Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775381.3966 | 784529.8014 | -9148.4049 | 281371.1416 | 94731.0121 | 186640.1295 |
Total P&L (%) | 775.3814 | 784.5298 | -9.1484 | 281.3711 | 94.731 | 186.6401 |
Avg Daily Profit (%) | 0.413 | 0.4179 | -0.0049 | 0.0713 | 0.0355 | 0.0561 |
Buy And Hold Return (%) | 265.6429 | 265.6429 | 265.6429 | 265.6429 | 265.6429 | 265.6429 |
Max Trade Drawdown | -128129 | -109674 | -148585 | -925214 | -975386 | -334060 |
Profit Factor | 2.0209 | 2.732 | 0.9702 | 1.0702 | 1.0333 | 1.1601 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 46.0784 | 47.0588 | 45.098 | 46.0784 | 47.0588 | 45.098 |
Ratio Avg Win / Avg Loss | 2.3649 | 3.0735 | 1.1811 | 1.2524 | 1.1625 | 1.4124 |
Largest Winning Trade | 473169 | 473169 | 42814 | 647331 | 647331 | 237912 |
Largest Losing Trade | -49008 | -49008 | -36169 | -528975 | -528975 | -140371 |
Avg Bars in Trades | 52 | 78 | 26 | 52 | 78 | 26 |
Avg Bars in Winners | 58 | 80 | 36 | 58 | 80 | 36 |
Avg Bars in Losers | 47 | 77 | 18 | 47 | 77 | 18 |
Bars Traded | 5360 | 4013 | 1347 | 5360 | 4013 | 1347 |
Profit Streak | 91.8283 | 95.8283 | 91.8283 | 91.8283 | 95.8283 | 91.8283 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385438 | -167880 | -759835 | -388175 | -674954 | -508863 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5632, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599379200000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758887568889, "expiration_time": 1763739648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 94, "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": [ [ 775381.396552906, 784529.8014133199, -9148.4048604137, 281371.1415572374, 94731.0120873648, 186640.1294698726 ], [ 775.381397, 784.529801, -9.148405, 281.371142, 94.731012, 186.640129 ], [ 0.413023, 0.417897, -0.004873, 0.071329, 0.035506, 0.056109 ], [ 265.642867, 265.642867, 265.642867, 265.642867, 265.642867, 265.642867 ], [ -128129, -109674, -148585, -925214, -975386, -334060 ], [ 2.0209, 2.731958, 0.970155, 1.070199, 1.033324, 1.160146 ], [ 102, 51, 51, 102, 51, 51 ], [ 47, 24, 23, 47, 24, 23 ], [ 55, 27, 28, 55, 27, 28 ], [ 46.078431, 47.058824, 45.098039, 46.078431, 47.058824, 45.098039 ], [ 2.364882, 3.073453, 1.181059, 1.252361, 1.162489, 1.412351 ], [ 473169, 473169, 42814, 647331, 647331, 237912 ], [ -49008, -49008, -36169, -528975, -528975, -140371 ], [ 52, 78, 26, 52, 78, 26 ], [ 58, 80, 36, 58, 80, 36 ], [ 47, 77, 18, 47, 77, 18 ], [ 5360, 4013, 1347, 5360, 4013, 1347 ], [ 91.828344, 95.828344, 91.828344, 91.828344, 95.828344, 91.828344 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385438, -167880, -759835, -388175, -674954, -508863 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5632, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599379200000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758887568889, "expiration_time": 1763739648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 94, "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) |
---|