| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -441907.7854 | 123307.094 | -565214.8794 | -102766.8595 | 2005893.8979 | -2108660.7575 |
| Total P&L (%) | -441.9078 | 123.3071 | -565.2149 | -102.7669 | 2005.8939 | -2108.6608 |
| Avg Daily Profit (%) | -0.2357 | 0.0658 | -0.3015 | 0 | 0.1627 | 0 |
| Buy And Hold Return (%) | 385.6021 | 385.6021 | 385.6021 | 385.6021 | 385.6021 | 385.6021 |
| Max Trade Drawdown | -870472 | -312393 | -617138 | -2593825 | -499711 | -2801262 |
| Profit Factor | 0.8311 | 1.1139 | 0.6317 | 0.987 | 1.8276 | 0.6161 |
| Total Trades | 616 | 308 | 308 | 616 | 308 | 308 |
| Winning Trades | 289 | 141 | 148 | 328 | 177 | 151 |
| Losing Trades | 327 | 167 | 160 | 288 | 131 | 157 |
| Profitability (%) | 46.9156 | 45.7792 | 48.0519 | 53.2468 | 57.4675 | 49.026 |
| Ratio Avg Win / Avg Loss | 0.9404 | 1.3194 | 0.6829 | 0.8667 | 1.3527 | 0.6406 |
| Largest Winning Trade | 72231 | 72231 | 31054 | 309424 | 309424 | 290374 |
| Largest Losing Trade | -353043 | -26724 | -353043 | -2111429 | -262757 | -2111429 |
| Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
| Avg Bars in Winners | 36 | 36 | 36 | 36 | 36 | 36 |
| Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
| Bars Traded | 22461 | 11244 | 11217 | 22461 | 11244 | 11217 |
| Profit Streak | 0 | 0 | 0 | 10.8037 | 10.8037 | 38.1371 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578759 | -366660 | -580480 | -576043 | 415623 | -578565 |
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22497,
"evaluation_days": 1874.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1596708000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758885443132,
"expiration_time": 1764553622400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.05746,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
-441907.7853637718,
123307.0940307265,
-565214.8793944981,
-102766.8595161424,
2005893.897944184,
-2108660.7574603236
],
[
-441.907785,
123.307094,
-565.214879,
-102.76686,
2005.893898,
-2108.660757
],
[
-0.235716,
0.065773,
-0.301488,
0,
0.162678,
0
],
[
385.602094,
385.602094,
385.602094,
385.602094,
385.602094,
385.602094
],
[
-870472,
-312393,
-617138,
-2593825,
-499711,
-2801262
],
[
0.831127,
1.113945,
0.631695,
0.987019,
1.827626,
0.61613
],
[
616,
308,
308,
616,
308,
308
],
[
289,
141,
148,
328,
177,
151
],
[
327,
167,
160,
288,
131,
157
],
[
46.915584,
45.779221,
48.051948,
53.246753,
57.467532,
49.025974
],
[
0.94041,
1.319353,
0.682914,
0.866651,
1.35265,
0.640612
],
[
72231,
72231,
31054,
309424,
309424,
290374
],
[
-353043,
-26724,
-353043,
-2111429,
-262757,
-2111429
],
[
36,
36,
36,
36,
36,
36
],
[
36,
36,
36,
36,
36,
36
],
[
36,
36,
36,
36,
36,
36
],
[
22461,
11244,
11217,
22461,
11244,
11217
],
[
0,
0,
0,
10.80374,
10.80374,
38.137073
],
[
0,
0,
0,
2,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578759,
-366660,
-580480,
-576043,
415623,
-578565
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22497,
"evaluation_days": 1874.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1596708000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758885443132,
"expiration_time": 1764553622400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.05746,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|