Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733014.1438 | 733346.1288 | -331.9849 | 271630.6839 | 12560.5324 | 259070.1515 |
Total P&L (%) | 733.0141 | 733.3461 | -0.332 | 271.6307 | 12.5605 | 259.0702 |
Avg Daily Profit (%) | 0.3907 | 0.3909 | -0.0002 | 0.07 | 0.0063 | 0.0682 |
Buy And Hold Return (%) | 300.4858 | 300.4858 | 300.4858 | 300.4858 | 300.4858 | 300.4858 |
Max Trade Drawdown | -89322 | -123241 | -153963 | -359597 | -470999 | -134271 |
Profit Factor | 2.1984 | 3.5154 | 0.999 | 1.1635 | 1.0115 | 1.4546 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 38.7097 | 50 | 44.4444 | 38.7097 | 50 |
Ratio Avg Win / Avg Loss | 2.7481 | 5.566 | 0.999 | 1.4544 | 1.6016 | 1.4546 |
Largest Winning Trade | 435432 | 435432 | 55460 | 281989 | 281989 | 143266 |
Largest Losing Trade | -64296 | -36750 | -64296 | -217394 | -217394 | -72625 |
Avg Bars in Trades | 56 | 63 | 49 | 56 | 63 | 49 |
Avg Bars in Winners | 78 | 88 | 70 | 78 | 88 | 70 |
Avg Bars in Losers | 38 | 47 | 27 | 38 | 47 | 27 |
Bars Traded | 3535 | 1967 | 1568 | 3535 | 1967 | 1568 |
Profit Streak | 0 | 172.7822 | 0 | 0 | 172.7822 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143546 | 322620 | -580810 | -459336 | -560390 | -266701 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1603108800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758912386149, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 74, "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": [ [ 733014.1438278434, 733346.1287715182, -331.9849436748, 271630.6838859259, 12560.5324290345, 259070.1514568914 ], [ 733.014144, 733.346129, -0.331985, 271.630684, 12.560532, 259.070151 ], [ 0.390732, 0.390909, -0.000177, 0.069999, 0.006307, 0.068165 ], [ 300.485764, 300.485764, 300.485764, 300.485764, 300.485764, 300.485764 ], [ -89322, -123241, -153963, -359597, -470999, -134271 ], [ 2.198445, 3.515369, 0.998963, 1.163528, 1.011511, 1.454597 ], [ 63, 31, 32, 63, 31, 32 ], [ 28, 12, 16, 28, 12, 16 ], [ 35, 19, 16, 35, 19, 16 ], [ 44.444444, 38.709677, 50, 44.444444, 38.709677, 50 ], [ 2.748056, 5.566001, 0.998963, 1.45441, 1.601559, 1.454597 ], [ 435432, 435432, 55460, 281989, 281989, 143266 ], [ -64296, -36750, -64296, -217394, -217394, -72625 ], [ 56, 63, 49, 56, 63, 49 ], [ 78, 88, 70, 78, 88, 70 ], [ 38, 47, 27, 38, 47, 27 ], [ 3535, 1967, 1568, 3535, 1967, 1568 ], [ 0, 172.782247, 0, 0, 172.782247, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143546, 322620, -580810, -459336, -560390, -266701 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1603108800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758912386149, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 74, "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) |
---|