| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 857917.6091 | 809037.1111 | 48880.498 | 1438214.2125 | 72064.0969 | 1366150.1156 |
| Total P&L (%) | 857.9176 | 809.0371 | 48.8805 | 1438.2142 | 72.0641 | 1366.1501 |
| Avg Daily Profit (%) | 0.4575 | 0.4314 | 0.0261 | 0.1459 | 0.0289 | 0.1433 |
| Buy And Hold Return (%) | 292.4888 | 292.4888 | 292.4888 | 292.4888 | 292.4888 | 292.4888 |
| Max Trade Drawdown | -162876 | -87125 | -88432 | -4987226 | -3753012 | -2177275 |
| Profit Factor | 2.3029 | 3.5737 | 1.142 | 1.0853 | 1.0075 | 1.1875 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
| Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Profitability (%) | 60 | 63.4615 | 56.6038 | 60 | 63.4615 | 56.6038 |
| Ratio Avg Win / Avg Loss | 1.5353 | 2.0576 | 0.8756 | 0.7235 | 0.5801 | 0.9105 |
| Largest Winning Trade | 350380 | 350380 | 61240 | 2212564 | 2212564 | 1440757 |
| Largest Losing Trade | -43960 | -37746 | -43960 | -1648044 | -1648044 | -849827 |
| Avg Bars in Trades | 104 | 95 | 113 | 104 | 95 | 113 |
| Avg Bars in Winners | 112 | 99 | 126 | 112 | 99 | 126 |
| Avg Bars in Losers | 92 | 88 | 95 | 92 | 88 | 95 |
| Bars Traded | 10970 | 4976 | 5994 | 10970 | 4976 | 5994 |
| Profit Streak | 0 | 51.9053 | 0 | 0 | 51.9053 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 469017 | -164301 | -568975 | -126115 | -711656 | -198054 |
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11252,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599480000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758807821301,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 81,
"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": [
[
857917.6090774428,
809037.1111124102,
48880.4979650328,
1438214.2125212715,
72064.0969173941,
1366150.1156038786
],
[
857.917609,
809.037111,
48.880498,
1438.214213,
72.064097,
1366.150116
],
[
0.457476,
0.431411,
0.026065,
0.145852,
0.028943,
0.143289
],
[
292.48876,
292.48876,
292.48876,
292.48876,
292.48876,
292.48876
],
[
-162876,
-87125,
-88432,
-4987226,
-3753012,
-2177275
],
[
2.302906,
3.573736,
1.142044,
1.0853,
1.007525,
1.187548
],
[
105,
52,
53,
105,
52,
53
],
[
63,
33,
30,
63,
33,
30
],
[
42,
19,
23,
42,
19,
23
],
[
60,
63.461538,
56.603774,
60,
63.461538,
56.603774
],
[
1.53527,
2.057606,
0.875567,
0.723533,
0.58009,
0.910454
],
[
350380,
350380,
61240,
2212564,
2212564,
1440757
],
[
-43960,
-37746,
-43960,
-1648044,
-1648044,
-849827
],
[
104,
95,
113,
104,
95,
113
],
[
112,
99,
126,
112,
99,
126
],
[
92,
88,
95,
92,
88,
95
],
[
10970,
4976,
5994,
10970,
4976,
5994
],
[
0,
51.905339,
0,
0,
51.905339,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
469017,
-164301,
-568975,
-126115,
-711656,
-198054
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11252,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599480000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758807821301,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 194,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 81,
"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) |
|---|