| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1224335.8637 | -64595.7754 | -1159740.0883 | -31285.4106 | -1724850.2512 | 1693564.8406 |
| Total P&L (%) | -1224.3359 | -64.5958 | -1159.7401 | -31.2854 | -1724.8503 | 1693.5648 |
| Avg Daily Profit (%) | -0.6508 | -0.0343 | -0.6164 | -0.0199 | 0 | 0.1536 |
| Buy And Hold Return (%) | 268.0998 | 268.0998 | 268.0998 | 268.0998 | 268.0998 | 268.0998 |
| Max Trade Drawdown | -1408000 | -190176 | -1229625 | -3658601 | -3359915 | -2897644 |
| Profit Factor | 0.2755 | 0.7844 | 0.1658 | 0.9963 | 0.5778 | 1.3906 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 42 | 20 | 22 | 42 | 19 | 23 |
| Losing Trades | 34 | 18 | 16 | 34 | 19 | 15 |
| Profitability (%) | 55.2632 | 52.6316 | 57.8947 | 55.2632 | 50 | 60.5263 |
| Ratio Avg Win / Avg Loss | 0.2231 | 0.706 | 0.1206 | 0.8065 | 0.5778 | 0.9069 |
| Largest Winning Trade | 71682 | 71682 | 21606 | 3577803 | 1417774 | 3577803 |
| Largest Losing Trade | -822036 | -58373 | -822036 | -2897644 | -2164533 | -2897644 |
| Avg Bars in Trades | 142 | 161 | 123 | 142 | 161 | 123 |
| Avg Bars in Winners | 73 | 61 | 85 | 82 | 74 | 89 |
| Avg Bars in Losers | 227 | 273 | 176 | 216 | 249 | 175 |
| Bars Traded | 10847 | 6154 | 4693 | 10847 | 6154 | 4693 |
| Profit Streak | 129.7813 | 129.7813 | 279.448 | 129.7813 | 129.7813 | 279.448 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -632211 | -579464 | -578370 | -632211 | -579805 | 320582 |
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11288,
"evaluation_days": 1881.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599508800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759243504888,
"expiration_time": 1764110016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 78,
"offset": 0,
"std": 4.24714
}
}
} {
"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": [
[
-1224335.863672038,
-64595.7754063402,
-1159740.088265698,
-31285.4105849618,
-1724850.2512099142,
1693564.840624953
],
[
-1224.335864,
-64.595775,
-1159.740088,
-31.285411,
-1724.850251,
1693.564841
],
[
-0.650782,
-0.034335,
-0.616447,
-0.019942,
0,
0.153562
],
[
268.099753,
268.099753,
268.099753,
268.099753,
268.099753,
268.099753
],
[
-1408000,
-190176,
-1229625,
-3658601,
-3359915,
-2897644
],
[
0.275536,
0.784445,
0.165845,
0.996285,
0.577815,
1.390619
],
[
76,
38,
38,
76,
38,
38
],
[
42,
20,
22,
42,
19,
23
],
[
34,
18,
16,
34,
19,
15
],
[
55.263158,
52.631579,
57.894737,
55.263158,
50,
60.526316
],
[
0.223053,
0.706001,
0.120614,
0.806516,
0.577815,
0.906925
],
[
71682,
71682,
21606,
3577803,
1417774,
3577803
],
[
-822036,
-58373,
-822036,
-2897644,
-2164533,
-2897644
],
[
142,
161,
123,
142,
161,
123
],
[
73,
61,
85,
82,
74,
89
],
[
227,
273,
176,
216,
249,
175
],
[
10847,
6154,
4693,
10847,
6154,
4693
],
[
129.781306,
129.781306,
279.447973,
129.781307,
129.781307,
279.447973
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-632211,
-579464,
-578370,
-632211,
-579805,
320582
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11288,
"evaluation_days": 1881.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599508800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759243504888,
"expiration_time": 1764110016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 78,
"offset": 0,
"std": 4.24714
}
}
}
| # | 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) |
|---|