| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 115778.7307 | 80376.2853 | 35402.4454 | 136786.7501 | 143704.9768 | -6918.2268 |
| Total P&L (%) | 115.7787 | 80.3763 | 35.4024 | 136.7868 | 143.705 | -6.9182 |
| Avg Daily Profit (%) | 0.4614 | 0.3203 | 0.1411 | 0.3441 | 0.3557 | -0.0286 |
| Buy And Hold Return (%) | 22.217 | 22.217 | 22.217 | 22.217 | 22.217 | 22.217 |
| Max Trade Drawdown | -42609 | -27414 | -32774 | -126231 | -63177 | -100994 |
| Profit Factor | 1.3788 | 1.5653 | 1.2166 | 1.2073 | 1.514 | 0.9818 |
| Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
| Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
| Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
| Profitability (%) | 60.4167 | 58.3333 | 62.5 | 60.4167 | 58.3333 | 62.5 |
| Ratio Avg Win / Avg Loss | 0.9034 | 1.118 | 0.73 | 0.791 | 1.0815 | 0.5891 |
| Largest Winning Trade | 14416 | 14416 | 14066 | 24627 | 24627 | 19913 |
| Largest Losing Trade | -28374 | -18947 | -28374 | -58464 | -35557 | -58464 |
| Avg Bars in Trades | 122 | 125 | 120 | 122 | 125 | 120 |
| Avg Bars in Winners | 104 | 88 | 118 | 104 | 88 | 118 |
| Avg Bars in Losers | 151 | 175 | 124 | 151 | 175 | 124 |
| Bars Traded | 23614 | 12003 | 11611 | 23614 | 12003 | 11611 |
| Profit Streak | 24.651 | 28.5052 | 0 | 24.651 | 28.5052 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325281 | 293661 | -16472 | 274142 | 372727 | -580881 |
{
"trading_pair": "MKR_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 24087,
"evaluation_days": 250.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736393400000,
"last_datapoint_time": 1757904300000,
"evaluation_time": 1759811845270,
"expiration_time": 1764147650400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 207,
"offset": 0,
"std": 2.52144
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 186,
"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": [
[
115778.7306693563,
80376.2852741827,
35402.4453951737,
136786.7500924842,
143704.976842988,
-6918.2267505039
],
[
115.778731,
80.376285,
35.402445,
136.78675,
143.704977,
-6.918227
],
[
0.461435,
0.320339,
0.141096,
0.344136,
0.355654,
-0.028569
],
[
22.216981,
22.216981,
22.216981,
22.216981,
22.216981,
22.216981
],
[
-42609,
-27414,
-32774,
-126231,
-63177,
-100994
],
[
1.378823,
1.565258,
1.216617,
1.207271,
1.514038,
0.981812
],
[
192,
96,
96,
192,
96,
96
],
[
116,
56,
60,
116,
56,
60
],
[
76,
40,
36,
76,
40,
36
],
[
60.416667,
58.333333,
62.5,
60.416667,
58.333333,
62.5
],
[
0.903367,
1.118042,
0.72997,
0.790971,
1.081456,
0.589087
],
[
14416,
14416,
14066,
24627,
24627,
19913
],
[
-28374,
-18947,
-28374,
-58464,
-35557,
-58464
],
[
122,
125,
120,
122,
125,
120
],
[
104,
88,
118,
104,
88,
118
],
[
151,
175,
124,
151,
175,
124
],
[
23614,
12003,
11611,
23614,
12003,
11611
],
[
24.650987,
28.505153,
0,
24.650987,
28.505154,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325281,
293661,
-16472,
274142,
372727,
-580881
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 24087,
"evaluation_days": 250.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736393400000,
"last_datapoint_time": 1757904300000,
"evaluation_time": 1759811845270,
"expiration_time": 1764147650400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 207,
"offset": 0,
"std": 2.52144
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 186,
"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) |
|---|