| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 274618.6376 | 493973.8 | -219355.1625 | 185553.8507 | 5311193.4691 | -5125639.6184 |
| Total P&L (%) | 274.6186 | 493.9738 | -219.3552 | 185.5539 | 5311.1935 | -5125.6396 |
| Avg Daily Profit (%) | 0.1464 | 0.2633 | -0.1169 | 0.0559 | 0.2129 | 0 |
| Buy And Hold Return (%) | 373.5708 | 373.5708 | 373.5708 | 373.5708 | 373.5708 | 373.5708 |
| Max Trade Drawdown | -366187 | -118201 | -302826 | -15904456 | -4085148 | -17487089 |
| Profit Factor | 1.1762 | 1.7975 | 0.7665 | 1.0028 | 1.2186 | 0.8745 |
| Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
| Winning Trades | 166 | 87 | 79 | 204 | 103 | 101 |
| Losing Trades | 219 | 106 | 113 | 181 | 90 | 91 |
| Profitability (%) | 43.1169 | 45.0777 | 41.1458 | 52.987 | 53.3679 | 52.6042 |
| Ratio Avg Win / Avg Loss | 1.5517 | 2.1901 | 1.0964 | 0.8898 | 1.0648 | 0.788 |
| Largest Winning Trade | 315753 | 315753 | 44180 | 9124687 | 2266170 | 9124687 |
| Largest Losing Trade | -251488 | -30627 | -251488 | -11856656 | -2366985 | -11856656 |
| Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
| Avg Bars in Winners | 18 | 18 | 19 | 13 | 15 | 11 |
| Avg Bars in Losers | 11 | 13 | 9 | 15 | 15 | 15 |
| Bars Traded | 5619 | 3034 | 2585 | 5619 | 3034 | 2585 |
| 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 | -189472 | -55115 | -581827 | -500384 | 320544 | -579712 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5629,
"evaluation_days": 1876.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1596700800000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758822338083,
"expiration_time": 1763650656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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": [
[
274618.6375576353,
493973.8000318228,
-219355.1624741866,
185553.8506814174,
5311193.469116885,
-5125639.6184354825
],
[
274.618638,
493.9738,
-219.355162,
185.553851,
5311.193469,
-5125.639618
],
[
0.146359,
0.263266,
-0.116906,
0.055937,
0.212932,
0
],
[
373.570837,
373.570837,
373.570837,
373.570837,
373.570837,
373.570837
],
[
-366187,
-118201,
-302826,
-15904456,
-4085148,
-17487089
],
[
1.176153,
1.797521,
0.766541,
1.002848,
1.218596,
0.874549
],
[
385,
193,
192,
385,
193,
192
],
[
166,
87,
79,
204,
103,
101
],
[
219,
106,
113,
181,
90,
91
],
[
43.116883,
45.07772,
41.145833,
52.987013,
53.367876,
52.604167
],
[
1.551672,
2.190083,
1.096445,
0.889782,
1.064793,
0.78796
],
[
315753,
315753,
44180,
9124687,
2266170,
9124687
],
[
-251488,
-30627,
-251488,
-11856656,
-2366985,
-11856656
],
[
14,
15,
13,
14,
15,
13
],
[
18,
18,
19,
13,
15,
11
],
[
11,
13,
9,
15,
15,
15
],
[
5619,
3034,
2585,
5619,
3034,
2585
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-189472,
-55115,
-581827,
-500384,
320544,
-579712
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5629,
"evaluation_days": 1876.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1596700800000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758822338083,
"expiration_time": 1763650656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"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) |
|---|