Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293497.9753 | 194581.8834 | 98916.0919 | 488404.2602 | 274314.971 | 214089.2892 |
Total P&L (%) | 293.498 | 194.5819 | 98.9161 | 488.4043 | 274.315 | 214.0893 |
Avg Daily Profit (%) | 0.2818 | 0.1868 | 0.095 | 0.1703 | 0.1268 | 0.1099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80027 | -48871 | -66989 | -692453 | -249106 | -448786 |
Profit Factor | 1.2596 | 1.3726 | 1.1627 | 1.1495 | 1.1742 | 1.1264 |
Total Trades | 654 | 327 | 327 | 654 | 327 | 327 |
Winning Trades | 289 | 134 | 155 | 289 | 134 | 155 |
Losing Trades | 365 | 193 | 172 | 365 | 193 | 172 |
Profitability (%) | 44.1896 | 40.9786 | 47.4006 | 44.1896 | 40.9786 | 47.4006 |
Ratio Avg Win / Avg Loss | 1.5909 | 1.9769 | 1.2902 | 1.4517 | 1.6912 | 1.25 |
Largest Winning Trade | 61389 | 61389 | 26548 | 200943 | 200943 | 96820 |
Largest Losing Trade | -21604 | -17965 | -21604 | -102913 | -79468 | -102913 |
Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Winners | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Losers | 30 | 29 | 32 | 30 | 29 | 32 |
Bars Traded | 24928 | 11947 | 12981 | 24928 | 11947 | 12981 |
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 | 375311 | 244544 | -107650 | -47605 | -53859 | -127547 |
{ "trading_pair": "MANA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668949200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758994527133, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 168, "offset": 0, "std": 3.3115 } } }
{ "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": [ [ 293497.9752527702, 194581.8833529902, 98916.0918997803, 488404.260187061, 274314.9710299531, 214089.2891571084 ], [ 293.497975, 194.581883, 98.916092, 488.40426, 274.314971, 214.089289 ], [ 0.281771, 0.186807, 0.094964, 0.170288, 0.126799, 0.109938 ], [ 10, 10, 10, 10, 10, 10 ], [ -80027, -48871, -66989, -692453, -249106, -448786 ], [ 1.259647, 1.372593, 1.162655, 1.149452, 1.174229, 1.126417 ], [ 654, 327, 327, 654, 327, 327 ], [ 289, 134, 155, 289, 134, 155 ], [ 365, 193, 172, 365, 193, 172 ], [ 44.189602, 40.978593, 47.400612, 44.189602, 40.978593, 47.400612 ], [ 1.590903, 1.976943, 1.290171, 1.45173, 1.69124, 1.249959 ], [ 61389, 61389, 26548, 200943, 200943, 96820 ], [ -21604, -17965, -21604, -102913, -79468, -102913 ], [ 38, 36, 39, 38, 36, 39 ], [ 47, 47, 47, 47, 47, 47 ], [ 30, 29, 32, 30, 29, 32 ], [ 24928, 11947, 12981, 24928, 11947, 12981 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375311, 244544, -107650, -47605, -53859, -127547 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668949200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758994527133, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 168, "offset": 0, "std": 3.3115 } } }
# | 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) |
---|