Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677132.837 | 690138.1327 | -13005.2957 | 186209.4283 | 102327.679 | 83881.7493 |
Total P&L (%) | 677.1328 | 690.1381 | -13.0053 | 186.2094 | 102.3277 | 83.8817 |
Avg Daily Profit (%) | 0.3599 | 0.3668 | -0.0069 | 0.0559 | 0.0375 | 0.0324 |
Buy And Hold Return (%) | 166.5538 | 166.5538 | 166.5538 | 166.5538 | 166.5538 | 166.5538 |
Max Trade Drawdown | -115485 | -160333 | -59731 | -1609780 | -1641296 | -420952 |
Profit Factor | 2.0013 | 2.4674 | 0.9368 | 1.0435 | 1.032 | 1.0779 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 43.3962 | 39.6226 | 47.1698 | 43.3962 | 39.6226 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.6104 | 3.7598 | 1.0493 | 1.3611 | 1.5725 | 1.2073 |
Largest Winning Trade | 372391 | 372391 | 31266 | 1337994 | 1337994 | 229529 |
Largest Losing Trade | -37900 | -37900 | -22601 | -387981 | -387981 | -161349 |
Avg Bars in Trades | 104 | 183 | 25 | 104 | 183 | 25 |
Avg Bars in Winners | 137 | 263 | 32 | 137 | 263 | 32 |
Avg Bars in Losers | 78 | 130 | 19 | 78 | 130 | 19 |
Bars Traded | 11060 | 9717 | 1343 | 11060 | 9717 | 1343 |
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 | 315258 | -172019 | -759989 | -422241 | -676967 | -631074 |
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11288, "evaluation_days": 1881.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1598644800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759243505159, "expiration_time": 1764110016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 41, "offset": 0, "std": 2.92634 } } }
{ "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": [ [ 677132.836983074, 690138.1327219325, -13005.2957388587, 186209.4283248104, 102327.6790309349, 83881.7492938755 ], [ 677.132837, 690.138133, -13.005296, 186.209428, 102.327679, 83.881749 ], [ 0.359922, 0.366835, -0.006913, 0.05591, 0.037466, 0.032382 ], [ 166.5538, 166.5538, 166.5538, 166.5538, 166.5538, 166.5538 ], [ -115485, -160333, -59731, -1609780, -1641296, -420952 ], [ 2.001305, 2.46739, 0.936847, 1.04354, 1.031972, 1.077945 ], [ 106, 53, 53, 106, 53, 53 ], [ 46, 21, 25, 46, 21, 25 ], [ 60, 32, 28, 60, 32, 28 ], [ 43.396226, 39.622642, 47.169811, 43.396226, 39.622642, 47.169811 ], [ 2.610398, 3.759832, 1.049269, 1.36114, 1.572529, 1.207298 ], [ 372391, 372391, 31266, 1337994, 1337994, 229529 ], [ -37900, -37900, -22601, -387981, -387981, -161349 ], [ 104, 183, 25, 104, 183, 25 ], [ 137, 263, 32, 137, 263, 32 ], [ 78, 130, 19, 78, 130, 19 ], [ 11060, 9717, 1343, 11060, 9717, 1343 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315258, -172019, -759989, -422241, -676967, -631074 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11288, "evaluation_days": 1881.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1598644800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759243505159, "expiration_time": 1764110016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 41, "offset": 0, "std": 2.92634 } } }
# | 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) |
---|