| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -968270.2407 | 15830.2405 | -984100.4812 | 321043.6706 | -3297597.3581 | 3618641.0286 |
| Total P&L (%) | -968.2702 | 15.8302 | -984.1005 | 321.0437 | -3297.5974 | 3618.641 |
| Avg Daily Profit (%) | -0.5158 | 0.0084 | -0.5242 | 0.0766 | 0 | 0.1928 |
| Buy And Hold Return (%) | 207.1596 | 207.1596 | 207.1596 | 207.1596 | 207.1596 | 207.1596 |
| Max Trade Drawdown | -1037615 | -104326 | -1062773 | -6202293 | -4950440 | -3889489 |
| Profit Factor | 0.3651 | 1.0743 | 0.2499 | 1.0222 | 0.513 | 1.471 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 40 | 17 | 23 | 36 | 14 | 22 |
| Losing Trades | 25 | 16 | 9 | 29 | 19 | 10 |
| Profitability (%) | 61.5385 | 51.5152 | 71.875 | 55.3846 | 42.4242 | 68.75 |
| Ratio Avg Win / Avg Loss | 0.2282 | 1.0111 | 0.0978 | 0.8234 | 0.6962 | 0.6686 |
| Largest Winning Trade | 32963 | 32963 | 30319 | 5172622 | 940537 | 5172622 |
| Largest Losing Trade | -801459 | -52610 | -801459 | -3458300 | -3458300 | -2515334 |
| Avg Bars in Trades | 82 | 62 | 103 | 82 | 62 | 103 |
| Avg Bars in Winners | 53 | 41 | 62 | 53 | 37 | 63 |
| Avg Bars in Losers | 129 | 85 | 209 | 119 | 81 | 190 |
| Bars Traded | 5388 | 2073 | 3315 | 5388 | 2073 | 3315 |
| 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 | -715282 | -485993 | -577974 | -433621 | -583748 | 354116 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5632,
"evaluation_days": 1877.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599120000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758889346723,
"expiration_time": 1763739648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 56,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
-968270.2406746815,
15830.2404765141,
-984100.4811511955,
321043.6705500405,
-3297597.3580772975,
3618641.0286273365
],
[
-968.270241,
15.83024,
-984.100481,
321.043671,
-3297.597358,
3618.641029
],
[
-0.51577,
0.008432,
-0.524202,
0.076604,
0,
0.192797
],
[
207.159611,
207.159611,
207.159611,
207.159611,
207.159611,
207.159611
],
[
-1037615,
-104326,
-1062773,
-6202293,
-4950440,
-3889489
],
[
0.365083,
1.074276,
0.249869,
1.022211,
0.513005,
1.471004
],
[
65,
33,
32,
65,
33,
32
],
[
40,
17,
23,
36,
14,
22
],
[
25,
16,
9,
29,
19,
10
],
[
61.538462,
51.515152,
71.875,
55.384615,
42.424242,
68.75
],
[
0.228177,
1.011083,
0.097775,
0.823448,
0.696221,
0.668638
],
[
32963,
32963,
30319,
5172622,
940537,
5172622
],
[
-801459,
-52610,
-801459,
-3458300,
-3458300,
-2515334
],
[
82,
62,
103,
82,
62,
103
],
[
53,
41,
62,
53,
37,
63
],
[
129,
85,
209,
119,
81,
190
],
[
5388,
2073,
3315,
5388,
2073,
3315
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-715282,
-485993,
-577974,
-433621,
-583748,
354116
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5632,
"evaluation_days": 1877.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599120000000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758889346723,
"expiration_time": 1763739648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 56,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|