Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -713219.6023 | 27290.4471 | -740510.0494 | -102921.237 | 3492043.8494 | -3594965.0863 |
Total P&L (%) | -713.2196 | 27.2904 | -740.51 | -102.9212 | 3492.0438 | -3594.9651 |
Avg Daily Profit (%) | -0.3784 | 0.0145 | -0.3928 | 0 | 0.1902 | 0 |
Buy And Hold Return (%) | 310.9297 | 310.9297 | 310.9297 | 310.9297 | 310.9297 | 310.9297 |
Max Trade Drawdown | -891772 | -150305 | -859370 | -4947144 | -633404 | -5301598 |
Profit Factor | 0.5803 | 1.0579 | 0.3971 | 0.9901 | 2.3065 | 0.5328 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 132 | 62 | 70 | 119 | 64 | 55 |
Losing Trades | 62 | 35 | 27 | 75 | 33 | 42 |
Profitability (%) | 68.0412 | 63.9175 | 72.1649 | 61.3402 | 65.9794 | 56.701 |
Ratio Avg Win / Avg Loss | 0.2726 | 0.5972 | 0.1532 | 0.624 | 1.1893 | 0.4069 |
Largest Winning Trade | 35483 | 35483 | 24145 | 2325243 | 2325243 | 1034211 |
Largest Losing Trade | -322999 | -66531 | -322999 | -3963957 | -375265 | -3963957 |
Avg Bars in Trades | 19 | 20 | 17 | 19 | 20 | 17 |
Avg Bars in Winners | 9 | 8 | 9 | 17 | 18 | 16 |
Avg Bars in Losers | 40 | 41 | 39 | 21 | 23 | 19 |
Bars Traded | 3732 | 1989 | 1743 | 3732 | 1989 | 1743 |
Profit Streak | 0 | 0 | 0 | 34.0293 | 34.0293 | 39.5293 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577145 | -495964 | -577644 | -577020 | 507871 | -579379 |
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{ "first_band": { "type": "dema", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ -713219.6023322294, 27290.4471066912, -740510.0494389205, -102921.2369660226, 3492043.849375972, -3594965.0863419995 ], [ -713.219602, 27.290447, -740.510049, -102.921237, 3492.043849, -3594.965086 ], [ -0.378366, 0.014478, -0.392844, 0, 0.19017, 0 ], [ 310.929737, 310.929737, 310.929737, 310.929737, 310.929737, 310.929737 ], [ -891772, -150305, -859370, -4947144, -633404, -5301598 ], [ 0.580284, 1.05793, 0.397076, 0.990073, 2.306548, 0.532812 ], [ 194, 97, 97, 194, 97, 97 ], [ 132, 62, 70, 119, 64, 55 ], [ 62, 35, 27, 75, 33, 42 ], [ 68.041237, 63.917526, 72.164948, 61.340206, 65.979381, 56.701031 ], [ 0.272558, 0.597219, 0.153158, 0.623995, 1.189314, 0.406875 ], [ 35483, 35483, 24145, 2325243, 2325243, 1034211 ], [ -322999, -66531, -322999, -3963957, -375265, -3963957 ], [ 19, 20, 17, 19, 20, 17 ], [ 9, 8, 9, 17, 18, 16 ], [ 40, 41, 39, 21, 23, 19 ], [ 3732, 1989, 1743, 3732, 1989, 1743 ], [ 0, 0, 0, 34.029326, 34.029326, 39.529326 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577145, -495964, -577644, -577020, 507871, -579379 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3770, "evaluation_days": 1885, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1597881600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759538533765, "expiration_time": 1764378720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|