| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1501215.5516 | 1437106.2593 | 64109.2922 | 1848894.3624 | 779455.4818 | 1069438.8806 |
| Total P&L (%) | 1501.2156 | 1437.1063 | 64.1093 | 1848.8944 | 779.4555 | 1069.4389 |
| Avg Daily Profit (%) | 0.7963 | 0.7623 | 0.034 | 0.1576 | 0.1154 | 0.1305 |
| Buy And Hold Return (%) | 400.2969 | 400.2969 | 400.2969 | 400.2969 | 400.2969 | 400.2969 |
| Max Trade Drawdown | -76183 | -74866 | -52966 | -1594943 | -1405821 | -701159 |
| Profit Factor | 4.4032 | 6.985 | 1.319 | 1.2626 | 1.1744 | 1.4157 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
| Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
| Profitability (%) | 42.5 | 35 | 50 | 42.5 | 35 | 50 |
| Ratio Avg Win / Avg Loss | 5.9573 | 12.9721 | 1.319 | 1.7082 | 2.1811 | 1.4157 |
| Largest Winning Trade | 1246768 | 1246768 | 53918 | 1291252 | 1291252 | 848927 |
| Largest Losing Trade | -37159 | -28195 | -37159 | -612647 | -612647 | -426287 |
| Avg Bars in Trades | 66 | 88 | 44 | 66 | 88 | 44 |
| Avg Bars in Winners | 96 | 137 | 67 | 96 | 137 | 67 |
| Avg Bars in Losers | 44 | 62 | 21 | 44 | 62 | 21 |
| Bars Traded | 5332 | 3544 | 1788 | 5332 | 3544 | 1788 |
| Profit Streak | 83.1612 | 96.1612 | 83.1612 | 83.1612 | 96.1612 | 83.1612 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -7685 | 501792 | -312459 | -18762 | -78153 | -20390 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5656,
"evaluation_days": 1885.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759578728199,
"expiration_time": 1764451584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 123,
"offset": 0,
"a": 0.65384
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 141,
"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": [
[
1501215.551569748,
1437106.2593292124,
64109.2922405358,
1848894.3624310244,
779455.4818303391,
1069438.8806006848
],
[
1501.215552,
1437.106259,
64.109292,
1848.894362,
779.455482,
1069.438881
],
[
0.796261,
0.762257,
0.034004,
0.157648,
0.115385,
0.130519
],
[
400.296912,
400.296912,
400.296912,
400.296912,
400.296912,
400.296912
],
[
-76183,
-74866,
-52966,
-1594943,
-1405821,
-701159
],
[
4.403219,
6.984972,
1.318956,
1.262595,
1.174448,
1.415685
],
[
80,
40,
40,
80,
40,
40
],
[
34,
14,
20,
34,
14,
20
],
[
46,
26,
20,
46,
26,
20
],
[
42.5,
35,
50,
42.5,
35,
50
],
[
5.957296,
12.972091,
1.318956,
1.708217,
2.181117,
1.415685
],
[
1246768,
1246768,
53918,
1291252,
1291252,
848927
],
[
-37159,
-28195,
-37159,
-612647,
-612647,
-426287
],
[
66,
88,
44,
66,
88,
44
],
[
96,
137,
67,
96,
137,
67
],
[
44,
62,
21,
44,
62,
21
],
[
5332,
3544,
1788,
5332,
3544,
1788
],
[
83.161206,
96.161206,
83.161206,
83.161206,
96.161206,
83.161206
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-7685,
501792,
-312459,
-18762,
-78153,
-20390
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5656,
"evaluation_days": 1885.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759578728199,
"expiration_time": 1764451584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 123,
"offset": 0,
"a": 0.65384
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 141,
"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) |
|---|