Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889065.2972 | 1021790.2874 | -132724.9902 | -65937.8298 | 114913.1046 | -180850.9344 |
Total P&L (%) | 889.0653 | 1021.7903 | -132.725 | -65.9378 | 114.9131 | -180.8509 |
Avg Daily Profit (%) | 0.471 | 0.5413 | -0.0703 | -0.057 | 0.0405 | 0 |
Buy And Hold Return (%) | 366.648 | 366.648 | 366.648 | 366.648 | 366.648 | 366.648 |
Max Trade Drawdown | -328471 | -215670 | -149589 | -2506559 | -2290094 | -520794 |
Profit Factor | 2.2411 | 3.3087 | 0.5152 | 0.988 | 1.0297 | 0.8901 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Losing Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Profitability (%) | 35.7143 | 47.619 | 23.8095 | 35.7143 | 47.619 | 23.8095 |
Ratio Avg Win / Avg Loss | 4.0339 | 3.6396 | 1.6488 | 1.7785 | 1.1327 | 2.8484 |
Largest Winning Trade | 889786 | 889786 | 42835 | 1634388 | 1634388 | 439208 |
Largest Losing Trade | -42959 | -42959 | -37023 | -772828 | -772828 | -296139 |
Avg Bars in Trades | 41 | 68 | 15 | 41 | 68 | 15 |
Avg Bars in Winners | 65 | 86 | 23 | 65 | 86 | 23 |
Avg Bars in Losers | 28 | 52 | 12 | 28 | 52 | 12 |
Bars Traded | 3515 | 2877 | 639 | 3515 | 2877 | 639 |
Profit Streak | 88.7523 | 177.7523 | 88.7523 | 88.7523 | 177.7523 | 88.7523 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 222919 | 520340 | -612182 | -582371 | -491904 | -612182 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3775, "evaluation_days": 1887.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759730602473, "expiration_time": 1764601200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 182, "offset": 0, "multiplier": 2.01665 } } }
{ "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": [ [ 889065.297170701, 1021790.2873610775, -132724.9901903767, -65937.8298170856, 114913.1045549534, -180850.934372039 ], [ 889.065297, 1021.790287, -132.72499, -65.93783, 114.913105, -180.850934 ], [ 0.471028, 0.541346, -0.070318, -0.057042, 0.040541, 0 ], [ 366.648021, 366.648021, 366.648021, 366.648021, 366.648021, 366.648021 ], [ -328471, -215670, -149589, -2506559, -2290094, -520794 ], [ 2.241065, 3.308733, 0.515242, 0.988042, 1.029708, 0.890126 ], [ 84, 42, 42, 84, 42, 42 ], [ 30, 20, 10, 30, 20, 10 ], [ 54, 22, 32, 54, 22, 32 ], [ 35.714286, 47.619048, 23.809524, 35.714286, 47.619048, 23.809524 ], [ 4.033917, 3.639606, 1.648776, 1.778475, 1.132679, 2.848404 ], [ 889786, 889786, 42835, 1634388, 1634388, 439208 ], [ -42959, -42959, -37023, -772828, -772828, -296139 ], [ 41, 68, 15, 41, 68, 15 ], [ 65, 86, 23, 65, 86, 23 ], [ 28, 52, 12, 28, 52, 12 ], [ 3515, 2877, 639, 3515, 2877, 639 ], [ 88.752343, 177.752343, 88.752343, 88.752343, 177.752343, 88.752343 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 222919, 520340, -612182, -582371, -491904, -612182 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3775, "evaluation_days": 1887.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759730602473, "expiration_time": 1764601200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 182, "offset": 0, "multiplier": 2.01665 } } }
# | 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) |
---|