Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111324.5166 | 1143075.0677 | -31750.5511 | 177295.2373 | 240417.0337 | -63121.7964 |
Total P&L (%) | 1111.3245 | 1143.0751 | -31.7506 | 177.2952 | 240.417 | -63.1218 |
Avg Daily Profit (%) | 0.5926 | 0.6095 | -0.0169 | 0.0544 | 0.0653 | -0.0532 |
Buy And Hold Return (%) | 267.0088 | 267.0088 | 267.0088 | 267.0088 | 267.0088 | 267.0088 |
Max Trade Drawdown | -95357 | -129452 | -65272 | -809730 | -1006483 | -400668 |
Profit Factor | 2.6543 | 4.2288 | 0.9001 | 1.0428 | 1.0991 | 0.9631 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 44.6809 | 40.4255 | 48.9362 | 44.6809 | 40.4255 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.2863 | 6.2319 | 0.9392 | 1.2911 | 1.6198 | 1.005 |
Largest Winning Trade | 906240 | 906240 | 55602 | 700472 | 700472 | 377758 |
Largest Losing Trade | -47988 | -35015 | -47988 | -356255 | -211204 | -356255 |
Avg Bars in Trades | 113 | 146 | 81 | 113 | 146 | 81 |
Avg Bars in Winners | 145 | 185 | 113 | 145 | 185 | 113 |
Avg Bars in Losers | 87 | 120 | 50 | 87 | 120 | 50 |
Bars Traded | 10696 | 6877 | 3819 | 10696 | 6877 | 3819 |
Profit Streak | 0 | 79.9991 | 0 | 0 | 79.9991 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452167 | 508165 | -581110 | -461266 | -384514 | -579443 |
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11252, "evaluation_days": 1875.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1601107200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758844723731, "expiration_time": 1763576064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 201, "offset": 106 } }, "second_band": { "type": "midprice", "factors": { "length": 239, "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": [ [ 1111324.516586586, 1143075.0676776737, -31750.5510910884, 177295.2373044741, 240417.033685708, -63121.7963812337 ], [ 1111.324517, 1143.075068, -31.750551, 177.295237, 240.417034, -63.121796 ], [ 0.592602, 0.609533, -0.016931, 0.054401, 0.065343, -0.053179 ], [ 267.00878, 267.00878, 267.00878, 267.00878, 267.00878, 267.00878 ], [ -95357, -129452, -65272, -809730, -1006483, -400668 ], [ 2.654319, 4.22878, 0.900075, 1.042844, 1.099128, 0.963148 ], [ 94, 47, 47, 94, 47, 47 ], [ 42, 19, 23, 42, 19, 23 ], [ 52, 28, 24, 52, 28, 24 ], [ 44.680851, 40.425532, 48.93617, 44.680851, 40.425532, 48.93617 ], [ 3.2863, 6.231886, 0.939209, 1.29114, 1.619768, 1.005024 ], [ 906240, 906240, 55602, 700472, 700472, 377758 ], [ -47988, -35015, -47988, -356255, -211204, -356255 ], [ 113, 146, 81, 113, 146, 81 ], [ 145, 185, 113, 145, 185, 113 ], [ 87, 120, 50, 87, 120, 50 ], [ 10696, 6877, 3819, 10696, 6877, 3819 ], [ 0, 79.999117, 0, 0, 79.999117, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 452167, 508165, -581110, -461266, -384514, -579443 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11252, "evaluation_days": 1875.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1601107200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758844723731, "expiration_time": 1763576064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 201, "offset": 106 } }, "second_band": { "type": "midprice", "factors": { "length": 239, "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) |
---|