Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245870.5261 | 172640.9824 | 73229.5437 | 247167.7928 | 124212.8737 | 122954.9192 |
Total P&L (%) | 245.8705 | 172.641 | 73.2295 | 247.1678 | 124.2129 | 122.9549 |
Avg Daily Profit (%) | 0.236 | 0.1657 | 0.0703 | 0.1196 | 0.0775 | 0.077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55533 | -52931 | -52579 | -128492 | -141586 | -85868 |
Profit Factor | 1.6019 | 1.7831 | 1.3894 | 1.2554 | 1.2379 | 1.2759 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 40 | 33.871 | 46.0317 | 40 | 33.871 | 46.0317 |
Ratio Avg Win / Avg Loss | 2.4028 | 3.4813 | 1.629 | 1.8831 | 2.4168 | 1.4959 |
Largest Winning Trade | 109589 | 109589 | 33159 | 176051 | 176051 | 99251 |
Largest Losing Trade | -18097 | -18097 | -16445 | -52742 | -41680 | -52742 |
Avg Bars in Trades | 197 | 188 | 206 | 197 | 188 | 206 |
Avg Bars in Winners | 322 | 338 | 311 | 322 | 338 | 311 |
Avg Bars in Losers | 113 | 112 | 116 | 113 | 112 | 116 |
Bars Traded | 24686 | 11701 | 12985 | 24686 | 11701 | 12985 |
Profit Streak | 32.9219 | 36.2135 | 32.9219 | 32.9219 | 36.2135 | 32.9219 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302373 | -149477 | -245014 | -35037 | -248787 | -237882 |
{ "trading_pair": "MANA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669636800000, "first_datapoint_time": 1670439600000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759640848561, "expiration_time": 1766116800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 46, "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": [ [ 245870.5260906317, 172640.9824160126, 73229.5436746192, 247167.7928388317, 124212.8736597228, 122954.919179109 ], [ 245.870526, 172.640982, 73.229544, 247.167793, 124.212874, 122.954919 ], [ 0.236035, 0.165735, 0.0703, 0.119556, 0.077543, 0.077002 ], [ 10, 10, 10, 10, 10, 10 ], [ -55533, -52931, -52579, -128492, -141586, -85868 ], [ 1.601878, 1.783113, 1.389413, 1.255409, 1.237898, 1.275928 ], [ 125, 62, 63, 125, 62, 63 ], [ 50, 21, 29, 50, 21, 29 ], [ 75, 41, 34, 75, 41, 34 ], [ 40, 33.870968, 46.031746, 40, 33.870968, 46.031746 ], [ 2.402817, 3.481316, 1.628967, 1.883114, 2.416848, 1.495915 ], [ 109589, 109589, 33159, 176051, 176051, 99251 ], [ -18097, -18097, -16445, -52742, -41680, -52742 ], [ 197, 188, 206, 197, 188, 206 ], [ 322, 338, 311, 322, 338, 311 ], [ 113, 112, 116, 113, 112, 116 ], [ 24686, 11701, 12985, 24686, 11701, 12985 ], [ 32.921858, 36.213525, 32.921858, 32.921858, 36.213525, 32.921858 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302373, -149477, -245014, -35037, -248787, -237882 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669636800000, "first_datapoint_time": 1670439600000, "last_datapoint_time": 1759636800000, "evaluation_time": 1759640848561, "expiration_time": 1766116800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 46, "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) |
---|