| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1461751.7877 | -101604.9323 | -1360146.8554 | 104624.2784 | -3280212.9738 | 3384837.2522 |
| Total P&L (%) | -1461.7518 | -101.6049 | -1360.1469 | 104.6243 | -3280.213 | 3384.8373 |
| Avg Daily Profit (%) | -0.7726 | -0.0537 | -0.7189 | 0.0379 | 0 | 0.1879 |
| Buy And Hold Return (%) | 217.9406 | 217.9406 | 217.9406 | 217.9406 | 217.9406 | 217.9406 |
| Max Trade Drawdown | -1602846 | -191150 | -1448200 | -4809321 | -4372354 | -1669190 |
| Profit Factor | 0.2394 | 0.6728 | 0.1558 | 1.0126 | 0.3953 | 2.1677 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 72 | 33 | 39 | 68 | 31 | 37 |
| Losing Trades | 21 | 13 | 8 | 25 | 15 | 10 |
| Profitability (%) | 77.4194 | 71.7391 | 82.9787 | 73.1183 | 67.3913 | 78.7234 |
| Ratio Avg Win / Avg Loss | 0.0698 | 0.2651 | 0.032 | 0.3723 | 0.1913 | 0.5859 |
| Largest Winning Trade | 26777 | 20662 | 26777 | 3707913 | 409725 | 3707913 |
| Largest Losing Trade | -1113204 | -62538 | -1113204 | -3057334 | -3057334 | -1468652 |
| Avg Bars in Trades | 77 | 92 | 62 | 77 | 92 | 62 |
| Avg Bars in Winners | 24 | 23 | 25 | 35 | 34 | 37 |
| Avg Bars in Losers | 259 | 268 | 246 | 190 | 212 | 157 |
| Bars Traded | 7197 | 4246 | 2951 | 7197 | 4246 | 2951 |
| Profit Streak | 92.9593 | 92.9593 | 134.4593 | 92.9593 | 92.9593 | 134.4593 |
| Trades During Streak | 15 | 7 | 8 | 15 | 7 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574991 | -576359 | -575004 | -511254 | -576923 | 525549 |
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7568,
"evaluation_days": 1892,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760158883720,
"expiration_time": 1765044864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 244,
"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": [
[
-1461751.7876987134,
-101604.932293146,
-1360146.8554055672,
104624.2784393488,
-3280212.9737731344,
3384837.2522124853
],
[
-1461.751788,
-101.604932,
-1360.146855,
104.624278,
-3280.212974,
3384.837252
],
[
-0.772596,
-0.053702,
-0.718894,
0.037851,
0,
0.187862
],
[
217.940552,
217.940552,
217.940552,
217.940552,
217.940552,
217.940552
],
[
-1602846,
-191150,
-1448200,
-4809321,
-4372354,
-1669190
],
[
0.239357,
0.672842,
0.155799,
1.01257,
0.395304,
2.167725
],
[
93,
46,
47,
93,
46,
47
],
[
72,
33,
39,
68,
31,
37
],
[
21,
13,
8,
25,
15,
10
],
[
77.419355,
71.73913,
82.978723,
73.11828,
67.391304,
78.723404
],
[
0.069813,
0.265059,
0.031959,
0.372268,
0.191276,
0.585872
],
[
26777,
20662,
26777,
3707913,
409725,
3707913
],
[
-1113204,
-62538,
-1113204,
-3057334,
-3057334,
-1468652
],
[
77,
92,
62,
77,
92,
62
],
[
24,
23,
25,
35,
34,
37
],
[
259,
268,
246,
190,
212,
157
],
[
7197,
4246,
2951,
7197,
4246,
2951
],
[
92.959302,
92.959302,
134.459302,
92.959302,
92.959302,
134.459302
],
[
15,
7,
8,
15,
7,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574991,
-576359,
-575004,
-511254,
-576923,
525549
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7568,
"evaluation_days": 1892,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760158883720,
"expiration_time": 1765044864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 244,
"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) |
|---|