Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1240618.2554 | -58574.3014 | -1182043.954 | 52647.6148 | -4683709.7178 | 4736357.3326 |
Total P&L (%) | -1240.6183 | -58.5743 | -1182.044 | 52.6476 | -4683.7097 | 4736.3573 |
Avg Daily Profit (%) | -0.6615 | -0.0312 | -0.6303 | 0.0226 | 0 | 0.207 |
Buy And Hold Return (%) | 310.0014 | 310.0014 | 310.0014 | 310.0014 | 310.0014 | 310.0014 |
Max Trade Drawdown | -1429221 | -187917 | -1263968 | -4926922 | -5251274 | -2622801 |
Profit Factor | 0.25 | 0.7933 | 0.1377 | 1.0054 | 0.2199 | 2.2859 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 75 | 37 | 38 | 75 | 36 | 39 |
Losing Trades | 16 | 9 | 7 | 16 | 10 | 6 |
Profitability (%) | 82.4176 | 80.4348 | 84.4444 | 82.4176 | 78.2609 | 86.6667 |
Ratio Avg Win / Avg Loss | 0.0533 | 0.193 | 0.0254 | 0.2145 | 0.0611 | 0.3517 |
Largest Winning Trade | 31229 | 31229 | 16821 | 6958612 | 425633 | 6958612 |
Largest Losing Trade | -944530 | -63628 | -944530 | -2852365 | -2852365 | -2487438 |
Avg Bars in Trades | 79 | 93 | 66 | 79 | 93 | 66 |
Avg Bars in Winners | 28 | 29 | 27 | 35 | 33 | 38 |
Avg Bars in Losers | 321 | 352 | 280 | 285 | 306 | 250 |
Bars Traded | 7271 | 4283 | 2988 | 7271 | 4283 | 2988 |
Profit Streak | 159.2094 | 159.2094 | 261.2094 | 159.2094 | 159.2094 | 261.2094 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574479 | -575302 | -574949 | -538428 | -575570 | 565794 |
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1601596800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862895975, "expiration_time": 1763576496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 228, "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": [ [ -1240618.2553711322, -58574.3014006724, -1182043.9539704602, 52647.6148284733, -4683709.7177662635, 4736357.332594736 ], [ -1240.618255, -58.574301, -1182.043954, 52.647615, -4683.709718, 4736.357333 ], [ -0.661487, -0.031231, -0.630255, 0.022554, 0, 0.207025 ], [ 310.001381, 310.001381, 310.001381, 310.001381, 310.001381, 310.001381 ], [ -1429221, -187917, -1263968, -4926922, -5251274, -2622801 ], [ 0.250027, 0.793296, 0.137726, 1.005435, 0.219861, 2.285912 ], [ 91, 46, 45, 91, 46, 45 ], [ 75, 37, 38, 75, 36, 39 ], [ 16, 9, 7, 16, 10, 6 ], [ 82.417582, 80.434783, 84.444444, 82.417582, 78.26087, 86.666667 ], [ 0.053339, 0.192964, 0.025371, 0.214493, 0.061072, 0.351679 ], [ 31229, 31229, 16821, 6958612, 425633, 6958612 ], [ -944530, -63628, -944530, -2852365, -2852365, -2487438 ], [ 79, 93, 66, 79, 93, 66 ], [ 28, 29, 27, 35, 33, 38 ], [ 321, 352, 280, 285, 306, 250 ], [ 7271, 4283, 2988, 7271, 4283, 2988 ], [ 159.209444, 159.209444, 261.209444, 159.209444, 159.209444, 261.209444 ], [ 14, 7, 7, 14, 7, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574479, -575302, -574949, -538428, -575570, 565794 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1601596800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862895975, "expiration_time": 1763576496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 228, "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) |
---|