Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201565.8652 | 148019.8744 | 53545.9909 | 162091.2895 | 170823.488 | -8732.1985 |
Total P&L (%) | 201.5659 | 148.0199 | 53.546 | 162.0913 | 170.8235 | -8.7322 |
Avg Daily Profit (%) | 0.1935 | 0.1421 | 0.0514 | 0.0925 | 0.0957 | -0.0088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55946 | -43907 | -49798 | -241300 | -146341 | -186999 |
Profit Factor | 1.5067 | 1.8244 | 1.2454 | 1.1309 | 1.3105 | 0.9873 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 45.9459 | 44.6429 | 47.2727 | 45.9459 | 44.6429 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.7726 | 2.2623 | 1.389 | 1.3304 | 1.625 | 1.1012 |
Largest Winning Trade | 110087 | 110087 | 41198 | 125757 | 125757 | 101774 |
Largest Losing Trade | -28700 | -14916 | -28700 | -133360 | -51397 | -133360 |
Avg Bars in Trades | 220 | 119 | 323 | 220 | 119 | 323 |
Avg Bars in Winners | 308 | 143 | 467 | 308 | 143 | 467 |
Avg Bars in Losers | 145 | 100 | 193 | 145 | 100 | 193 |
Bars Traded | 24496 | 6714 | 17782 | 24496 | 6714 | 17782 |
Profit Streak | 0 | 0 | 24.2068 | 0 | 0 | 24.2068 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314718 | -182018 | -306186 | -147261 | -246099 | -759682 |
{ "trading_pair": "MANA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669208400000, "first_datapoint_time": 1670029200000, "last_datapoint_time": 1759208400000, "evaluation_time": 1759211868739, "expiration_time": 1765688400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 104, "offset": 0, "scalar": 1 } }, "second_band": { "type": "zlma", "factors": { "length": 229, "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": [ [ 201565.8652324997, 148019.8743593432, 53545.9908731565, 162091.28951263, 170823.4879984839, -8732.1984858538 ], [ 201.565865, 148.019874, 53.545991, 162.09129, 170.823488, -8.732198 ], [ 0.193503, 0.142099, 0.051404, 0.092541, 0.09569, -0.008771 ], [ 10, 10, 10, 10, 10, 10 ], [ -55946, -43907, -49798, -241300, -146341, -186999 ], [ 1.506712, 1.824399, 1.24535, 1.130878, 1.310479, 0.987313 ], [ 111, 56, 55, 111, 56, 55 ], [ 51, 25, 26, 51, 25, 26 ], [ 60, 31, 29, 60, 31, 29 ], [ 45.945946, 44.642857, 47.272727, 45.945946, 44.642857, 47.272727 ], [ 1.772602, 2.262255, 1.389045, 1.330445, 1.624994, 1.101234 ], [ 110087, 110087, 41198, 125757, 125757, 101774 ], [ -28700, -14916, -28700, -133360, -51397, -133360 ], [ 220, 119, 323, 220, 119, 323 ], [ 308, 143, 467, 308, 143, 467 ], [ 145, 100, 193, 145, 100, 193 ], [ 24496, 6714, 17782, 24496, 6714, 17782 ], [ 0, 0, 24.206814, 0, 0, 24.206814 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314718, -182018, -306186, -147261, -246099, -759682 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669208400000, "first_datapoint_time": 1670029200000, "last_datapoint_time": 1759208400000, "evaluation_time": 1759211868739, "expiration_time": 1765688400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 104, "offset": 0, "scalar": 1 } }, "second_band": { "type": "zlma", "factors": { "length": 229, "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) |
---|