Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89191.327 | 65783.8086 | 23407.5185 | 84359.0931 | 63023.9352 | 21335.1579 |
Total P&L (%) | 89.1913 | 65.7838 | 23.4075 | 84.3591 | 63.0239 | 21.3352 |
Avg Daily Profit (%) | 0.3555 | 0.2622 | 0.0933 | 0.2441 | 0.195 | 0.0771 |
Buy And Hold Return (%) | 24.3964 | 24.3964 | 24.3964 | 24.3964 | 24.3964 | 24.3964 |
Max Trade Drawdown | -46596 | -24197 | -43262 | -48329 | -40891 | -42694 |
Profit Factor | 1.4709 | 1.7882 | 1.221 | 1.3492 | 1.5669 | 1.1636 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 67.3077 | 63.4615 | 71.1538 | 67.3077 | 63.4615 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.7145 | 1.0296 | 0.495 | 0.6553 | 0.9022 | 0.4717 |
Largest Winning Trade | 16851 | 16851 | 12358 | 18040 | 18040 | 14610 |
Largest Losing Trade | -40773 | -15443 | -40773 | -40182 | -30023 | -40182 |
Avg Bars in Trades | 219 | 217 | 221 | 219 | 217 | 221 |
Avg Bars in Winners | 142 | 131 | 152 | 142 | 131 | 152 |
Avg Bars in Losers | 377 | 366 | 391 | 377 | 366 | 391 |
Bars Traded | 22828 | 11300 | 11528 | 22828 | 11300 | 11528 |
Profit Streak | 34.1745 | 44.737 | 34.1745 | 34.1745 | 44.737 | 34.1745 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313234 | -171190 | -414460 | 245856 | -174096 | -476165 |
{ "trading_pair": "MKR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 24087, "evaluation_days": 250.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736568000000, "last_datapoint_time": 1757904300000, "evaluation_time": 1760155877548, "expiration_time": 1764147650400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 168, "offset": 212 } } }
{ "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": [ [ 89191.3270437894, 65783.8085669531, 23407.5184768363, 84359.0931065116, 63023.9352184908, 21335.1578880209 ], [ 89.191327, 65.783809, 23.407518, 84.359093, 63.023935, 21.335158 ], [ 0.355471, 0.262181, 0.09329, 0.244096, 0.194972, 0.077104 ], [ 24.396433, 24.396433, 24.396433, 24.396433, 24.396433, 24.396433 ], [ -46596, -24197, -43262, -48329, -40891, -42694 ], [ 1.470933, 1.788204, 1.220967, 1.349247, 1.566931, 1.16364 ], [ 104, 52, 52, 104, 52, 52 ], [ 70, 33, 37, 70, 33, 37 ], [ 34, 19, 15, 34, 19, 15 ], [ 67.307692, 63.461538, 71.153846, 67.307692, 63.461538, 71.153846 ], [ 0.714453, 1.029572, 0.494986, 0.655348, 0.902172, 0.471746 ], [ 16851, 16851, 12358, 18040, 18040, 14610 ], [ -40773, -15443, -40773, -40182, -30023, -40182 ], [ 219, 217, 221, 219, 217, 221 ], [ 142, 131, 152, 142, 131, 152 ], [ 377, 366, 391, 377, 366, 391 ], [ 22828, 11300, 11528, 22828, 11300, 11528 ], [ 34.174509, 44.737009, 34.174509, 34.174509, 44.737009, 34.174509 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313234, -171190, -414460, 245856, -174096, -476165 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 24087, "evaluation_days": 250.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736568000000, "last_datapoint_time": 1757904300000, "evaluation_time": 1760155877548, "expiration_time": 1764147650400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 168, "offset": 212 } } }
# | 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) |
---|