| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1397609.075 | 1302317.8518 | 95291.2232 | 2846118.6466 | 1932610.8673 | 913507.7792 |
| Total P&L (%) | 1397.6091 | 1302.3179 | 95.2912 | 2846.1186 | 1932.6109 | 913.5078 |
| Avg Daily Profit (%) | 0.7434 | 0.6927 | 0.0507 | 0.1801 | 0.1603 | 0.1233 |
| Buy And Hold Return (%) | 312.8401 | 312.8401 | 312.8401 | 312.8401 | 312.8401 | 312.8401 |
| Max Trade Drawdown | -81867 | -67391 | -61503 | -4136850 | -2333236 | -3325962 |
| Profit Factor | 3.3853 | 6.4844 | 1.2735 | 1.1454 | 1.2478 | 1.0776 |
| Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
| Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
| Profitability (%) | 40.8759 | 39.1304 | 42.6471 | 40.8759 | 39.1304 | 42.6471 |
| Ratio Avg Win / Avg Loss | 4.8966 | 10.0868 | 1.7126 | 1.6567 | 1.941 | 1.4492 |
| Largest Winning Trade | 1001713 | 1001713 | 42702 | 1877370 | 1778469 | 1877370 |
| Largest Losing Trade | -39837 | -27934 | -39837 | -1646358 | -1156379 | -1646358 |
| Avg Bars in Trades | 52 | 56 | 48 | 52 | 56 | 48 |
| Avg Bars in Winners | 84 | 97 | 72 | 84 | 97 | 72 |
| Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
| Bars Traded | 7240 | 3924 | 3316 | 7240 | 3924 | 3316 |
| 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 | 509898 | -87485 | -402286 | -54800 | -98158 | -278723 |
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7520,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759120194997,
"expiration_time": 1763976960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 173,
"offset": 0,
"std": 3.84443
}
}
} {
"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": [
[
1397609.074975752,
1302317.8517599634,
95291.2232157887,
2846118.6465597465,
1932610.8673395922,
913507.7792201535
],
[
1397.609075,
1302.317852,
95.291223,
2846.118647,
1932.610867,
913.507779
],
[
0.743409,
0.692722,
0.050687,
0.180113,
0.160336,
0.123268
],
[
312.840136,
312.840136,
312.840136,
312.840136,
312.840136,
312.840136
],
[
-81867,
-67391,
-61503,
-4136850,
-2333236,
-3325962
],
[
3.385336,
6.484386,
1.273466,
1.145394,
1.247775,
1.077578
],
[
137,
69,
68,
137,
69,
68
],
[
56,
27,
29,
56,
27,
29
],
[
81,
42,
39,
81,
42,
39
],
[
40.875912,
39.130435,
42.647059,
40.875912,
39.130435,
42.647059
],
[
4.896647,
10.086823,
1.712592,
1.656731,
1.940983,
1.449157
],
[
1001713,
1001713,
42702,
1877370,
1778469,
1877370
],
[
-39837,
-27934,
-39837,
-1646358,
-1156379,
-1646358
],
[
52,
56,
48,
52,
56,
48
],
[
84,
97,
72,
84,
97,
72
],
[
30,
30,
31,
30,
30,
31
],
[
7240,
3924,
3316,
7240,
3924,
3316
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
509898,
-87485,
-402286,
-54800,
-98158,
-278723
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7520,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1602028800000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759120194997,
"expiration_time": 1763976960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 173,
"offset": 0,
"std": 3.84443
}
}
}
| # | 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) |
|---|