Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742333.5153 | 717711.2806 | 24622.2348 | 341067.7795 | 107902.7864 | 233164.9931 |
Total P&L (%) | 742.3335 | 717.7113 | 24.6222 | 341.0678 | 107.9028 | 233.165 |
Avg Daily Profit (%) | 0.3946 | 0.3815 | 0.0131 | 0.0789 | 0.0389 | 0.064 |
Buy And Hold Return (%) | 231.8501 | 231.8501 | 231.8501 | 231.8501 | 231.8501 | 231.8501 |
Max Trade Drawdown | -107222 | -117357 | -135730 | -415103 | -310184 | -172088 |
Profit Factor | 2.3609 | 3.8696 | 1.0834 | 1.2396 | 1.1295 | 1.3952 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 40 | 37.1429 | 42.8571 | 40 | 37.1429 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.5414 | 6.5486 | 1.4445 | 1.8594 | 1.9114 | 1.8603 |
Largest Winning Trade | 386708 | 386708 | 58012 | 315243 | 315243 | 170484 |
Largest Losing Trade | -79815 | -30596 | -79815 | -116657 | -116657 | -75162 |
Avg Bars in Trades | 158 | 144 | 171 | 158 | 144 | 171 |
Avg Bars in Winners | 254 | 242 | 264 | 254 | 242 | 264 |
Avg Bars in Losers | 93 | 85 | 102 | 93 | 85 | 102 |
Bars Traded | 11062 | 5047 | 6015 | 11062 | 5047 | 6015 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91400 | 306689 | -472747 | -208652 | -388726 | -272511 |
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11288, "evaluation_days": 1881.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599220800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759243511687, "expiration_time": 1764110016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 176, "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": [ [ 742333.5153477126, 717711.2805507118, 24622.2347970006, 341067.7794902978, 107902.7864007524, 233164.9930895453 ], [ 742.333515, 717.711281, 24.622235, 341.067779, 107.902786, 233.164993 ], [ 0.394579, 0.381491, 0.013088, 0.078913, 0.038911, 0.063989 ], [ 231.850117, 231.850117, 231.850117, 231.850117, 231.850117, 231.850117 ], [ -107222, -117357, -135730, -415103, -310184, -172088 ], [ 2.360922, 3.869633, 1.083364, 1.239598, 1.129456, 1.395202 ], [ 70, 35, 35, 70, 35, 35 ], [ 28, 13, 15, 28, 13, 15 ], [ 42, 22, 20, 42, 22, 20 ], [ 40, 37.142857, 42.857143, 40, 37.142857, 42.857143 ], [ 3.541383, 6.54861, 1.444485, 1.859397, 1.911387, 1.86027 ], [ 386708, 386708, 58012, 315243, 315243, 170484 ], [ -79815, -30596, -79815, -116657, -116657, -75162 ], [ 158, 144, 171, 158, 144, 171 ], [ 254, 242, 264, 254, 242, 264 ], [ 93, 85, 102, 93, 85, 102 ], [ 11062, 5047, 6015, 11062, 5047, 6015 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -91400, 306689, -472747, -208652, -388726, -272511 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11288, "evaluation_days": 1881.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599220800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759243511687, "expiration_time": 1764110016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 176, "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) |
---|