Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494571.7075 | 543010.9445 | -48439.237 | 27043.3904 | 645223.165 | -618179.7746 |
Total P&L (%) | 494.5717 | 543.0109 | -48.4392 | 27.0434 | 645.2232 | -618.1798 |
Avg Daily Profit (%) | 0.2638 | 0.2896 | -0.0258 | 0.0128 | 0.1072 | 0 |
Buy And Hold Return (%) | 207.0874 | 207.0874 | 207.0874 | 207.0874 | 207.0874 | 207.0874 |
Max Trade Drawdown | -233665 | -193765 | -76878 | -7862741 | -6244869 | -1620565 |
Profit Factor | 1.6659 | 1.941 | 0.7077 | 1.0026 | 1.0801 | 0.7326 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Profitability (%) | 52.1008 | 57.6271 | 46.6667 | 52.1008 | 57.6271 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.5315 | 1.4272 | 0.8088 | 0.9218 | 0.7942 | 0.8373 |
Largest Winning Trade | 302956 | 302956 | 19288 | 2734989 | 2734989 | 610943 |
Largest Losing Trade | -63232 | -63232 | -14807 | -2607651 | -2607651 | -1179213 |
Avg Bars in Trades | 185 | 364 | 9 | 185 | 364 | 9 |
Avg Bars in Winners | 138 | 242 | 10 | 138 | 242 | 10 |
Avg Bars in Losers | 237 | 530 | 9 | 237 | 530 | 9 |
Bars Traded | 22112 | 21516 | 596 | 22112 | 21516 | 596 |
Profit Streak | 81.4339 | 89.4339 | 81.4339 | 81.4339 | 89.4339 | 81.4339 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308581 | -166799 | -750418 | -559332 | -361248 | -750418 |
{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22497, "evaluation_days": 1874.75, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1597557600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758846287918, "expiration_time": 1764553622400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 1.97898 } } }
{ "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": [ [ 494571.7074707529, 543010.944489315, -48439.237018562, 27043.3903785104, 645223.1650073775, -618179.7746288644 ], [ 494.571707, 543.010944, -48.439237, 27.04339, 645.223165, -618.179775 ], [ 0.263807, 0.289644, -0.025838, 0.012768, 0.107192, 0 ], [ 207.087429, 207.087429, 207.087429, 207.087429, 207.087429, 207.087429 ], [ -233665, -193765, -76878, -7862741, -6244869, -1620565 ], [ 1.66585, 1.940985, 0.707671, 1.00261, 1.080138, 0.732617 ], [ 119, 59, 60, 119, 59, 60 ], [ 62, 34, 28, 62, 34, 28 ], [ 57, 25, 32, 57, 25, 32 ], [ 52.10084, 57.627119, 46.666667, 52.10084, 57.627119, 46.666667 ], [ 1.531507, 1.427195, 0.808767, 0.921754, 0.794219, 0.837277 ], [ 302956, 302956, 19288, 2734989, 2734989, 610943 ], [ -63232, -63232, -14807, -2607651, -2607651, -1179213 ], [ 185, 364, 9, 185, 364, 9 ], [ 138, 242, 10, 138, 242, 10 ], [ 237, 530, 9, 237, 530, 9 ], [ 22112, 21516, 596, 22112, 21516, 596 ], [ 81.433888, 89.433888, 81.433888, 81.433888, 89.433888, 81.433888 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308581, -166799, -750418, -559332, -361248, -750418 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22497, "evaluation_days": 1874.75, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1597557600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758846287918, "expiration_time": 1764553622400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 161, "offset": 0, "std": 1.97898 } } }
# | 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) |
---|