244.5413 | 244.5413 | 244.5413 |
| Max Trade Drawdown | -78733 | -57216 | -105413 | -3755689 | -2493880 | -4850770 |
| Profit Factor | 3.0859 | 6.2819 | 1.4289 | 1.1882 | 1.5762 | 0.9851 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
| Profitability (%) | 54.0984 | 53.3333 | 54.8387 | 54.0984 | 53.3333 | 54.8387 |
| Ratio Avg Win / Avg Loss | 2.6184 | 5.4967 | 1.1768 | 1.0081 | 1.3792 | 0.8113 |
| Largest Winning Trade | 394111 | 394111 | 44502 | 1419651 | 1381529 | 1419651 |
| Largest Losing Trade | -38524 | -38524 | -32898 | -1629545 | -1629545 | -1516999 |
| Avg Bars in Trades | 85 | 117 | 54 | 85 | 117 | 54 |
| Avg Bars in Winners | 97 | 136 | 59 | 97 | 136 | 59 |
| Avg Bars in Losers | 70 | 94 | 46 | 70 | 94 | 46 |
| Bars Traded | 5193 | 3519 | 1674 | 5193 | 3519 | 1674 |
| Profit Streak | 79.9508 | 0 | 104.9508 | 79.9508 | 0 | 104.9508 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -152402 | 529369 | -285398 | -170563 | 362192 | -579629 |
{
"trading_pair": "MKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595491200000,
"first_datapoint_time": 1601395200000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1760280544951,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 135,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 206,
"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": [
[
740985.6026051245,
640641.8941527159,
100343.7084524085,
2939513.929808719,
3092239.640989293,
-152725.7111805756
],
[
740.985603,
640.641894,
100.343708,
2939.51393,
3092.239641,
-152.725711
],
[
0.394141,
0.340767,
0.053374,
0.181776,
0.184388,
0
],
[
244.541327,
244.541327,
244.541327,
244.541327,
244.541327,
244.541327
],
[
-78733,
-57216,
-105413,
-3755689,
-2493880,
-4850770
],
[
3.085942,
6.281905,
1.428932,
1.188175,
1.57624,
0.985107
],
[
61,
30,
31,
61,
30,
31
],
[
33,
16,
17,
33,
16,
17
],
[
28,
14,
14,
28,
14,
14
],
[
54.098361,
53.333333,
54.83871,
54.098361,
53.333333,
54.83871
],
[
2.618375,
5.496667,
1.176768,
1.008148,
1.37921,
0.811265
],
[
394111,
394111,
44502,
1419651,
1381529,
1419651
],
[
-38524,
-38524,
-32898,
-1629545,
-1629545,
-1516999
],
[
85,
117,
54,
85,
117,
54
],
[
97,
136,
59,
97,
136,
59
],
[
70,
94,
46,
70,
94,
46
],
[
5193,
3519,
1674,
5193,
3519,
1674
],
[
79.950752,
0,
104.950752,
79.950752,
0,
104.950752
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-152402,
529369,
-285398,
-170563,
362192,
-579629
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595491200000,
"first_datapoint_time": 1601395200000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1760280544951,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 135,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 206,
"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) |
|---|