| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -362524.619 | 78158.7773 | -440683.3963 | 907991.6736 | -636652.0127 | 1544643.6863 |
| Total P&L (%) | -362.5246 | 78.1588 | -440.6834 | 907.9917 | -636.652 | 1544.6437 |
| Avg Daily Profit (%) | -0.1928 | 0.0416 | -0.2344 | 0.123 | 0 | 0.1491 |
| Buy And Hold Return (%) | 253.796 | 253.796 | 253.796 | 253.796 | 253.796 | 253.796 |
| Max Trade Drawdown | -382297 | -68086 | -459779 | -1407475 | -855988 | -884778 |
| Profit Factor | 0.5951 | 1.4857 | 0.3999 | 1.2399 | 0.6218 | 1.7352 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 45 | 26 | 19 | 47 | 18 | 29 |
| Losing Trades | 50 | 22 | 28 | 48 | 30 | 18 |
| Profitability (%) | 47.3684 | 54.1667 | 40.4255 | 49.4737 | 37.5 | 61.7021 |
| Ratio Avg Win / Avg Loss | 0.6612 | 1.2571 | 0.5894 | 1.2663 | 1.0363 | 1.077 |
| Largest Winning Trade | 47048 | 47048 | 46905 | 2078460 | 283957 | 2078460 |
| Largest Losing Trade | -315522 | -36681 | -315522 | -772388 | -409468 | -772388 |
| Avg Bars in Trades | 52 | 18 | 87 | 52 | 18 | 87 |
| Avg Bars in Winners | 42 | 15 | 79 | 46 | 17 | 65 |
| Avg Bars in Losers | 61 | 21 | 92 | 57 | 19 | 122 |
| Bars Traded | 4990 | 892 | 4098 | 4990 | 892 | 4098 |
| Profit Streak | 159.5907 | 161.5907 | 0 | 159.5907 | 161.5907 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -580970 | -300448 | -584420 | -30675 | -583027 | 342525 |
{
"trading_pair": "MKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595491200000,
"first_datapoint_time": 1600070400000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1758895839246,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 207,
"offset": 0,
"std": 2.94855
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 159
}
}
} {
"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": [
[
-362524.619007631,
78158.7773230218,
-440683.3963306526,
907991.6735811414,
-636652.0126852631,
1544643.6862664043
],
[
-362.524619,
78.158777,
-440.683396,
907.991674,
-636.652013,
1544.643686
],
[
-0.192832,
0.041574,
-0.234406,
0.122977,
0,
0.149053
],
[
253.796036,
253.796036,
253.796036,
253.796036,
253.796036,
253.796036
],
[
-382297,
-68086,
-459779,
-1407475,
-855988,
-884778
],
[
0.59508,
1.485702,
0.399925,
1.239932,
0.621773,
1.735154
],
[
95,
48,
47,
95,
48,
47
],
[
45,
26,
19,
47,
18,
29
],
[
50,
22,
28,
48,
30,
18
],
[
47.368421,
54.166667,
40.425532,
49.473684,
37.5,
61.702128
],
[
0.6612,
1.257133,
0.589363,
1.266314,
1.036289,
1.076992
],
[
47048,
47048,
46905,
2078460,
283957,
2078460
],
[
-315522,
-36681,
-315522,
-772388,
-409468,
-772388
],
[
52,
18,
87,
52,
18,
87
],
[
42,
15,
79,
46,
17,
65
],
[
61,
21,
92,
57,
19,
122
],
[
4990,
892,
4098,
4990,
892,
4098
],
[
159.590732,
161.590732,
0,
159.590732,
161.590732,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-580970,
-300448,
-584420,
-30675,
-583027,
342525
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5640,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1595491200000,
"first_datapoint_time": 1600070400000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1758895839246,
"expiration_time": 1762767360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 207,
"offset": 0,
"std": 2.94855
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 159
}
}
}
| # | 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) |
|---|