| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 525690.5397 | 537579.4445 | -11888.9048 | 133594.8741 | 335394.729 | -201799.8549 |
| Total P&L (%) | 525.6905 | 537.5794 | -11.8889 | 133.5949 | 335.3947 | -201.7999 |
| Avg Daily Profit (%) | 0.2796 | 0.2859 | -0.0063 | 0.0451 | 0.0783 | 0 |
| Buy And Hold Return (%) | 251.7854 | 251.7854 | 251.7854 | 251.7854 | 251.7854 | 251.7854 |
| Max Trade Drawdown | -188585 | -107214 | -91640 | -465640 | -227185 | -247819 |
| Profit Factor | 2.2303 | 3.4207 | 0.9421 | 1.1362 | 1.6535 | 0.5688 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 47.1429 | 45.7143 | 48.5714 | 47.1429 | 45.7143 | 48.5714 |
| Ratio Avg Win / Avg Loss | 2.5006 | 4.062 | 0.9975 | 1.2739 | 1.9635 | 0.6022 |
| Largest Winning Trade | 508642 | 508642 | 40788 | 429951 | 429951 | 51282 |
| Largest Losing Trade | -49088 | -39656 | -49088 | -177804 | -177804 | -108406 |
| Avg Bars in Trades | 49 | 49 | 50 | 49 | 49 | 50 |
| Avg Bars in Winners | 74 | 85 | 63 | 74 | 85 | 63 |
| Avg Bars in Losers | 28 | 19 | 37 | 28 | 19 | 37 |
| Bars Traded | 3484 | 1729 | 1755 | 3484 | 1729 | 1755 |
| Profit Streak | 213.8122 | 213.8122 | 215.8122 | 213.8122 | 213.8122 | 215.8122 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -91845 | 310480 | -580368 | -467661 | -148471 | -580368 |
{
"trading_pair": "MKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3760,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1605657600000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759606178333,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"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": [
[
525690.5397354244,
537579.4445476953,
-11888.9048122707,
133594.8740652441,
335394.7290023701,
-201799.854937126
],
[
525.69054,
537.579445,
-11.888905,
133.594874,
335.394729,
-201.799855
],
[
0.279623,
0.285947,
-0.006324,
0.045139,
0.07828,
0
],
[
251.785403,
251.785403,
251.785403,
251.785403,
251.785403,
251.785403
],
[
-188585,
-107214,
-91640,
-465640,
-227185,
-247819
],
[
2.230268,
3.420651,
0.942067,
1.136154,
1.653482,
0.568771
],
[
70,
35,
35,
70,
35,
35
],
[
33,
16,
17,
33,
16,
17
],
[
37,
19,
18,
37,
19,
18
],
[
47.142857,
45.714286,
48.571429,
47.142857,
45.714286,
48.571429
],
[
2.500604,
4.062023,
0.997482,
1.273869,
1.96351,
0.602228
],
[
508642,
508642,
40788,
429951,
429951,
51282
],
[
-49088,
-39656,
-49088,
-177804,
-177804,
-108406
],
[
49,
49,
50,
49,
49,
50
],
[
74,
85,
63,
74,
85,
63
],
[
28,
19,
37,
28,
19,
37
],
[
3484,
1729,
1755,
3484,
1729,
1755
],
[
213.812249,
213.812249,
215.812249,
213.812249,
213.812249,
215.812249
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-91845,
310480,
-580368,
-467661,
-148471,
-580368
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3760,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1605657600000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759606178333,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"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) |
|---|