Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083890.0966 | 1099570.1282 | -15680.0315 | 196953.5963 | 816363.5714 | -619409.9751 |
Total P&L (%) | 1083.8901 | 1099.5701 | -15.68 | 196.9536 | 816.3636 | -619.41 |
Avg Daily Profit (%) | 0.5752 | 0.5835 | -0.0083 | 0.0578 | 0.1176 | 0 |
Buy And Hold Return (%) | 301.4432 | 301.4432 | 301.4432 | 301.4432 | 301.4432 | 301.4432 |
Max Trade Drawdown | -134494 | -138791 | -85688 | -1916677 | -1437709 | -899997 |
Profit Factor | 3.0275 | 4.2994 | 0.9221 | 1.0507 | 1.3325 | 0.566 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 39.1304 | 32.3529 | 45.7143 | 39.1304 | 32.3529 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.7095 | 8.9896 | 1.095 | 1.6345 | 2.7861 | 0.6721 |
Largest Winning Trade | 868738 | 868738 | 52270 | 1669576 | 1669576 | 221085 |
Largest Losing Trade | -46452 | -46452 | -38766 | -857600 | -857600 | -383238 |
Avg Bars in Trades | 151 | 227 | 78 | 151 | 227 | 78 |
Avg Bars in Winners | 235 | 407 | 116 | 235 | 407 | 116 |
Avg Bars in Losers | 97 | 140 | 45 | 97 | 140 | 45 |
Bars Traded | 10450 | 7720 | 2730 | 10450 | 7720 | 2730 |
Profit Streak | 112.4604 | 0 | 113.9604 | 112.4604 | 0 | 113.9604 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95495 | 330538 | -579829 | -555104 | -44406 | -581496 |
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11306, "evaluation_days": 1884.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599912000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759503782617, "expiration_time": 1764376992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 52, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 1083890.096648535, 1099570.1281739483, -15680.0315254131, 196953.5963338848, 816363.5714047968, -619409.9750709123 ], [ 1083.890097, 1099.570128, -15.680032, 196.953596, 816.363571, -619.409975 ], [ 0.575212, 0.583534, -0.008321, 0.057778, 0.11763, 0 ], [ 301.443175, 301.443175, 301.443175, 301.443175, 301.443175, 301.443175 ], [ -134494, -138791, -85688, -1916677, -1437709, -899997 ], [ 3.027513, 4.299384, 0.922116, 1.050727, 1.332463, 0.565971 ], [ 69, 34, 35, 69, 34, 35 ], [ 27, 11, 16, 27, 11, 16 ], [ 42, 23, 19, 42, 23, 19 ], [ 39.130435, 32.352941, 45.714286, 39.130435, 32.352941, 45.714286 ], [ 4.709465, 8.989622, 1.095013, 1.634464, 2.786058, 0.672091 ], [ 868738, 868738, 52270, 1669576, 1669576, 221085 ], [ -46452, -46452, -38766, -857600, -857600, -383238 ], [ 151, 227, 78, 151, 227, 78 ], [ 235, 407, 116, 235, 407, 116 ], [ 97, 140, 45, 97, 140, 45 ], [ 10450, 7720, 2730, 10450, 7720, 2730 ], [ 112.460447, 0, 113.960447, 112.460447, 0, 113.960447 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -95495, 330538, -579829, -555104, -44406, -581496 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11306, "evaluation_days": 1884.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599912000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759503782617, "expiration_time": 1764376992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 52, "offset": 0, "scalar": 4 } } }
# | 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) |
---|