| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 623010.8906 | 579019.7665 | 43991.1242 | 632404.1227 | -2046731.4881 | 2679135.6108 |
| Total P&L (%) | 623.0109 | 579.0198 | 43.9911 | 632.4041 | -2046.7315 | 2679.1356 |
| Avg Daily Profit (%) | 0.3316 | 0.3082 | 0.0234 | 0.106 | 0 | 0.1771 |
| Buy And Hold Return (%) | 192.4832 | 192.4832 | 192.4832 | 192.4832 | 192.4832 | 192.4832 |
| Max Trade Drawdown | -262800 | -215539 | -77641 | -29312414 | -28320637 | -2583682 |
| Profit Factor | 1.4928 | 1.7308 | 1.0932 | 1.0103 | 0.9547 | 1.1643 |
| Total Trades | 485 | 242 | 243 | 485 | 242 | 243 |
| Winning Trades | 278 | 145 | 133 | 278 | 145 | 133 |
| Losing Trades | 207 | 97 | 110 | 207 | 97 | 110 |
| Profitability (%) | 57.3196 | 59.9174 | 54.7325 | 57.3196 | 59.9174 | 54.7325 |
| Ratio Avg Win / Avg Loss | 1.1116 | 1.1578 | 0.9042 | 0.7523 | 0.6387 | 0.9629 |
| Largest Winning Trade | 305316 | 305316 | 22802 | 8557428 | 8557428 | 2953078 |
| Largest Losing Trade | -54422 | -54422 | -21011 | -8243404 | -8243404 | -1798744 |
| Avg Bars in Trades | 45 | 81 | 9 | 45 | 81 | 9 |
| Avg Bars in Winners | 29 | 46 | 10 | 29 | 46 | 10 |
| Avg Bars in Losers | 67 | 134 | 8 | 67 | 134 | 8 |
| Bars Traded | 22028 | 19721 | 2307 | 22028 | 19721 | 2307 |
| Profit Streak | 20.6019 | 0 | 21.5186 | 20.6019 | 0 | 21.5186 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 416196 | 360885 | -444839 | -260707 | -578781 | -31502 |
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22544,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1597500000000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759069607555,
"expiration_time": 1764904204800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 14,
"offset": 0,
"std": 4.74434
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 111,
"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": [
[
623010.8906404915,
579019.7664527587,
43991.1241877324,
632404.1227170138,
-2046731.4881067425,
2679135.610823749
],
[
623.010891,
579.019766,
43.991124,
632.404123,
-2046.731488,
2679.135611
],
[
0.331623,
0.308207,
0.023416,
0.106044,
0,
0.177129
],
[
192.483152,
192.483152,
192.483152,
192.483152,
192.483152,
192.483152
],
[
-262800,
-215539,
-77641,
-29312414,
-28320637,
-2583682
],
[
1.492825,
1.730777,
1.093236,
1.010277,
0.954742,
1.164265
],
[
485,
242,
243,
485,
242,
243
],
[
278,
145,
133,
278,
145,
133
],
[
207,
97,
110,
207,
97,
110
],
[
57.319588,
59.917355,
54.73251,
57.319588,
59.917355,
54.73251
],
[
1.111564,
1.15783,
0.90418,
0.752257,
0.63869,
0.962926
],
[
305316,
305316,
22802,
8557428,
8557428,
2953078
],
[
-54422,
-54422,
-21011,
-8243404,
-8243404,
-1798744
],
[
45,
81,
9,
45,
81,
9
],
[
29,
46,
10,
29,
46,
10
],
[
67,
134,
8,
67,
134,
8
],
[
22028,
19721,
2307,
22028,
19721,
2307
],
[
20.601939,
0,
21.518606,
20.601939,
0,
21.518606
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
416196,
360885,
-444839,
-260707,
-578781,
-31502
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22544,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1597500000000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759069607555,
"expiration_time": 1764904204800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 14,
"offset": 0,
"std": 4.74434
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 111,
"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) |
|---|