| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1279792.233 | -120777.715 | -1159014.5181 | -34268.8791 | -3090319.9582 | 3056051.0791 |
| Total P&L (%) | -1279.7922 | -120.7777 | -1159.0145 | -34.2689 | -3090.32 | 3056.0511 |
| Avg Daily Profit (%) | -0.6824 | -0.0644 | -0.618 | -0.0224 | 0 | 0.1842 |
| Buy And Hold Return (%) | 299.7845 | 299.7845 | 299.7845 | 299.7845 | 299.7845 | 299.7845 |
| Max Trade Drawdown | -1377434 | -196777 | -1202883 | -3528842 | -3402630 | -1465885 |
| Profit Factor | 0.2105 | 0.5927 | 0.1249 | 0.9949 | 0.2643 | 2.2435 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 44 | 19 | 25 | 44 | 18 | 26 |
| Losing Trades | 21 | 13 | 8 | 21 | 14 | 7 |
| Profitability (%) | 67.6923 | 59.375 | 75.7576 | 67.6923 | 56.25 | 78.7879 |
| Ratio Avg Win / Avg Loss | 0.1005 | 0.4055 | 0.04 | 0.4748 | 0.2056 | 0.604 |
| Largest Winning Trade | 19599 | 19599 | 12763 | 3803561 | 269743 | 3803561 |
| Largest Losing Trade | -874878 | -60525 | -874878 | -2160889 | -2160889 | -1403577 |
| Avg Bars in Trades | 164 | 193 | 136 | 164 | 193 | 136 |
| Avg Bars in Winners | 55 | 52 | 57 | 75 | 65 | 82 |
| Avg Bars in Losers | 392 | 398 | 383 | 350 | 357 | 337 |
| Bars Traded | 10688 | 6189 | 4499 | 10688 | 6189 | 4499 |
| Profit Streak | 160.0903 | 160.0903 | 268.7569 | 160.0903 | 160.0903 | 268.7569 |
| Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -713014 | -578242 | -576068 | -713014 | -578647 | 521904 |
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11252,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1601640000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852598799,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 203,
"offset": 141
}
}
}
{
"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": [
[
-1279792.2330175722,
-120777.7149578636,
-1159014.518059709,
-34268.879093842,
-3090319.958154527,
3056051.079060685
],
[
-1279.792233,
-120.777715,
-1159.014518,
-34.268879,
-3090.319958,
3056.051079
],
[
-0.682436,
-0.064403,
-0.618032,
-0.022372,
0,
0.184239
],
[
299.784483,
299.784483,
299.784483,
299.784483,
299.784483,
299.784483
],
[
-1377434,
-196777,
-1202883,
-3528842,
-3402630,
-1465885
],
[
0.210471,
0.592714,
0.124885,
0.994853,
0.264297,
2.243546
],
[
65,
32,
33,
65,
32,
33
],
[
44,
19,
25,
44,
18,
26
],
[
21,
13,
8,
21,
14,
7
],
[
67.692308,
59.375,
75.757576,
67.692308,
56.25,
78.787879
],
[
0.100452,
0.405541,
0.039963,
0.474816,
0.205565,
0.604031
],
[
19599,
19599,
12763,
3803561,
269743,
3803561
],
[
-874878,
-60525,
-874878,
-2160889,
-2160889,
-1403577
],
[
164,
193,
136,
164,
193,
136
],
[
55,
52,
57,
75,
65,
82
],
[
392,
398,
383,
350,
357,
337
],
[
10688,
6189,
4499,
10688,
6189,
4499
],
[
160.090264,
160.090264,
268.75693,
160.090264,
160.090264,
268.756931
],
[
7,
3,
5,
7,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-713014,
-578242,
-576068,
-713014,
-578647,
521904
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11252,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1601640000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758852598799,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 17,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 203,
"offset": 141
}
}
}
| # | 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) |
|---|