Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1681205.5571 | -97376.9498 | -1583828.6073 | -3599.8327 | -4740957.8894 | 4737358.0567 |
Total P&L (%) | -1681.2056 | -97.377 | -1583.8286 | -3.5998 | -4740.9579 | 4737.3581 |
Avg Daily Profit (%) | -0.8917 | -0.0517 | -0.8401 | -0.0019 | 0 | 0.206 |
Buy And Hold Return (%) | 294.6136 | 294.6136 | 294.6136 | 294.6136 | 294.6136 | 294.6136 |
Max Trade Drawdown | -1806444 | -182986 | -1634568 | -6598537 | -5971109 | -2623072 |
Profit Factor | 0.2369 | 0.7113 | 0.1512 | 0.9997 | 0.4245 | 1.8356 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 68 | 31 | 37 | 66 | 30 | 36 |
Losing Trades | 27 | 17 | 10 | 29 | 18 | 11 |
Profitability (%) | 71.5789 | 64.5833 | 78.7234 | 69.4737 | 62.5 | 76.5957 |
Ratio Avg Win / Avg Loss | 0.0941 | 0.3901 | 0.0409 | 0.4393 | 0.2547 | 0.5609 |
Largest Winning Trade | 22909 | 17007 | 22909 | 6041785 | 988068 | 6041785 |
Largest Losing Trade | -1259638 | -56411 | -1259638 | -3754557 | -3754557 | -2458735 |
Avg Bars in Trades | 58 | 65 | 51 | 58 | 65 | 51 |
Avg Bars in Winners | 24 | 25 | 23 | 34 | 34 | 33 |
Avg Bars in Losers | 143 | 138 | 151 | 113 | 118 | 107 |
Bars Traded | 5561 | 3164 | 2397 | 5561 | 3164 | 2397 |
Profit Streak | 64.1613 | 87.4946 | 64.1613 | 64.1613 | 87.4946 | 64.1613 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575861 | -577392 | -575587 | -576134 | -577662 | 493525 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5656, "evaluation_days": 1885.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759578736810, "expiration_time": 1764451584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 88, "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": [ [ -1681205.557050313, -97376.9497508939, -1583828.607299419, -3599.8326814484, -4740957.889417903, 4737358.056736453 ], [ -1681.205557, -97.37695, -1583.828607, -3.599833, -4740.957889, 4737.358057 ], [ -0.89173, -0.05165, -0.84008, -0.001945, 0, 0.205956 ], [ 294.613583, 294.613583, 294.613583, 294.613583, 294.613583, 294.613583 ], [ -1806444, -182986, -1634568, -6598537, -5971109, -2623072 ], [ 0.236946, 0.711286, 0.151208, 0.999741, 0.42452, 1.835623 ], [ 95, 48, 47, 95, 48, 47 ], [ 68, 31, 37, 66, 30, 36 ], [ 27, 17, 10, 29, 18, 11 ], [ 71.578947, 64.583333, 78.723404, 69.473684, 62.5, 76.595745 ], [ 0.094081, 0.39006, 0.040867, 0.43928, 0.254712, 0.560885 ], [ 22909, 17007, 22909, 6041785, 988068, 6041785 ], [ -1259638, -56411, -1259638, -3754557, -3754557, -2458735 ], [ 58, 65, 51, 58, 65, 51 ], [ 24, 25, 23, 34, 34, 33 ], [ 143, 138, 151, 113, 118, 107 ], [ 5561, 3164, 2397, 5561, 3164, 2397 ], [ 64.161306, 87.494639, 64.161306, 64.161306, 87.494639, 64.161306 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575861, -577392, -575587, -576134, -577662, 493525 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5656, "evaluation_days": 1885.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759578736810, "expiration_time": 1764451584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 88, "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) |
---|