| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1094597.8082 | 1140767.8656 | -46170.0573 | 60743.0155 | 347214.4936 | -286471.478 |
| Total P&L (%) | 1094.5978 | 1140.7679 | -46.1701 | 60.743 | 347.2145 | -286.4715 |
| Avg Daily Profit (%) | 0.5835 | 0.6081 | -0.0246 | 0.0253 | 0.0799 | 0 |
| Buy And Hold Return (%) | 212.8821 | 212.8821 | 212.8821 | 212.8821 | 212.8821 | 212.8821 |
| Max Trade Drawdown | -194822 | -143769 | -62077 | -2295047 | -1566159 | -790878 |
| Profit Factor | 2.6755 | 3.6587 | 0.7941 | 1.0122 | 1.1066 | 0.8347 |
| Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
| Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
| Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
| Profitability (%) | 34.0426 | 30 | 38.0282 | 34.0426 | 30 | 38.0282 |
| Ratio Avg Win / Avg Loss | 5.1838 | 8.537 | 1.2941 | 1.9611 | 2.582 | 1.3602 |
| Largest Winning Trade | 1076466 | 1076466 | 29023 | 1262329 | 1262329 | 489726 |
| Largest Losing Trade | -39082 | -39082 | -30490 | -378254 | -378233 | -378254 |
| Avg Bars in Trades | 24 | 43 | 5 | 24 | 43 | 5 |
| Avg Bars in Winners | 39 | 84 | 5 | 39 | 84 | 5 |
| Avg Bars in Losers | 15 | 25 | 4 | 15 | 25 | 4 |
| Bars Traded | 3396 | 3028 | 368 | 3396 | 3028 | 368 |
| 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 | 346526 | -84993 | -670447 | -536429 | -300089 | -670447 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3752,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1599004800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758935900169,
"expiration_time": 1763577792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 55,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 3,
"offset": 0,
"std": 2.26074
}
}
} {
"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": [
[
1094597.808228758,
1140767.8655740118,
-46170.0573452533,
60743.0155300276,
347214.4935604697,
-286471.4780304416
],
[
1094.597808,
1140.767866,
-46.170057,
60.743016,
347.214494,
-286.471478
],
[
0.583474,
0.608085,
-0.024611,
0.025304,
0.079876,
0
],
[
212.882142,
212.882142,
212.882142,
212.882142,
212.882142,
212.882142
],
[
-194822,
-143769,
-62077,
-2295047,
-1566159,
-790878
],
[
2.675515,
3.658717,
0.794089,
1.01217,
1.10656,
0.834696
],
[
141,
70,
71,
141,
70,
71
],
[
48,
21,
27,
48,
21,
27
],
[
93,
49,
44,
93,
49,
44
],
[
34.042553,
30,
38.028169,
34.042553,
30,
38.028169
],
[
5.18381,
8.537007,
1.294071,
1.961078,
2.581972,
1.360245
],
[
1076466,
1076466,
29023,
1262329,
1262329,
489726
],
[
-39082,
-39082,
-30490,
-378254,
-378233,
-378254
],
[
24,
43,
5,
24,
43,
5
],
[
39,
84,
5,
39,
84,
5
],
[
15,
25,
4,
15,
25,
4
],
[
3396,
3028,
368,
3396,
3028,
368
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346526,
-84993,
-670447,
-536429,
-300089,
-670447
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3752,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1599004800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758935900169,
"expiration_time": 1763577792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 55,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 3,
"offset": 0,
"std": 2.26074
}
}
}
| # | 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) |
|---|