| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1383606.8371 | 1264260.9183 | 119345.9188 | 5549690.88 | 1521291.4679 | 4028399.4121 |
| Total P&L (%) | 1383.6068 | 1264.2609 | 119.3459 | 5549.6909 | 1521.2915 | 4028.3994 |
| Avg Daily Profit (%) | 0.7378 | 0.6742 | 0.0636 | 0.2154 | 0.1487 | 0.1986 |
| Buy And Hold Return (%) | 294.3138 | 294.3138 | 294.3138 | 294.3138 | 294.3138 | 294.3138 |
| Max Trade Drawdown | -91904 | -59143 | -63979 | -3004464 | -2605608 | -1955472 |
| Profit Factor | 4.5193 | 6.9461 | 1.6611 | 1.4217 | 1.1876 | 1.7976 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Profitability (%) | 43.2836 | 36.3636 | 50 | 43.2836 | 36.3636 | 50 |
| Ratio Avg Win / Avg Loss | 5.9218 | 12.1556 | 1.6611 | 1.8629 | 2.0783 | 1.7976 |
| Largest Winning Trade | 920852 | 920852 | 57352 | 2387590 | 2387590 | 1889122 |
| Largest Losing Trade | -34113 | -23739 | -34113 | -1699185 | -1699185 | -989903 |
| Avg Bars in Trades | 163 | 153 | 171 | 163 | 153 | 171 |
| Avg Bars in Winners | 248 | 224 | 265 | 248 | 224 | 265 |
| Avg Bars in Losers | 97 | 113 | 78 | 97 | 113 | 78 |
| Bars Traded | 10926 | 5080 | 5846 | 10926 | 5080 | 5846 |
| Profit Streak | 0 | 48.2481 | 0 | 0 | 48.2481 | 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 | -105411 | 500139 | -270601 | -113781 | -13228 | 411049 |
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11252,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599523200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758967036752,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 79,
"offset": 118
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 127,
"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": [
[
1383606.8370979053,
1264260.9183143496,
119345.918783556,
5549690.879987029,
1521291.4679185543,
4028399.412068474
],
[
1383.606837,
1264.260918,
119.345919,
5549.69088,
1521.291468,
4028.399412
],
[
0.737794,
0.674154,
0.06364,
0.21535,
0.148661,
0.198587
],
[
294.313804,
294.313804,
294.313804,
294.313804,
294.313804,
294.313804
],
[
-91904,
-59143,
-63979,
-3004464,
-2605608,
-1955472
],
[
4.519273,
6.946076,
1.661085,
1.421696,
1.187591,
1.797582
],
[
67,
33,
34,
67,
33,
34
],
[
29,
12,
17,
29,
12,
17
],
[
38,
21,
17,
38,
21,
17
],
[
43.283582,
36.363636,
50,
43.283582,
36.363636,
50
],
[
5.921806,
12.155634,
1.661085,
1.862913,
2.078284,
1.797582
],
[
920852,
920852,
57352,
2387590,
2387590,
1889122
],
[
-34113,
-23739,
-34113,
-1699185,
-1699185,
-989903
],
[
163,
153,
171,
163,
153,
171
],
[
248,
224,
265,
248,
224,
265
],
[
97,
113,
78,
97,
113,
78
],
[
10926,
5080,
5846,
10926,
5080,
5846
],
[
0,
48.24811,
0,
0,
48.248111,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-105411,
500139,
-270601,
-113781,
-13228,
411049
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11252,
"evaluation_days": 1875.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599523200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758967036752,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 79,
"offset": 118
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 127,
"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) |
|---|