Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1060003.6572 | -44129.0815 | -1015874.5757 | 55369.8975 | -2606999.137 | 2662369.0345 |
Total P&L (%) | -1060.0037 | -44.1291 | -1015.8746 | 55.3699 | -2606.9991 | 2662.369 |
Avg Daily Profit (%) | -0.5619 | -0.0234 | -0.5385 | 0.0234 | 0 | 0.1761 |
Buy And Hold Return (%) | 340.0824 | 340.0824 | 340.0824 | 340.0824 | 340.0824 | 340.0824 |
Max Trade Drawdown | -1172673 | -161579 | -1051489 | -3724787 | -3480843 | -1547457 |
Profit Factor | 0.2909 | 0.8471 | 0.1578 | 1.0082 | 0.3911 | 2.0607 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 18 | 21 | 37 | 17 | 20 |
Losing Trades | 21 | 12 | 9 | 23 | 13 | 10 |
Profitability (%) | 65 | 60 | 70 | 61.6667 | 56.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1566 | 0.5648 | 0.0676 | 0.6267 | 0.2991 | 1.0303 |
Largest Winning Trade | 48783 | 48783 | 23108 | 2969911 | 480774 | 2969911 |
Largest Losing Trade | -767048 | -59428 | -767048 | -2271935 | -2271935 | -1326630 |
Avg Bars in Trades | 89 | 108 | 70 | 89 | 108 | 70 |
Avg Bars in Winners | 34 | 39 | 30 | 49 | 53 | 45 |
Avg Bars in Losers | 191 | 211 | 164 | 154 | 181 | 119 |
Bars Traded | 5369 | 3259 | 2110 | 5369 | 3259 | 2110 |
Profit Streak | 86.5305 | 86.5305 | 129.8639 | 86.5305 | 86.5305 | 129.8639 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750838 | -578165 | -576881 | -711152 | -578598 | 507733 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5659, "evaluation_days": 1886.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1600646400000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759668237791, "expiration_time": 1764540576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 138, "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": [ [ -1060003.6572012426, -44129.0814640177, -1015874.575737225, 55369.8975061862, -2606999.137042406, 2662369.034548592 ], [ -1060.003657, -44.129081, -1015.874576, 55.369898, -2606.999137, 2662.369035 ], [ -0.56194, -0.023394, -0.538546, 0.023362, 0, 0.176088 ], [ 340.082379, 340.082379, 340.082379, 340.082379, 340.082379, 340.082379 ], [ -1172673, -161579, -1051489, -3724787, -3480843, -1547457 ], [ 0.290909, 0.847136, 0.157786, 1.008153, 0.391067, 2.060683 ], [ 60, 30, 30, 60, 30, 30 ], [ 39, 18, 21, 37, 17, 20 ], [ 21, 12, 9, 23, 13, 10 ], [ 65, 60, 70, 61.666667, 56.666667, 66.666667 ], [ 0.156643, 0.564757, 0.067622, 0.62669, 0.299051, 1.030341 ], [ 48783, 48783, 23108, 2969911, 480774, 2969911 ], [ -767048, -59428, -767048, -2271935, -2271935, -1326630 ], [ 89, 108, 70, 89, 108, 70 ], [ 34, 39, 30, 49, 53, 45 ], [ 191, 211, 164, 154, 181, 119 ], [ 5369, 3259, 2110, 5369, 3259, 2110 ], [ 86.53053, 86.53053, 129.863863, 86.53053, 86.53053, 129.863863 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -750838, -578165, -576881, -711152, -578598, 507733 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5659, "evaluation_days": 1886.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1600646400000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759668237791, "expiration_time": 1764540576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 138, "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) |
---|