| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 110406.7372 | 78913.113 | 31493.6242 | 135227.116 | 90461.29 | 44765.826 |
| Total P&L (%) | 110.4067 | 78.9131 | 31.4936 | 135.2271 | 90.4613 | 44.7658 |
| Avg Daily Profit (%) | 0.44 | 0.3145 | 0.1255 | 0.3415 | 0.2571 | 0.1476 |
| Buy And Hold Return (%) | 23.9713 | 23.9713 | 23.9713 | 23.9713 | 23.9713 | 23.9713 |
| Max Trade Drawdown | -52404 | -29706 | -40501 | -62155 | -57849 | -33950 |
| Profit Factor | 1.5812 | 1.9069 | 1.306 | 1.4997 | 1.6637 | 1.3333 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
| Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
| Profitability (%) | 57.1429 | 62.5 | 51.7857 | 57.1429 | 62.5 | 51.7857 |
| Ratio Avg Win / Avg Loss | 1.1859 | 1.1441 | 1.2159 | 1.1248 | 0.9982 | 1.2413 |
| Largest Winning Trade | 22870 | 22870 | 16307 | 27235 | 27235 | 20539 |
| Largest Losing Trade | -33756 | -13213 | -33756 | -35155 | -35155 | -28046 |
| Avg Bars in Trades | 204 | 203 | 205 | 204 | 203 | 205 |
| Avg Bars in Winners | 167 | 160 | 176 | 167 | 160 | 176 |
| Avg Bars in Losers | 254 | 276 | 237 | 254 | 276 | 237 |
| Bars Traded | 22948 | 11414 | 11534 | 22948 | 11414 | 11534 |
| Profit Streak | 28.9794 | 29.7711 | 0 | 28.9794 | 29.7711 | 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 | 364659 | -171062 | -274727 | 344408 | -173261 | -184806 |
{
"trading_pair": "MKR_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 24087,
"evaluation_days": 250.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736444700000,
"last_datapoint_time": 1757904300000,
"evaluation_time": 1760032819688,
"expiration_time": 1764147650400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 92,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
110406.7371578449,
78913.112952735,
31493.6242051099,
135227.1159925222,
90461.2899580887,
44765.8260344336
],
[
110.406737,
78.913113,
31.493624,
135.227116,
90.46129,
44.765826
],
[
0.440025,
0.314508,
0.125518,
0.341493,
0.257107,
0.147551
],
[
23.971292,
23.971292,
23.971292,
23.971292,
23.971292,
23.971292
],
[
-52404,
-29706,
-40501,
-62155,
-57849,
-33950
],
[
1.581244,
1.906886,
1.30596,
1.499708,
1.663715,
1.333285
],
[
112,
56,
56,
112,
56,
56
],
[
64,
35,
29,
64,
35,
29
],
[
48,
21,
27,
48,
21,
27
],
[
57.142857,
62.5,
51.785714,
57.142857,
62.5,
51.785714
],
[
1.185933,
1.144132,
1.215894,
1.124781,
0.998229,
1.241335
],
[
22870,
22870,
16307,
27235,
27235,
20539
],
[
-33756,
-13213,
-33756,
-35155,
-35155,
-28046
],
[
204,
203,
205,
204,
203,
205
],
[
167,
160,
176,
167,
160,
176
],
[
254,
276,
237,
254,
276,
237
],
[
22948,
11414,
11534,
22948,
11414,
11534
],
[
28.979394,
29.771061,
0,
28.979395,
29.771061,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
364659,
-171062,
-274727,
344408,
-173261,
-184806
]
]
}
{
"trading_pair": "MKR_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 24087,
"evaluation_days": 250.91,
"actual_first_datapoint_time": 1736226900000,
"first_datapoint_time": 1736444700000,
"last_datapoint_time": 1757904300000,
"evaluation_time": 1760032819688,
"expiration_time": 1764147650400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 92,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|