Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -466378.1718 | 126353.7578 | -592731.9297 | 5855966.1397 | -7394611.8461 | 13250577.9857 |
Total P&L (%) | -466.3782 | 126.3538 | -592.7319 | 5855.9661 | -7394.6118 | 13250.578 |
Avg Daily Profit (%) | -0.2486 | 0.0674 | -0.316 | 0.2181 | 0 | 0.2612 |
Buy And Hold Return (%) | 283.116 | 283.116 | 283.116 | 283.116 | 283.116 | 283.116 |
Max Trade Drawdown | -616244 | -106330 | -722780 | -7471718 | -9063946 | -1953075 |
Profit Factor | 0.5169 | 1.7793 | 0.2621 | 1.3808 | 0.4097 | 5.6485 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 59 | 28 | 31 | 51 | 24 | 27 |
Losing Trades | 22 | 13 | 9 | 30 | 17 | 13 |
Profitability (%) | 72.8395 | 68.2927 | 77.5 | 62.963 | 58.5366 | 67.5 |
Ratio Avg Win / Avg Loss | 0.1927 | 0.8261 | 0.0761 | 0.8123 | 0.2902 | 2.7196 |
Largest Winning Trade | 109472 | 109472 | 23401 | 10245903 | 990773 | 10245903 |
Largest Losing Trade | -457211 | -67195 | -457211 | -7084374 | -7084374 | -835815 |
Avg Bars in Trades | 43 | 48 | 37 | 43 | 48 | 37 |
Avg Bars in Winners | 19 | 21 | 18 | 24 | 18 | 29 |
Avg Bars in Losers | 106 | 107 | 105 | 75 | 90 | 55 |
Bars Traded | 3501 | 1990 | 1511 | 3501 | 1990 | 1511 |
Profit Streak | 102.9532 | 102.9532 | 107.4532 | 102.9532 | 102.9532 | 107.4532 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592267 | -264382 | -575755 | -5665 | -578241 | 740083 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1605657600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758927160566, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 208 } } }
{ "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": [ [ -466378.1718465185, 126353.7578245199, -592731.9296710384, 5855966.139650207, -7394611.84609916, 13250577.98574937 ], [ -466.378172, 126.353758, -592.73193, 5855.96614, -7394.611846, 13250.577986 ], [ -0.248602, 0.067353, -0.315955, 0.218093, 0, 0.261223 ], [ 283.116045, 283.116045, 283.116045, 283.116045, 283.116045, 283.116045 ], [ -616244, -106330, -722780, -7471718, -9063946, -1953075 ], [ 0.516913, 1.779313, 0.262108, 1.380833, 0.409669, 5.648481 ], [ 81, 41, 40, 81, 41, 40 ], [ 59, 28, 31, 51, 24, 27 ], [ 22, 13, 9, 30, 17, 13 ], [ 72.839506, 68.292683, 77.5, 62.962963, 58.536585, 67.5 ], [ 0.192747, 0.82611, 0.076096, 0.812255, 0.290182, 2.719639 ], [ 109472, 109472, 23401, 10245903, 990773, 10245903 ], [ -457211, -67195, -457211, -7084374, -7084374, -835815 ], [ 43, 48, 37, 43, 48, 37 ], [ 19, 21, 18, 24, 18, 29 ], [ 106, 107, 105, 75, 90, 55 ], [ 3501, 1990, 1511, 3501, 1990, 1511 ], [ 102.953247, 102.953247, 107.453247, 102.953247, 102.953247, 107.453247 ], [ 8, 4, 5, 8, 4, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -592267, -264382, -575755, -5665, -578241, 740083 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1605657600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758927160566, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 208 } } }
# | 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) |
---|