| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 813595.7592 | 825685.7182 | -12089.959 | 231160.7712 | 323925.795 | -92765.0237 |
| Total P&L (%) | 813.5958 | 825.6857 | -12.09 | 231.1608 | 323.9258 | -92.765 |
| Avg Daily Profit (%) | 0.4338 | 0.4403 | -0.0064 | 0.0639 | 0.0771 | -0.1399 |
| Buy And Hold Return (%) | 222.2234 | 222.2234 | 222.2234 | 222.2234 | 222.2234 | 222.2234 |
| Max Trade Drawdown | -141477 | -154949 | -84061 | -1326300 | -1137763 | -325880 |
| Profit Factor | 1.8669 | 2.4644 | 0.9677 | 1.0575 | 1.1247 | 0.9349 |
| Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
| Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
| Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
| Profitability (%) | 43.2692 | 38.4615 | 48.0769 | 43.2692 | 38.4615 | 48.0769 |
| Ratio Avg Win / Avg Loss | 2.4477 | 3.9431 | 1.0452 | 1.3865 | 1.7996 | 1.0097 |
| Largest Winning Trade | 520545 | 520545 | 51503 | 924452 | 924452 | 273935 |
| Largest Losing Trade | -42242 | -24861 | -42242 | -250430 | -250430 | -228853 |
| Avg Bars in Trades | 53 | 63 | 42 | 53 | 63 | 42 |
| Avg Bars in Winners | 64 | 77 | 53 | 64 | 77 | 53 |
| Avg Bars in Losers | 44 | 54 | 32 | 44 | 54 | 32 |
| Bars Traded | 11055 | 6614 | 4441 | 11055 | 6614 | 4441 |
| 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 | 342994 | 271750 | -580136 | -419734 | -200437 | -580136 |
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11252,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1598241600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758977084072,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 108,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 49,
"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": [
[
813595.7591740785,
825685.7182220595,
-12089.9590479814,
231160.7712440218,
323925.7949652889,
-92765.0237212675
],
[
813.595759,
825.685718,
-12.089959,
231.160771,
323.925795,
-92.765024
],
[
0.433841,
0.440288,
-0.006447,
0.063872,
0.07705,
-0.139944
],
[
222.223429,
222.223429,
222.223429,
222.223429,
222.223429,
222.223429
],
[
-141477,
-154949,
-84061,
-1326300,
-1137763,
-325880
],
[
1.866894,
2.464448,
0.967734,
1.057482,
1.124737,
0.934882
],
[
208,
104,
104,
208,
104,
104
],
[
90,
40,
50,
90,
40,
50
],
[
118,
64,
54,
118,
64,
54
],
[
43.269231,
38.461538,
48.076923,
43.269231,
38.461538,
48.076923
],
[
2.447706,
3.943118,
1.045153,
1.386477,
1.799579,
1.009672
],
[
520545,
520545,
51503,
924452,
924452,
273935
],
[
-42242,
-24861,
-42242,
-250430,
-250430,
-228853
],
[
53,
63,
42,
53,
63,
42
],
[
64,
77,
53,
64,
77,
53
],
[
44,
54,
32,
44,
54,
32
],
[
11055,
6614,
4441,
11055,
6614,
4441
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342994,
271750,
-580136,
-419734,
-200437,
-580136
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11252,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1598241600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758977084072,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 108,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 49,
"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) |
|---|