| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1197306.6975 | -29232.0704 | -1168074.6271 | 1595141.5214 | -2805336.243 | 4400477.7644 |
| Total P&L (%) | -1197.3067 | -29.2321 | -1168.0746 | 1595.1415 | -2805.3362 | 4400.4778 |
| Avg Daily Profit (%) | -0.6384 | -0.0156 | -0.6228 | 0.151 | 0 | 0.2032 |
| Buy And Hold Return (%) | 276.2677 | 276.2677 | 276.2677 | 276.2677 | 276.2677 | 276.2677 |
| Max Trade Drawdown | -1310997 | -89005 | -444545 | -3726637 | -3665289 | -2163250 |
| Profit Factor | 0.2885 | 0.877 | 0.1918 | 1.1299 | 0.5772 | 1.7794 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 43 | 18 | 25 | 41 | 17 | 24 |
| Losing Trades | 38 | 23 | 15 | 40 | 24 | 16 |
| Profitability (%) | 53.0864 | 43.9024 | 62.5 | 50.6173 | 41.4634 | 60 |
| Ratio Avg Win / Avg Loss | 0.255 | 1.1206 | 0.1151 | 1.1023 | 0.8149 | 1.1863 |
| Largest Winning Trade | 43671 | 43671 | 37224 | 3841686 | 795743 | 3841686 |
| Largest Losing Trade | -830759 | -44741 | -830759 | -1532496 | -1268101 | -1532496 |
| Avg Bars in Trades | 84 | 34 | 134 | 84 | 34 | 134 |
| Avg Bars in Winners | 54 | 21 | 79 | 75 | 26 | 110 |
| Avg Bars in Losers | 117 | 44 | 227 | 92 | 40 | 171 |
| Bars Traded | 6806 | 1413 | 5392 | 6806 | 1413 | 5392 |
| Profit Streak | 93.8147 | 93.8147 | 114.8147 | 93.8147 | 93.8147 | 114.8147 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -595696 | -580887 | -578566 | -86084 | -583502 | 439785 |
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1600214400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871986913,
"expiration_time": 1763576496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 34,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 164,
"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": [
[
-1197306.6975213254,
-29232.0704245424,
-1168074.6270967834,
1595141.521373441,
-2805336.243041724,
4400477.764415164
],
[
-1197.306698,
-29.23207,
-1168.074627,
1595.141521,
-2805.336243,
4400.477764
],
[
-0.638393,
-0.015586,
-0.622807,
0.151026,
0,
0.20318
],
[
276.267748,
276.267748,
276.267748,
276.267748,
276.267748,
276.267748
],
[
-1310997,
-89005,
-444545,
-3726637,
-3665289,
-2163250
],
[
0.288535,
0.876987,
0.191779,
1.12989,
0.577187,
1.779423
],
[
81,
41,
40,
81,
41,
40
],
[
43,
18,
25,
41,
17,
24
],
[
38,
23,
15,
40,
24,
16
],
[
53.08642,
43.902439,
62.5,
50.617284,
41.463415,
60
],
[
0.254985,
1.120594,
0.115068,
1.102331,
0.814852,
1.186282
],
[
43671,
43671,
37224,
3841686,
795743,
3841686
],
[
-830759,
-44741,
-830759,
-1532496,
-1268101,
-1532496
],
[
84,
34,
134,
84,
34,
134
],
[
54,
21,
79,
75,
26,
110
],
[
117,
44,
227,
92,
40,
171
],
[
6806,
1413,
5392,
6806,
1413,
5392
],
[
93.814663,
93.814663,
114.814663,
93.814663,
93.814663,
114.814663
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-595696,
-580887,
-578566,
-86084,
-583502,
439785
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1600214400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871986913,
"expiration_time": 1763576496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 34,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 164,
"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) |
|---|