Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074050.7296 | 1049157.4994 | 24893.2302 | 478347.0997 | -28575.2213 | 506922.321 |
Total P&L (%) | 1074.0507 | 1049.1575 | 24.8932 | 478.3471 | -28.5752 | 506.9223 |
Avg Daily Profit (%) | 0.5715 | 0.5583 | 0.0132 | 0.0934 | -0.0179 | 0.096 |
Buy And Hold Return (%) | 221.8076 | 221.8076 | 221.8076 | 221.8076 | 221.8076 | 221.8076 |
Max Trade Drawdown | -133892 | -89736 | -104202 | -891040 | -961728 | -424996 |
Profit Factor | 2.9481 | 5.0298 | 1.0856 | 1.1404 | 0.9852 | 1.3428 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 44.0476 | 40.4762 | 47.619 | 44.0476 | 40.4762 | 47.619 |
Ratio Avg Win / Avg Loss | 3.7449 | 7.3967 | 1.1941 | 1.4486 | 1.4488 | 1.4771 |
Largest Winning Trade | 737426 | 737426 | 61231 | 714055 | 714055 | 453663 |
Largest Losing Trade | -66248 | -25528 | -66248 | -315836 | -204815 | -315836 |
Avg Bars in Trades | 65 | 54 | 77 | 65 | 54 | 77 |
Avg Bars in Winners | 105 | 81 | 126 | 105 | 81 | 126 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 5538 | 2295 | 3242 | 5538 | 2295 | 3242 |
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 | 478049 | 492584 | -468224 | -142305 | -582771 | -69916 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5638, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599235200000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759071546592, "expiration_time": 1763917632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1074050.7296116576, 1049157.4994123173, 24893.2301993401, 478347.0996533871, -28575.22134048, 506922.3209938671 ], [ 1074.05073, 1049.157499, 24.89323, 478.3471, -28.575221, 506.922321 ], [ 0.571507, 0.558261, 0.013246, 0.093428, -0.017905, 0.095997 ], [ 221.8076, 221.8076, 221.8076, 221.8076, 221.8076, 221.8076 ], [ -133892, -89736, -104202, -891040, -961728, -424996 ], [ 2.948149, 5.029778, 1.085553, 1.140357, 0.985189, 1.342806 ], [ 84, 42, 42, 84, 42, 42 ], [ 37, 17, 20, 37, 17, 20 ], [ 47, 25, 22, 47, 25, 22 ], [ 44.047619, 40.47619, 47.619048, 44.047619, 40.47619, 47.619048 ], [ 3.744946, 7.396732, 1.194109, 1.448561, 1.448807, 1.477086 ], [ 737426, 737426, 61231, 714055, 714055, 453663 ], [ -66248, -25528, -66248, -315836, -204815, -315836 ], [ 65, 54, 77, 65, 54, 77 ], [ 105, 81, 126, 105, 81, 126 ], [ 34, 36, 32, 34, 36, 32 ], [ 5538, 2295, 3242, 5538, 2295, 3242 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478049, 492584, -468224, -142305, -582771, -69916 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5638, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599235200000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759071546592, "expiration_time": 1763917632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|