| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 120250.6934 | 84175.3169 | 36075.3765 | 153492.0137 | 113389.3645 | 40102.6492 |
| Total P&L (%) | 120.2507 | 84.1753 | 36.0754 | 153.492 | 113.3894 | 40.1026 |
| Avg Daily Profit (%) | 0.4793 | 0.3355 | 0.1438 | 0.3714 | 0.3025 | 0.1345 |
| Buy And Hold Return (%) | 20.8328 | 20.8328 | 20.8328 | 20.8328 | 20.8328 | 20.8328 |
| Max Trade Drawdown | -35975 | -20623 | -46845 | -46464 | -33448 | -68596 |
| Profit Factor | 1.3043 | 1.4798 | 1.1642 | 1.2919 | 1.4937 | 1.1354 |
| Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
| Winning Trades | 216 | 110 | 106 | 216 | 110 | 106 |
| Losing Trades | 165 | 81 | 84 | 165 | 81 | 84 |
| Profitability (%) | 56.6929 | 57.5916 | 55.7895 | 56.6929 | 57.5916 | 55.7895 |
| Ratio Avg Win / Avg Loss | 0.9964 | 1.0897 | 0.9226 | 0.9869 | 1.0999 | 0.8998 |
| Largest Winning Trade | 13838 | 13838 | 9700 | 18647 | 17274 | 18647 |
| Largest Losing Trade | -17852 | -13024 | -17852 | -24874 | -14927 | -24874 |
| Avg Bars in Trades | 62 | 56 | 67 | 62 | 56 | 67 |
| Avg Bars in Winners | 54 | 51 | 56 | 54 | 51 | 56 |
| Avg Bars in Losers | 72 | 63 | 81 | 72 | 63 | 81 |
| Bars Traded | 23652 | 10797 | 12855 | 23652 | 10797 | 12855 |
| Profit Streak | 31.251 | 31.251 | 31.6676 | 31.251 | 31.251 | 31.6676 |
| Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 388624 | 336530 | -50013 | 382181 | 370780 | -92757 |
{
"trading_pair": "MKR_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 24087,
"evaluation_days": 250.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736441100000,
"last_datapoint_time": 1757904300000,
"evaluation_time": 1759685483286,
"expiration_time": 1764147650400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 239,
"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": [
[
120250.6933947497,
84175.3169015496,
36075.3764932001,
153492.0136525376,
113389.3644881654,
40102.6491643723
],
[
120.250693,
84.175317,
36.075376,
153.492014,
113.389364,
40.102649
],
[
0.479258,
0.33548,
0.143778,
0.371403,
0.302536,
0.134483
],
[
20.832778,
20.832778,
20.832778,
20.832778,
20.832778,
20.832778
],
[
-35975,
-20623,
-46845,
-46464,
-33448,
-68596
],
[
1.304335,
1.479818,
1.164207,
1.291948,
1.493707,
1.135444
],
[
381,
191,
190,
381,
191,
190
],
[
216,
110,
106,
216,
110,
106
],
[
165,
81,
84,
165,
81,
84
],
[
56.692913,
57.591623,
55.789474,
56.692913,
57.591623,
55.789474
],
[
0.996367,
1.089684,
0.922579,
0.986904,
1.099911,
0.899786
],
[
13838,
13838,
9700,
18647,
17274,
18647
],
[
-17852,
-13024,
-17852,
-24874,
-14927,
-24874
],
[
62,
56,
67,
62,
56,
67
],
[
54,
51,
56,
54,
51,
56
],
[
72,
63,
81,
72,
63,
81
],
[
23652,
10797,
12855,
23652,
10797,
12855
],
[
31.250964,
31.250964,
31.66763,
31.250964,
31.250964,
31.667631
],
[
12,
6,
6,
12,
6,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
388624,
336530,
-50013,
382181,
370780,
-92757
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 24087,
"evaluation_days": 250.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736441100000,
"last_datapoint_time": 1757904300000,
"evaluation_time": 1759685483286,
"expiration_time": 1764147650400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 239,
"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) |
|---|