Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790381.4382 | 790716.2926 | -334.8544 | 279879.7791 | 307373.997 | -27494.2179 |
Total P&L (%) | 790.3814 | 790.7163 | -0.3349 | 279.8798 | 307.374 | -27.4942 |
Avg Daily Profit (%) | 0.4187 | 0.4189 | -0.0002 | 0.0707 | 0.0744 | -0.017 |
Buy And Hold Return (%) | 256.0878 | 256.0878 | 256.0878 | 256.0878 | 256.0878 | 256.0878 |
Max Trade Drawdown | -223065 | -218063 | -38045 | -4122295 | -3998046 | -424796 |
Profit Factor | 1.985 | 2.2349 | 0.9979 | 1.0332 | 1.0435 | 0.9797 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 40.5797 | 34.9515 | 46.1538 | 40.5797 | 34.9515 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.9066 | 4.1593 | 1.1643 | 1.5129 | 1.942 | 1.143 |
Largest Winning Trade | 361507 | 361507 | 18096 | 3471299 | 3471299 | 172506 |
Largest Losing Trade | -38793 | -38793 | -12126 | -1554169 | -1554169 | -203568 |
Avg Bars in Trades | 107 | 206 | 8 | 107 | 206 | 8 |
Avg Bars in Winners | 153 | 345 | 9 | 153 | 345 | 9 |
Avg Bars in Losers | 75 | 131 | 7 | 75 | 131 | 7 |
Bars Traded | 22177 | 21286 | 890 | 22177 | 21286 | 890 |
Profit Streak | 13.3118 | 13.3118 | 15.7285 | 13.3118 | 13.3118 | 15.7285 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344373 | 201663 | -579535 | -419325 | -374174 | -579535 |
{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22651, "evaluation_days": 1887.58, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1597140000000, "last_datapoint_time": 1759831200000, "evaluation_time": 1759836539790, "expiration_time": 1765702339200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 61, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 26, "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": [ [ 790381.4381745809, 790716.2925935427, -334.8544189614, 279879.7791382186, 307373.9970206743, -27494.2178824559 ], [ 790.381438, 790.716293, -0.334854, 279.879779, 307.373997, -27.494218 ], [ 0.418727, 0.418905, -0.000177, 0.070734, 0.074438, -0.017031 ], [ 256.087782, 256.087782, 256.087782, 256.087782, 256.087782, 256.087782 ], [ -223065, -218063, -38045, -4122295, -3998046, -424796 ], [ 1.985012, 2.234869, 0.997934, 1.033215, 1.043452, 0.979671 ], [ 207, 103, 104, 207, 103, 104 ], [ 84, 36, 48, 84, 36, 48 ], [ 123, 67, 56, 123, 67, 56 ], [ 40.57971, 34.951456, 46.153846, 40.57971, 34.951456, 46.153846 ], [ 2.906625, 4.15934, 1.164256, 1.512922, 1.94198, 1.14295 ], [ 361507, 361507, 18096, 3471299, 3471299, 172506 ], [ -38793, -38793, -12126, -1554169, -1554169, -203568 ], [ 107, 206, 8, 107, 206, 8 ], [ 153, 345, 9, 153, 345, 9 ], [ 75, 131, 7, 75, 131, 7 ], [ 22177, 21286, 890, 22177, 21286, 890 ], [ 13.311803, 13.311803, 15.72847, 13.311803, 13.311803, 15.72847 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344373, 201663, -579535, -419325, -374174, -579535 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22651, "evaluation_days": 1887.58, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1597140000000, "last_datapoint_time": 1759831200000, "evaluation_time": 1759836539790, "expiration_time": 1765702339200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 61, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcu", "factors": { "length": 26, "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) |
---|