| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 444249.394 | 443578.3869 | 671.007 | 147361.5118 | 173940.9884 | -26579.4766 |
| Total P&L (%) | 444.2494 | 443.5784 | 0.671 | 147.3615 | 173.941 | -26.5795 |
| Avg Daily Profit (%) | 0.2363 | 0.236 | 0.0004 | 0.0482 | 0.0536 | -0.0164 |
| Buy And Hold Return (%) | 188.4979 | 188.4979 | 188.4979 | 188.4979 | 188.4979 | 188.4979 |
| Max Trade Drawdown | -111153 | -109751 | -27184 | -438337 | -439273 | -72062 |
| Profit Factor | 2.3379 | 2.5477 | 1.0148 | 1.134 | 1.1788 | 0.7909 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 57.1429 | 57.7778 | 56.5217 | 57.1429 | 57.7778 | 56.5217 |
| Ratio Avg Win / Avg Loss | 1.7534 | 1.8618 | 0.7806 | 0.8505 | 0.8615 | 0.6084 |
| Largest Winning Trade | 382875 | 382875 | 4645 | 431284 | 431284 | 19478 |
| Largest Losing Trade | -52388 | -52388 | -9792 | -233367 | -233367 | -26527 |
| Avg Bars in Trades | 109 | 217 | 3 | 109 | 217 | 3 |
| Avg Bars in Winners | 116 | 229 | 3 | 116 | 229 | 3 |
| Avg Bars in Losers | 99 | 201 | 3 | 99 | 201 | 3 |
| Bars Traded | 9949 | 9795 | 154 | 9949 | 9795 | 154 |
| Profit Streak | 0 | 232.8233 | 0 | 0 | 232.8233 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325525 | 384524 | -562585 | -367950 | -310120 | -579581 |
{
"trading_pair": "MKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11278,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1597060800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759463131922,
"expiration_time": 1762766496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 6,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 109,
"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": [
[
444249.393950233,
443578.3869434786,
671.0070067543,
147361.5118054918,
173940.9883582754,
-26579.4765527836
],
[
444.249394,
443.578387,
0.671007,
147.361512,
173.940988,
-26.579477
],
[
0.236344,
0.235987,
0.000357,
0.048195,
0.053627,
-0.016436
],
[
188.49794,
188.49794,
188.49794,
188.49794,
188.49794,
188.49794
],
[
-111153,
-109751,
-27184,
-438337,
-439273,
-72062
],
[
2.337882,
2.547678,
1.014765,
1.133999,
1.178841,
0.790915
],
[
91,
45,
46,
91,
45,
46
],
[
52,
26,
26,
52,
26,
26
],
[
39,
19,
20,
39,
19,
20
],
[
57.142857,
57.777778,
56.521739,
57.142857,
57.777778,
56.521739
],
[
1.753411,
1.861765,
0.780589,
0.850499,
0.861461,
0.608396
],
[
382875,
382875,
4645,
431284,
431284,
19478
],
[
-52388,
-52388,
-9792,
-233367,
-233367,
-26527
],
[
109,
217,
3,
109,
217,
3
],
[
116,
229,
3,
116,
229,
3
],
[
99,
201,
3,
99,
201,
3
],
[
9949,
9795,
154,
9949,
9795,
154
],
[
0,
232.823286,
0,
0,
232.823286,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325525,
384524,
-562585,
-367950,
-310120,
-579581
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11278,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1597060800000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759463131922,
"expiration_time": 1762766496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 6,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 109,
"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) |
|---|