Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1833872.5404 | -114806.7865 | -1719065.7539 | -42936.1806 | -2793737.9366 | 2750801.756 |
Total P&L (%) | -1833.8725 | -114.8068 | -1719.0658 | -42.9362 | -2793.7379 | 2750.8018 |
Avg Daily Profit (%) | -0.977 | -0.0612 | -0.9159 | -0.0299 | 0 | 0.1786 |
Buy And Hold Return (%) | 278.9131 | 278.9131 | 278.9131 | 278.9131 | 278.9131 | 278.9131 |
Max Trade Drawdown | -1837052 | -154742 | -1727064 | -4885683 | -3811336 | -4390082 |
Profit Factor | 0.217 | 0.6173 | 0.1582 | 0.9962 | 0.423 | 1.4253 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 12 | 20 | 34 | 13 | 21 |
Losing Trades | 30 | 19 | 11 | 28 | 18 | 10 |
Profitability (%) | 51.6129 | 38.7097 | 64.5161 | 54.8387 | 41.9355 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.2034 | 0.9773 | 0.087 | 0.8204 | 0.5857 | 0.6787 |
Largest Winning Trade | 45848 | 35906 | 45848 | 3221557 | 629674 | 3221557 |
Largest Losing Trade | -1268007 | -42370 | -1268007 | -3549052 | -1532162 | -3549052 |
Avg Bars in Trades | 84 | 67 | 102 | 84 | 67 | 102 |
Avg Bars in Winners | 69 | 45 | 83 | 81 | 65 | 91 |
Avg Bars in Losers | 101 | 82 | 135 | 89 | 69 | 125 |
Bars Traded | 5265 | 2102 | 3163 | 5265 | 2102 | 3163 |
Profit Streak | 47.4319 | 96.7652 | 0 | 47.4319 | 96.7652 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738508 | -584649 | -578936 | -738090 | -583394 | 334730 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5631, "evaluation_days": 1877, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1602950400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758853316148, "expiration_time": 1763709984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 159, "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": [ [ -1833872.5404073712, -114806.7865320242, -1719065.7538753469, -42936.180577367, -2793737.936574586, 2750801.75599722 ], [ -1833.87254, -114.806787, -1719.065754, -42.936181, -2793.737937, 2750.801756 ], [ -0.977023, -0.061165, -0.915858, -0.029884, 0, 0.178646 ], [ 278.913132, 278.913132, 278.913132, 278.913132, 278.913132, 278.913132 ], [ -1837052, -154742, -1727064, -4885683, -3811336, -4390082 ], [ 0.216985, 0.617251, 0.158193, 0.996204, 0.423007, 1.425299 ], [ 62, 31, 31, 62, 31, 31 ], [ 32, 12, 20, 34, 13, 21 ], [ 30, 19, 11, 28, 18, 10 ], [ 51.612903, 38.709677, 64.516129, 54.83871, 41.935484, 67.741935 ], [ 0.203424, 0.977315, 0.087006, 0.820403, 0.585702, 0.678714 ], [ 45848, 35906, 45848, 3221557, 629674, 3221557 ], [ -1268007, -42370, -1268007, -3549052, -1532162, -3549052 ], [ 84, 67, 102, 84, 67, 102 ], [ 69, 45, 83, 81, 65, 91 ], [ 101, 82, 135, 89, 69, 125 ], [ 5265, 2102, 3163, 5265, 2102, 3163 ], [ 47.4319, 96.765233, 0, 47.4319, 96.765233, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -738508, -584649, -578936, -738090, -583394, 334730 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5631, "evaluation_days": 1877, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1602950400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758853316148, "expiration_time": 1763709984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 159, "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) |
---|