| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1412293.0371 | 1380597.7787 | 31695.2583 | 632471.0295 | 723288.7373 | -90817.7078 |
| Total P&L (%) | 1412.293 | 1380.5978 | 31.6953 | 632.471 | 723.2887 | -90.8177 |
| Avg Daily Profit (%) | 0.7483 | 0.7315 | 0.0168 | 0.1056 | 0.1118 | -0.1264 |
| Buy And Hold Return (%) | 329.1236 | 329.1236 | 329.1236 | 329.1236 | 329.1236 | 329.1236 |
| Max Trade Drawdown | -103514 | -106870 | -89397 | -1066870 | -942444 | -608695 |
| Profit Factor | 2.7052 | 4.4233 | 1.0746 | 1.1139 | 1.25 | 0.9659 |
| Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
| Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
| Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
| Profitability (%) | 45.2229 | 38.4615 | 51.8987 | 45.2229 | 38.4615 | 51.8987 |
| Ratio Avg Win / Avg Loss | 3.2768 | 7.0772 | 0.996 | 1.3492 | 2 | 0.8952 |
| Largest Winning Trade | 1009707 | 1009707 | 53945 | 971746 | 971746 | 270713 |
| Largest Losing Trade | -64437 | -34244 | -64437 | -399448 | -399448 | -370630 |
| Avg Bars in Trades | 34 | 40 | 29 | 34 | 40 | 29 |
| Avg Bars in Winners | 44 | 56 | 35 | 44 | 56 | 35 |
| Avg Bars in Losers | 26 | 30 | 22 | 26 | 30 | 22 |
| Bars Traded | 5456 | 3139 | 2317 | 5456 | 3139 | 2317 |
| Profit Streak | 0 | 54.0252 | 0 | 0 | 54.0252 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 535921 | -20479 | -502767 | -155359 | -86438 | -607212 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5662,
"evaluation_days": 1887.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600387200000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759768580325,
"expiration_time": 1764629568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 81
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 129,
"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": [
[
1412293.0370542742,
1380597.7787093155,
31695.2583449588,
632471.0294927467,
723288.7373284391,
-90817.7078356934
],
[
1412.293037,
1380.597779,
31.695258,
632.471029,
723.288737,
-90.817708
],
[
0.748302,
0.731508,
0.016794,
0.105562,
0.111762,
-0.126442
],
[
329.123551,
329.123551,
329.123551,
329.123551,
329.123551,
329.123551
],
[
-103514,
-106870,
-89397,
-1066870,
-942444,
-608695
],
[
2.705237,
4.423256,
1.074593,
1.113867,
1.249992,
0.965874
],
[
157,
78,
79,
157,
78,
79
],
[
71,
30,
41,
71,
30,
41
],
[
86,
48,
38,
86,
48,
38
],
[
45.22293,
38.461538,
51.898734,
45.22293,
38.461538,
51.898734
],
[
3.276766,
7.077209,
0.995964,
1.349191,
1.999987,
0.8952
],
[
1009707,
1009707,
53945,
971746,
971746,
270713
],
[
-64437,
-34244,
-64437,
-399448,
-399448,
-370630
],
[
34,
40,
29,
34,
40,
29
],
[
44,
56,
35,
44,
56,
35
],
[
26,
30,
22,
26,
30,
22
],
[
5456,
3139,
2317,
5456,
3139,
2317
],
[
0,
54.025235,
0,
0,
54.025235,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
535921,
-20479,
-502767,
-155359,
-86438,
-607212
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5662,
"evaluation_days": 1887.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600387200000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759768580325,
"expiration_time": 1764629568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 81
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 129,
"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) |
|---|