| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1108589.1373 | -12675.2943 | -1095913.8429 | 321414.4538 | -3288839.8038 | 3610254.2576 |
| Total P&L (%) | -1108.5891 | -12.6753 | -1095.9138 | 321.4145 | -3288.8398 | 3610.2543 |
| Avg Daily Profit (%) | -0.5887 | -0.0067 | -0.582 | 0.0764 | 0 | 0.1921 |
| Buy And Hold Return (%) | 332.1221 | 332.1221 | 332.1221 | 332.1221 | 332.1221 | 332.1221 |
| Max Trade Drawdown | -1264752 | -138534 | -1186930 | -4237511 | -4153810 | -1859266 |
| Profit Factor | 0.2922 | 0.9507 | 0.1629 | 1.0376 | 0.4189 | 2.2514 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 61 | 30 | 31 | 59 | 28 | 31 |
| Losing Trades | 14 | 7 | 7 | 16 | 9 | 7 |
| Profitability (%) | 81.3333 | 81.0811 | 81.5789 | 78.6667 | 75.6757 | 81.5789 |
| Ratio Avg Win / Avg Loss | 0.0671 | 0.2218 | 0.0368 | 0.2814 | 0.1346 | 0.5084 |
| Largest Winning Trade | 19942 | 19942 | 14083 | 4025033 | 347923 | 4025033 |
| Largest Losing Trade | -960835 | -61775 | -960835 | -2726955 | -2726955 | -1798262 |
| Avg Bars in Trades | 71 | 83 | 58 | 71 | 83 | 58 |
| Avg Bars in Winners | 23 | 22 | 23 | 31 | 28 | 34 |
| Avg Bars in Losers | 280 | 345 | 216 | 218 | 256 | 168 |
| Bars Traded | 5342 | 3102 | 2240 | 5342 | 3102 | 2240 |
| Profit Streak | 164.2813 | 164.2813 | 262.6146 | 164.2813 | 164.2813 | 262.6146 |
| Trades During Streak | 13 | 6 | 8 | 13 | 6 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -636133 | -575338 | -575259 | -493164 | -576004 | 539885 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5649,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1603411200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759387504056,
"expiration_time": 1764243936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 234,
"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": [
[
-1108589.1372597762,
-12675.2943435932,
-1095913.8429161836,
321414.4537826512,
-3288839.803835844,
3610254.2576184957
],
[
-1108.589137,
-12.675294,
-1095.913843,
321.414454,
-3288.839804,
3610.254258
],
[
-0.588736,
-0.006731,
-0.582004,
0.07642,
0,
0.192095
],
[
332.122113,
332.122113,
332.122113,
332.122113,
332.122113,
332.122113
],
[
-1264752,
-138534,
-1186930,
-4237511,
-4153810,
-1859266
],
[
0.292211,
0.950691,
0.162921,
1.037617,
0.418886,
2.251429
],
[
75,
37,
38,
75,
37,
38
],
[
61,
30,
31,
59,
28,
31
],
[
14,
7,
7,
16,
9,
7
],
[
81.333333,
81.081081,
81.578947,
78.666667,
75.675676,
81.578947
],
[
0.067065,
0.221828,
0.036789,
0.281388,
0.134642,
0.508387
],
[
19942,
19942,
14083,
4025033,
347923,
4025033
],
[
-960835,
-61775,
-960835,
-2726955,
-2726955,
-1798262
],
[
71,
83,
58,
71,
83,
58
],
[
23,
22,
23,
31,
28,
34
],
[
280,
345,
216,
218,
256,
168
],
[
5342,
3102,
2240,
5342,
3102,
2240
],
[
164.281297,
164.281297,
262.61463,
164.281297,
164.281297,
262.61463
],
[
13,
6,
8,
13,
6,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-636133,
-575338,
-575259,
-493164,
-576004,
539885
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5649,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1603411200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759387504056,
"expiration_time": 1764243936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 234,
"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) |
|---|