| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -923757.0427 | 31250.6883 | -955007.731 | 635351.2248 | -5076884.2942 | 5712235.519 |
| Total P&L (%) | -923.757 | 31.2507 | -955.0077 | 635.3512 | -5076.8843 | 5712.2355 |
| Avg Daily Profit (%) | -0.4887 | 0.0165 | -0.5052 | 0.1056 | 0 | 0.2151 |
| Buy And Hold Return (%) | 306.096 | 306.096 | 306.096 | 306.096 | 306.096 | 306.096 |
| Max Trade Drawdown | -1139645 | -158933 | -1034200 | -7963689 | -6985272 | -2372687 |
| Profit Factor | 0.3851 | 1.1122 | 0.2195 | 1.0473 | 0.376 | 2.0798 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 39 | 18 | 21 | 39 | 17 | 22 |
| Losing Trades | 22 | 13 | 9 | 22 | 14 | 8 |
| Profitability (%) | 63.9344 | 58.0645 | 70 | 63.9344 | 54.8387 | 73.3333 |
| Ratio Avg Win / Avg Loss | 0.2172 | 0.8032 | 0.0941 | 0.5908 | 0.3097 | 0.7563 |
| Largest Winning Trade | 79176 | 79176 | 28930 | 5261397 | 1103710 | 5261397 |
| Largest Losing Trade | -703209 | -58338 | -703209 | -4890899 | -4890899 | -2084356 |
| Avg Bars in Trades | 181 | 209 | 153 | 181 | 209 | 153 |
| Avg Bars in Winners | 92 | 104 | 83 | 109 | 115 | 105 |
| Avg Bars in Losers | 339 | 354 | 317 | 309 | 322 | 285 |
| Bars Traded | 11079 | 6480 | 4599 | 11079 | 6480 | 4599 |
| Profit Streak | 91.645 | 91.645 | 135.645 | 91.645 | 91.645 | 135.645 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -743484 | -432998 | -576881 | -390820 | -578830 | 492185 |
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11342,
"evaluation_days": 1890.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599724800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760023724168,
"expiration_time": 1764910944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 194,
"offset": 45,
"poles": 3
}
}
} {
"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": [
[
-923757.0426683795,
31250.6883368335,
-955007.7310052129,
635351.2248402163,
-5076884.294155696,
5712235.518995914
],
[
-923.757043,
31.250688,
-955.007731,
635.351225,
-5076.884294,
5712.235519
],
[
-0.488675,
0.016532,
-0.505207,
0.105602,
0,
0.215143
],
[
306.095979,
306.095979,
306.095979,
306.095979,
306.095979,
306.095979
],
[
-1139645,
-158933,
-1034200,
-7963689,
-6985272,
-2372687
],
[
0.385081,
1.112156,
0.219513,
1.04732,
0.376027,
2.079771
],
[
61,
31,
30,
61,
31,
30
],
[
39,
18,
21,
39,
17,
22
],
[
22,
13,
9,
22,
14,
8
],
[
63.934426,
58.064516,
70,
63.934426,
54.83871,
73.333333
],
[
0.217225,
0.803224,
0.094077,
0.590796,
0.309669,
0.756281
],
[
79176,
79176,
28930,
5261397,
1103710,
5261397
],
[
-703209,
-58338,
-703209,
-4890899,
-4890899,
-2084356
],
[
181,
209,
153,
181,
209,
153
],
[
92,
104,
83,
109,
115,
105
],
[
339,
354,
317,
309,
322,
285
],
[
11079,
6480,
4599,
11079,
6480,
4599
],
[
91.644956,
91.644956,
135.644956,
91.644956,
91.644956,
135.644956
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-743484,
-432998,
-576881,
-390820,
-578830,
492185
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11342,
"evaluation_days": 1890.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599724800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760023724168,
"expiration_time": 1764910944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 194,
"offset": 45,
"poles": 3
}
}
}
| # | 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) |
|---|