Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931905.8681 | 820677.7071 | 111228.161 | 4943444.9388 | 2531060.5679 | 2412384.3709 |
Total P&L (%) | 931.9059 | 820.6777 | 111.2282 | 4943.4449 | 2531.0606 | 2412.3844 |
Avg Daily Profit (%) | 0.493 | 0.4342 | 0.0588 | 0.2076 | 0.1731 | 0.1707 |
Buy And Hold Return (%) | 222.4095 | 222.4095 | 222.4095 | 222.4095 | 222.4095 | 222.4095 |
Max Trade Drawdown | -71337 | -68199 | -108523 | -4204857 | -3147066 | -2651956 |
Profit Factor | 2.738 | 4.3508 | 1.3819 | 1.2806 | 1.2725 | 1.2896 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 36.3636 | 28.5714 | 44 | 36.3636 | 28.5714 | 44 |
Ratio Avg Win / Avg Loss | 4.7914 | 10.8769 | 1.7587 | 2.2411 | 3.1813 | 1.6413 |
Largest Winning Trade | 389631 | 389631 | 59462 | 4081730 | 4081730 | 2437457 |
Largest Losing Trade | -51069 | -16548 | -51069 | -1213570 | -1179986 | -1213570 |
Avg Bars in Trades | 112 | 101 | 123 | 112 | 101 | 123 |
Avg Bars in Winners | 210 | 206 | 212 | 210 | 206 | 212 |
Avg Bars in Losers | 56 | 59 | 53 | 56 | 59 | 53 |
Bars Traded | 11130 | 4962 | 6168 | 11130 | 4962 | 6168 |
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 | 312262 | 21770 | -460816 | 149043 | -5420 | -173469 |
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11341, "evaluation_days": 1890.17, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599062400000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760002458801, "expiration_time": 1764896112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 75, "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": [ [ 931905.8681372256, 820677.7071300148, 111228.1610072104, 4943444.938838295, 2531060.567915149, 2412384.3709231466 ], [ 931.905868, 820.677707, 111.228161, 4943.444939, 2531.060568, 2412.384371 ], [ 0.493028, 0.434182, 0.058846, 0.20764, 0.173149, 0.170703 ], [ 222.409488, 222.409488, 222.409488, 222.409488, 222.409488, 222.409488 ], [ -71337, -68199, -108523, -4204857, -3147066, -2651956 ], [ 2.737969, 4.350755, 1.381859, 1.280604, 1.272509, 1.28963 ], [ 99, 49, 50, 99, 49, 50 ], [ 36, 14, 22, 36, 14, 22 ], [ 63, 35, 28, 63, 35, 28 ], [ 36.363636, 28.571429, 44, 36.363636, 28.571429, 44 ], [ 4.791445, 10.876887, 1.758729, 2.241056, 3.181271, 1.641348 ], [ 389631, 389631, 59462, 4081730, 4081730, 2437457 ], [ -51069, -16548, -51069, -1213570, -1179986, -1213570 ], [ 112, 101, 123, 112, 101, 123 ], [ 210, 206, 212, 210, 206, 212 ], [ 56, 59, 53, 56, 59, 53 ], [ 11130, 4962, 6168, 11130, 4962, 6168 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312262, 21770, -460816, 149043, -5420, -173469 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11341, "evaluation_days": 1890.17, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599062400000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760002458801, "expiration_time": 1764896112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 75, "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) |
---|