Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1101126.4798 | 55035.136 | -1156161.6159 | 1031105.1659 | -5019752.1985 | 6050857.3645 |
Total P&L (%) | -1101.1265 | 55.0351 | -1156.1616 | 1031.1052 | -5019.7522 | 6050.8574 |
Avg Daily Profit (%) | -0.5873 | 0.0294 | -0.6167 | 0.1295 | 0 | 0.22 |
Buy And Hold Return (%) | 231.6572 | 231.6572 | 231.6572 | 231.6572 | 231.6572 | 231.6572 |
Max Trade Drawdown | -1297063 | -67553 | -1310583 | -11307267 | -6542418 | -8670548 |
Profit Factor | 0.4213 | 1.243 | 0.3103 | 1.0395 | 0.5695 | 1.4194 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 120 | 58 | 62 | 114 | 55 | 59 |
Losing Trades | 67 | 36 | 31 | 73 | 39 | 34 |
Profitability (%) | 64.1711 | 61.7021 | 66.6667 | 60.9626 | 58.5106 | 63.4409 |
Ratio Avg Win / Avg Loss | 0.2352 | 0.7715 | 0.1552 | 0.6657 | 0.4038 | 0.8179 |
Largest Winning Trade | 28530 | 23483 | 28530 | 5501321 | 1082938 | 5501321 |
Largest Losing Trade | -978844 | -47082 | -978844 | -8216799 | -3731582 | -8216799 |
Avg Bars in Trades | 115 | 62 | 167 | 115 | 62 | 167 |
Avg Bars in Winners | 69 | 34 | 101 | 85 | 34 | 132 |
Avg Bars in Losers | 197 | 108 | 300 | 161 | 101 | 229 |
Bars Traded | 21507 | 5884 | 15623 | 21507 | 5884 | 15623 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577961 | -320160 | -578645 | -197894 | -579978 | 326494 |
{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22497, "evaluation_days": 1874.75, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1598486400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758852338440, "expiration_time": 1764553622400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 248, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -1101126.479826714, 55035.1360248252, -1156161.6158515383, 1031105.165939152, -5019752.198513685, 6050857.364452832 ], [ -1101.12648, 55.035136, -1156.161616, 1031.105166, -5019.752199, 6050.857364 ], [ -0.587346, 0.029356, -0.616702, 0.129476, 0, 0.21996 ], [ 231.657168, 231.657168, 231.657168, 231.657168, 231.657168, 231.657168 ], [ -1297063, -67553, -1310583, -11307267, -6542418, -8670548 ], [ 0.42131, 1.243017, 0.3103, 1.039523, 0.569506, 1.419373 ], [ 187, 94, 93, 187, 94, 93 ], [ 120, 58, 62, 114, 55, 59 ], [ 67, 36, 31, 73, 39, 34 ], [ 64.171123, 61.702128, 66.666667, 60.962567, 58.510638, 63.44086 ], [ 0.235231, 0.771528, 0.15515, 0.665659, 0.403831, 0.817944 ], [ 28530, 23483, 28530, 5501321, 1082938, 5501321 ], [ -978844, -47082, -978844, -8216799, -3731582, -8216799 ], [ 115, 62, 167, 115, 62, 167 ], [ 69, 34, 101, 85, 34, 132 ], [ 197, 108, 300, 161, 101, 229 ], [ 21507, 5884, 15623, 21507, 5884, 15623 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577961, -320160, -578645, -197894, -579978, 326494 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22497, "evaluation_days": 1874.75, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1598486400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758852338440, "expiration_time": 1764553622400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 248, "offset": 0, "scalar": 3 } } }
# | 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) |
---|