| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 605120.8556 | 559865.9601 | 45254.8955 | 738914.5586 | 815087.7348 | -76173.1762 |
| Total P&L (%) | 605.1209 | 559.866 | 45.2549 | 738.9146 | 815.0877 | -76.1732 |
| Avg Daily Profit (%) | 0.3219 | 0.2979 | 0.0241 | 0.1132 | 0.1178 | -0.0763 |
| Buy And Hold Return (%) | 179.1639 | 179.1639 | 179.1639 | 179.1639 | 179.1639 | 179.1639 |
| Max Trade Drawdown | -110720 | -104419 | -48651 | -587485 | -549804 | -222271 |
| Profit Factor | 2.4322 | 3.2575 | 1.2593 | 1.384 | 1.7534 | 0.9096 |
| Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
| Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
| Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
| Profitability (%) | 47.3282 | 43.0769 | 51.5152 | 47.3282 | 43.0769 | 51.5152 |
| Ratio Avg Win / Avg Loss | 2.7068 | 4.3046 | 1.1852 | 1.5402 | 2.3169 | 0.8561 |
| Largest Winning Trade | 438167 | 438167 | 31023 | 536036 | 536036 | 164040 |
| Largest Losing Trade | -25641 | -23697 | -25641 | -148561 | -148561 | -139021 |
| Avg Bars in Trades | 83 | 127 | 40 | 83 | 127 | 40 |
| Avg Bars in Winners | 124 | 208 | 54 | 124 | 208 | 54 |
| Avg Bars in Losers | 46 | 65 | 24 | 46 | 65 | 24 |
| Bars Traded | 10927 | 8263 | 2664 | 10927 | 8263 | 2664 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 368880 | -122549 | -450631 | -42526 | -168319 | -704761 |
{
"trading_pair": "MKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11278,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759599713469,
"expiration_time": 1762766496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 13,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
605120.8556055883,
559865.9601066072,
45254.8954989811,
738914.5586367565,
815087.734838861,
-76173.1762021044
],
[
605.120856,
559.86596,
45.254895,
738.914559,
815.087735,
-76.173176
],
[
0.321929,
0.297853,
0.024076,
0.113219,
0.117848,
-0.07628
],
[
179.163909,
179.163909,
179.163909,
179.163909,
179.163909,
179.163909
],
[
-110720,
-104419,
-48651,
-587485,
-549804,
-222271
],
[
2.432172,
3.257503,
1.259315,
1.38399,
1.753351,
0.909572
],
[
131,
65,
66,
131,
65,
66
],
[
62,
28,
34,
62,
28,
34
],
[
69,
37,
32,
69,
37,
32
],
[
47.328244,
43.076923,
51.515152,
47.328244,
43.076923,
51.515152
],
[
2.706772,
4.304558,
1.185237,
1.540247,
2.316929,
0.856067
],
[
438167,
438167,
31023,
536036,
536036,
164040
],
[
-25641,
-23697,
-25641,
-148561,
-148561,
-139021
],
[
83,
127,
40,
83,
127,
40
],
[
124,
208,
54,
124,
208,
54
],
[
46,
65,
24,
46,
65,
24
],
[
10927,
8263,
2664,
10927,
8263,
2664
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368880,
-122549,
-450631,
-42526,
-168319,
-704761
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11278,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1595505600000,
"first_datapoint_time": 1598745600000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1759599713469,
"expiration_time": 1762766496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 13,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|