Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819524.3966 | 846625.7569 | -27101.3602 | -1889799.1097 | 558301.4265 | -2448100.5363 |
Total P&L (%) | 819.5244 | 846.6258 | -27.1014 | -1889.7991 | 558.3014 | -2448.1005 |
Avg Daily Profit (%) | 0.437 | 0.4514 | -0.0145 | 0 | 0.1005 | 0 |
Buy And Hold Return (%) | 254.1766 | 254.1766 | 254.1766 | 254.1766 | 254.1766 | 254.1766 |
Max Trade Drawdown | -196333 | -87507 | -171473 | -3218648 | -1304829 | -3065515 |
Profit Factor | 2.3445 | 4.8616 | 0.9306 | 0.7472 | 1.2001 | 0.4775 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 18 | 19 | 41 | 23 | 18 |
Losing Trades | 37 | 19 | 18 | 33 | 14 | 19 |
Profitability (%) | 50 | 48.6486 | 51.3514 | 55.4054 | 62.1622 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.3445 | 5.1317 | 0.8816 | 0.6014 | 0.7305 | 0.5041 |
Largest Winning Trade | 708059 | 708059 | 57017 | 702362 | 702362 | 323352 |
Largest Losing Trade | -163888 | -33002 | -163888 | -1622802 | -932500 | -1622802 |
Avg Bars in Trades | 95 | 78 | 111 | 95 | 78 | 111 |
Avg Bars in Winners | 127 | 99 | 155 | 77 | 78 | 75 |
Avg Bars in Losers | 62 | 59 | 64 | 116 | 78 | 144 |
Bars Traded | 7031 | 2916 | 4115 | 7031 | 2916 | 4115 |
Profit Streak | 0 | 0 | 0 | 79.4967 | 124.4967 | 79.4967 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57161 | 523545 | -580597 | -647613 | -63973 | -580740 |
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759017316089, "expiration_time": 1763576496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 95, "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": [ [ 819524.3966455937, 846625.7568604214, -27101.3602148273, -1889799.1097458275, 558301.4265445219, -2448100.536290349 ], [ 819.524397, 846.625757, -27.10136, -1889.79911, 558.301427, -2448.100536 ], [ 0.436963, 0.451413, -0.01445, 0, 0.10053, 0 ], [ 254.176611, 254.176611, 254.176611, 254.176611, 254.176611, 254.176611 ], [ -196333, -87507, -171473, -3218648, -1304829, -3065515 ], [ 2.344452, 4.86159, 0.930566, 0.747215, 1.200099, 0.477546 ], [ 74, 37, 37, 74, 37, 37 ], [ 37, 18, 19, 41, 23, 18 ], [ 37, 19, 18, 33, 14, 19 ], [ 50, 48.648649, 51.351351, 55.405405, 62.162162, 48.648649 ], [ 2.344452, 5.131678, 0.881589, 0.601417, 0.730495, 0.504077 ], [ 708059, 708059, 57017, 702362, 702362, 323352 ], [ -163888, -33002, -163888, -1622802, -932500, -1622802 ], [ 95, 78, 111, 95, 78, 111 ], [ 127, 99, 155, 77, 78, 75 ], [ 62, 59, 64, 116, 78, 144 ], [ 7031, 2916, 4115, 7031, 2916, 4115 ], [ 0, 0, 0, 79.496714, 124.496714, 79.496714 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -57161, 523545, -580597, -647613, -63973, -580740 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759017316089, "expiration_time": 1763576496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 95, "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) |
---|