Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1711702.0999 | -121080.7299 | -1590621.3699 | -21194.7553 | -4407300.5509 | 4386105.7957 |
Total P&L (%) | -1711.7021 | -121.0807 | -1590.6214 | -21.1948 | -4407.3006 | 4386.1058 |
Avg Daily Profit (%) | -0.9113 | -0.0645 | -0.8468 | -0.0127 | 0 | 0.2027 |
Buy And Hold Return (%) | 255.2354 | 255.2354 | 255.2354 | 255.2354 | 255.2354 | 255.2354 |
Max Trade Drawdown | -1816221 | -188102 | -1661901 | -6171548 | -5808130 | -2489637 |
Profit Factor | 0.2322 | 0.6635 | 0.1492 | 0.9982 | 0.4203 | 2.0115 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 162 | 78 | 84 | 142 | 68 | 74 |
Losing Trades | 45 | 25 | 20 | 65 | 35 | 30 |
Profitability (%) | 78.2609 | 75.7282 | 80.7692 | 68.599 | 66.0194 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.0645 | 0.2127 | 0.0355 | 0.4569 | 0.2164 | 0.8155 |
Largest Winning Trade | 9786 | 8989 | 9786 | 5650125 | 824667 | 5650125 |
Largest Losing Trade | -1314496 | -62508 | -1314496 | -3697387 | -3697387 | -2224662 |
Avg Bars in Trades | 26 | 32 | 20 | 26 | 32 | 20 |
Avg Bars in Winners | 7 | 7 | 7 | 10 | 10 | 11 |
Avg Bars in Losers | 93 | 108 | 75 | 60 | 74 | 44 |
Bars Traded | 5456 | 3301 | 2154 | 5456 | 3301 | 2154 |
Profit Streak | 59.6506 | 80.6506 | 59.6506 | 59.6506 | 80.6506 | 59.6506 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573981 | -575845 | -574920 | -575234 | -577381 | 494696 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5635, "evaluation_days": 1878.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1601107200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758987409104, "expiration_time": 1763828640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 154, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -1711702.09987709, -121080.7299357859, -1590621.369941304, -21194.7552773021, -4407300.550931999, 4386105.795654701 ], [ -1711.7021, -121.08073, -1590.62137, -21.194755, -4407.300551, 4386.105796 ], [ -0.911289, -0.064462, -0.846827, -0.01268, 0, 0.202703 ], [ 255.235374, 255.235374, 255.235374, 255.235374, 255.235374, 255.235374 ], [ -1816221, -188102, -1661901, -6171548, -5808130, -2489637 ], [ 0.232237, 0.66353, 0.149223, 0.998225, 0.420345, 2.011526 ], [ 207, 103, 104, 207, 103, 104 ], [ 162, 78, 84, 142, 68, 74 ], [ 45, 25, 20, 65, 35, 30 ], [ 78.26087, 75.728155, 80.769231, 68.599034, 66.019417, 71.153846 ], [ 0.06451, 0.21267, 0.035529, 0.456934, 0.216354, 0.815484 ], [ 9786, 8989, 9786, 5650125, 824667, 5650125 ], [ -1314496, -62508, -1314496, -3697387, -3697387, -2224662 ], [ 26, 32, 20, 26, 32, 20 ], [ 7, 7, 7, 10, 10, 11 ], [ 93, 108, 75, 60, 74, 44 ], [ 5456, 3301, 2154, 5456, 3301, 2154 ], [ 59.650568, 80.650568, 59.650568, 59.650568, 80.650568, 59.650568 ], [ 16, 8, 8, 16, 8, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573981, -575845, -574920, -575234, -577381, 494696 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5635, "evaluation_days": 1878.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1601107200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758987409104, "expiration_time": 1763828640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 154, "offset": 0, "scalar": 3 } } }
# | 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) |
---|