| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1697579.9264 | 1697862.4394 | -282.513 | 283653.768 | 127360.0452 | 156293.7228 |
| Total P&L (%) | 1697.5799 | 1697.8624 | -0.2825 | 283.6538 | 127.36 | 156.2937 |
| Avg Daily Profit (%) | 0.9055 | 0.9056 | -0.0002 | 0.0717 | 0.0438 | 0.0502 |
| Buy And Hold Return (%) | 231.213 | 231.213 | 231.213 | 231.213 | 231.213 | 231.213 |
| Max Trade Drawdown | -95695 | -104057 | -21773 | -1549252 | -1701149 | -112939 |
| Profit Factor | 6.397 | 7.0375 | 0.9915 | 1.0893 | 1.0426 | 1.8438 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
| Profitability (%) | 45.4545 | 39.4737 | 51.2821 | 45.4545 | 39.4737 | 51.2821 |
| Ratio Avg Win / Avg Loss | 7.6764 | 10.7909 | 0.9419 | 1.3071 | 1.5986 | 1.7516 |
| Largest Winning Trade | 1737943 | 1737943 | 6559 | 1762948 | 1762948 | 73406 |
| Largest Losing Trade | -55349 | -55349 | -5199 | -717081 | -717081 | -28436 |
| Avg Bars in Trades | 279 | 561 | 4 | 279 | 561 | 4 |
| Avg Bars in Winners | 166 | 385 | 2 | 166 | 385 | 2 |
| Avg Bars in Losers | 373 | 676 | 7 | 373 | 676 | 7 |
| Bars Traded | 21526 | 21337 | 189 | 21526 | 21337 | 189 |
| Profit Streak | 92.5536 | 92.5536 | 164.887 | 92.5536 | 92.5536 | 164.887 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -24899 | 657516 | -579346 | -361364 | -476266 | -286702 |
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22497,
"evaluation_days": 1874.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1597147200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758813434630,
"expiration_time": 1764553622400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 7,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 62,
"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": [
[
1697579.9264309295,
1697862.439386009,
-282.5129550802,
283653.7680102392,
127360.0452448799,
156293.7227653589
],
[
1697.579926,
1697.862439,
-0.282513,
283.653768,
127.360045,
156.293723
],
[
0.905497,
0.905647,
-0.000151,
0.071746,
0.043822,
0.050214
],
[
231.213034,
231.213034,
231.213034,
231.213034,
231.213034,
231.213034
],
[
-95695,
-104057,
-21773,
-1549252,
-1701149,
-112939
],
[
6.397036,
7.037519,
0.991521,
1.089281,
1.042569,
1.843754
],
[
77,
38,
39,
77,
38,
39
],
[
35,
15,
20,
35,
15,
20
],
[
42,
23,
19,
42,
23,
19
],
[
45.454545,
39.473684,
51.282051,
45.454545,
39.473684,
51.282051
],
[
7.676443,
10.790863,
0.941945,
1.307138,
1.598606,
1.751566
],
[
1737943,
1737943,
6559,
1762948,
1762948,
73406
],
[
-55349,
-55349,
-5199,
-717081,
-717081,
-28436
],
[
279,
561,
4,
279,
561,
4
],
[
166,
385,
2,
166,
385,
2
],
[
373,
676,
7,
373,
676,
7
],
[
21526,
21337,
189,
21526,
21337,
189
],
[
92.553641,
92.553641,
164.886975,
92.553642,
92.553642,
164.886975
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-24899,
657516,
-579346,
-361364,
-476266,
-286702
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22497,
"evaluation_days": 1874.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1597147200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758813434630,
"expiration_time": 1764553622400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 7,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 62,
"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) |
|---|