Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571598.6978 | 1478242.7155 | 93355.9823 | 2916157.3351 | 1292902.2991 | 1623255.036 |
Total P&L (%) | 1571.5987 | 1478.2427 | 93.356 | 2916.1573 | 1292.9023 | 1623.255 |
Avg Daily Profit (%) | 0.8371 | 0.7874 | 0.0497 | 0.1816 | 0.1404 | 0.1518 |
Buy And Hold Return (%) | 234.5906 | 234.5906 | 234.5906 | 234.5906 | 234.5906 | 234.5906 |
Max Trade Drawdown | -102380 | -77106 | -51364 | -4591125 | -3717184 | -2026299 |
Profit Factor | 4.2014 | 6.3035 | 1.44 | 1.2002 | 1.1495 | 1.2743 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 29.4118 | 20.9302 | 38.0952 | 29.4118 | 20.9302 | 38.0952 |
Ratio Avg Win / Avg Loss | 10.0834 | 23.8134 | 2.34 | 2.8805 | 4.3426 | 2.0708 |
Largest Winning Trade | 1215783 | 1215783 | 57752 | 2027494 | 2027494 | 1154590 |
Largest Losing Trade | -19009 | -17128 | -19009 | -556172 | -556172 | -506875 |
Avg Bars in Trades | 64 | 51 | 77 | 64 | 51 | 77 |
Avg Bars in Winners | 160 | 164 | 158 | 160 | 164 | 158 |
Avg Bars in Losers | 23 | 21 | 27 | 23 | 21 | 27 |
Bars Traded | 5455 | 2201 | 3254 | 5455 | 2201 | 3254 |
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 | 362299 | -26580 | -294815 | -1677 | -108843 | 144845 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5632, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599753600000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758887571555, "expiration_time": 1763739648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 107, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 11, "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": [ [ 1571598.6978019245, 1478242.715473865, 93355.9823280595, 2916157.33506029, 1292902.2990589696, 1623255.0360013223 ], [ 1571.598698, 1478.242715, 93.355982, 2916.157335, 1292.902299, 1623.255036 ], [ 0.837146, 0.787418, 0.049728, 0.181623, 0.140403, 0.151756 ], [ 234.590583, 234.590583, 234.590583, 234.590583, 234.590583, 234.590583 ], [ -102380, -77106, -51364, -4591125, -3717184, -2026299 ], [ 4.201421, 6.303539, 1.439987, 1.200213, 1.149502, 1.274327 ], [ 85, 43, 42, 85, 43, 42 ], [ 25, 9, 16, 25, 9, 16 ], [ 60, 34, 26, 60, 34, 26 ], [ 29.411765, 20.930233, 38.095238, 29.411765, 20.930233, 38.095238 ], [ 10.08341, 23.813371, 2.339979, 2.880511, 4.342562, 2.070782 ], [ 1215783, 1215783, 57752, 2027494, 2027494, 1154590 ], [ -19009, -17128, -19009, -556172, -556172, -506875 ], [ 64, 51, 77, 64, 51, 77 ], [ 160, 164, 158, 160, 164, 158 ], [ 23, 21, 27, 23, 21, 27 ], [ 5455, 2201, 3254, 5455, 2201, 3254 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362299, -26580, -294815, -1677, -108843, 144845 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5632, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599753600000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758887571555, "expiration_time": 1763739648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 107, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 11, "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) |
---|