| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1665381.9096 | 1524823.8373 | 140558.0723 | 9436100.0003 | 5837231.2124 | 3598868.7879 |
| Total P&L (%) | 1665.3819 | 1524.8238 | 140.5581 | 9436.1 | 5837.2312 | 3598.8688 |
| Avg Daily Profit (%) | 0.8874 | 0.8125 | 0.0749 | 0.2432 | 0.2178 | 0.1926 |
| Buy And Hold Return (%) | 266.7898 | 266.7898 | 266.7898 | 266.7898 | 266.7898 | 266.7898 |
| Max Trade Drawdown | -56992 | -53529 | -34760 | -8366962 | -7182066 | -4711557 |
| Profit Factor | 5.4215 | 8.6747 | 1.7898 | 1.3109 | 1.3646 | 1.251 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
| Profitability (%) | 37.9747 | 32.5 | 43.5897 | 37.9747 | 32.5 | 43.5897 |
| Ratio Avg Win / Avg Loss | 8.8551 | 18.0168 | 2.3161 | 2.1412 | 2.8342 | 1.619 |
| Largest Winning Trade | 1192955 | 1192955 | 60692 | 5956726 | 5956726 | 4366866 |
| Largest Losing Trade | -19535 | -18100 | -19535 | -2750620 | -2271639 | -2750620 |
| Avg Bars in Trades | 67 | 53 | 82 | 67 | 53 | 82 |
| Avg Bars in Winners | 142 | 116 | 162 | 142 | 116 | 162 |
| Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
| Bars Traded | 5340 | 2128 | 3212 | 5340 | 2128 | 3212 |
| 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 | -15113 | 506568 | -257797 | -26285 | 108095 | 230314 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5630,
"evaluation_days": 1876.67,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1602691200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758837614359,
"expiration_time": 1763680320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
{
"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": [
[
1665381.909576531,
1524823.8372802408,
140558.0722962902,
9436100.000303019,
5837231.212385779,
3598868.787917237
],
[
1665.38191,
1524.823837,
140.558072,
9436.1,
5837.231212,
3598.868788
],
[
0.887413,
0.812516,
0.074898,
0.243155,
0.217847,
0.19258
],
[
266.789765,
266.789765,
266.789765,
266.789765,
266.789765,
266.789765
],
[
-56992,
-53529,
-34760,
-8366962,
-7182066,
-4711557
],
[
5.421462,
8.674733,
1.789751,
1.310936,
1.364605,
1.251009
],
[
79,
40,
39,
79,
40,
39
],
[
30,
13,
17,
30,
13,
17
],
[
49,
27,
22,
49,
27,
22
],
[
37.974684,
32.5,
43.589744,
37.974684,
32.5,
43.589744
],
[
8.855055,
18.016752,
2.316149,
2.141196,
2.83418,
1.618953
],
[
1192955,
1192955,
60692,
5956726,
5956726,
4366866
],
[
-19535,
-18100,
-19535,
-2750620,
-2271639,
-2750620
],
[
67,
53,
82,
67,
53,
82
],
[
142,
116,
162,
142,
116,
162
],
[
21,
22,
20,
21,
22,
20
],
[
5340,
2128,
3212,
5340,
2128,
3212
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-15113,
506568,
-257797,
-26285,
108095,
230314
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5630,
"evaluation_days": 1876.67,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1602691200000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758837614359,
"expiration_time": 1763680320000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|