| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 44751.998 | 24622.9317 | 20129.0663 | 46970.6464 | 24415.551 | 22555.0954 |
| Total P&L (%) | 44.752 | 24.6229 | 20.1291 | 46.9706 | 24.4156 | 22.5551 |
| Avg Daily Profit (%) | 0.5789 | 0.3185 | 0.2604 | 0.4994 | 0.283 | 0.2635 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -24149 | -24137 | -16113 | -25318 | -27640 | -16280 |
| Profit Factor | 1.3873 | 1.4012 | 1.3715 | 1.3962 | 1.3809 | 1.4142 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 71.028 | 67.9245 | 74.0741 | 71.028 | 67.9245 | 74.0741 |
| Ratio Avg Win / Avg Loss | 0.5659 | 0.6617 | 0.48 | 0.5695 | 0.6521 | 0.495 |
| Largest Winning Trade | 8948 | 8948 | 4644 | 9240 | 9240 | 4523 |
| Largest Losing Trade | -10966 | -9197 | -10966 | -10789 | -10049 | -10789 |
| Avg Bars in Trades | 199 | 261 | 139 | 199 | 261 | 139 |
| Avg Bars in Winners | 136 | 187 | 90 | 136 | 187 | 90 |
| Avg Bars in Losers | 356 | 418 | 280 | 356 | 418 | 280 |
| Bars Traded | 21395 | 13853 | 7541 | 21395 | 13853 | 7541 |
| Profit Streak | 14.5325 | 14.5325 | 14.536 | 14.5325 | 14.5325 | 14.536 |
| Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 397407 | -174294 | -176851 | 381993 | -174860 | -174947 |
{
"trading_pair": "MKR_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 22262,
"evaluation_days": 77.3,
"actual_first_datapoint_time": 1751226600000,
"first_datapoint_time": 1751280000000,
"last_datapoint_time": 1757904900000,
"evaluation_time": 1758849706762,
"expiration_time": 1763675210400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 141,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 179,
"offset": 0,
"a": 0.59491
}
}
}
{
"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": [
[
44751.9980198657,
24622.931679696,
20129.0663401697,
46970.6464445569,
24415.5510040106,
22555.0954405463
],
[
44.751998,
24.622932,
20.129066,
46.970646,
24.415551,
22.555095
],
[
0.578939,
0.318537,
0.260402,
0.499383,
0.283009,
0.263465
],
[
10,
10,
10,
10,
10,
10
],
[
-24149,
-24137,
-16113,
-25318,
-27640,
-16280
],
[
1.387254,
1.401159,
1.371502,
1.396185,
1.380855,
1.414233
],
[
107,
53,
54,
107,
53,
54
],
[
76,
36,
40,
76,
36,
40
],
[
31,
17,
14,
31,
17,
14
],
[
71.028037,
67.924528,
74.074074,
71.028037,
67.924528,
74.074074
],
[
0.565854,
0.661658,
0.480026,
0.569496,
0.65207,
0.494981
],
[
8948,
8948,
4644,
9240,
9240,
4523
],
[
-10966,
-9197,
-10966,
-10789,
-10049,
-10789
],
[
199,
261,
139,
199,
261,
139
],
[
136,
187,
90,
136,
187,
90
],
[
356,
418,
280,
356,
418,
280
],
[
21395,
13853,
7541,
21395,
13853,
7541
],
[
14.532486,
14.532486,
14.535958,
14.532486,
14.532486,
14.535958
],
[
9,
4,
5,
9,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
397407,
-174294,
-176851,
381993,
-174860,
-174947
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 22262,
"evaluation_days": 77.3,
"actual_first_datapoint_time": 1751226600000,
"first_datapoint_time": 1751280000000,
"last_datapoint_time": 1757904900000,
"evaluation_time": 1758849706762,
"expiration_time": 1763675210400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 141,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 179,
"offset": 0,
"a": 0.59491
}
}
}
| # | 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) |
|---|