Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1804047.8271 | -138104.4518 | -1665943.3753 | -35665.6934 | -2221406.7295 | 2185741.0361 |
Total P&L (%) | -1804.0478 | -138.1045 | -1665.9434 | -35.6657 | -2221.4067 | 2185.741 |
Avg Daily Profit (%) | -0.961 | -0.0736 | -0.8874 | -0.0235 | 0 | 0.1668 |
Buy And Hold Return (%) | 281.2305 | 281.2305 | 281.2305 | 281.2305 | 281.2305 | 281.2305 |
Max Trade Drawdown | -1917238 | -208489 | -1708748 | -4481563 | -4270623 | -3459165 |
Profit Factor | 0.199 | 0.5821 | 0.1331 | 0.997 | 0.6278 | 1.368 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 52 | 22 | 30 | 54 | 24 | 30 |
Losing Trades | 32 | 20 | 12 | 30 | 18 | 12 |
Profitability (%) | 61.9048 | 52.381 | 71.4286 | 64.2857 | 57.1429 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.1224 | 0.5292 | 0.0532 | 0.5539 | 0.4708 | 0.5472 |
Largest Winning Trade | 18552 | 18552 | 15988 | 3782457 | 1347609 | 3782457 |
Largest Losing Trade | -1327636 | -57028 | -1327636 | -3201332 | -2586026 | -3201332 |
Avg Bars in Trades | 65 | 74 | 56 | 65 | 74 | 56 |
Avg Bars in Winners | 27 | 32 | 23 | 33 | 34 | 33 |
Avg Bars in Losers | 127 | 121 | 138 | 123 | 128 | 115 |
Bars Traded | 5519 | 3144 | 2375 | 5519 | 3144 | 2375 |
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 | -578732 | -580426 | -577956 | -578423 | -579808 | 338686 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5632, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599580800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758901278476, "expiration_time": 1763739648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.19481, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "alma", "factors": { "length": 101, "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": [ [ -1804047.8271453623, -138104.4518205181, -1665943.3753248441, -35665.6933911531, -2221406.729512822, 2185741.036121667 ], [ -1804.047827, -138.104452, -1665.943375, -35.665693, -2221.40673, 2185.741036 ], [ -0.960965, -0.073564, -0.8874, -0.023492, 0, 0.166827 ], [ 281.230477, 281.230477, 281.230477, 281.230477, 281.230477, 281.230477 ], [ -1917238, -208489, -1708748, -4481563, -4270623, -3459165 ], [ 0.198976, 0.582111, 0.133087, 0.997005, 0.627774, 1.367986 ], [ 84, 42, 42, 84, 42, 42 ], [ 52, 22, 30, 54, 24, 30 ], [ 32, 20, 12, 30, 18, 12 ], [ 61.904762, 52.380952, 71.428571, 64.285714, 57.142857, 71.428571 ], [ 0.122447, 0.529192, 0.053235, 0.553892, 0.47083, 0.547194 ], [ 18552, 18552, 15988, 3782457, 1347609, 3782457 ], [ -1327636, -57028, -1327636, -3201332, -2586026, -3201332 ], [ 65, 74, 56, 65, 74, 56 ], [ 27, 32, 23, 33, 34, 33 ], [ 127, 121, 138, 123, 128, 115 ], [ 5519, 3144, 2375, 5519, 3144, 2375 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578732, -580426, -577956, -578423, -579808, 338686 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5632, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599580800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758901278476, "expiration_time": 1763739648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.19481, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "alma", "factors": { "length": 101, "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) |
---|