Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954488.1084 | 848141.3429 | 106346.7654 | 4121876.5869 | 2090616.7234 | 2031259.8634 |
Total P&L (%) | 954.4881 | 848.1413 | 106.3468 | 4121.8766 | 2090.6167 | 2031.2599 |
Avg Daily Profit (%) | 0.5062 | 0.4498 | 0.0564 | 0.1987 | 0.1638 | 0.1624 |
Buy And Hold Return (%) | 352.9404 | 352.9404 | 352.9404 | 352.9404 | 352.9404 | 352.9404 |
Max Trade Drawdown | -102185 | -74820 | -104344 | -1053758 | -1023364 | -821785 |
Profit Factor | 2.6846 | 3.9756 | 1.3777 | 1.5537 | 1.5427 | 1.5655 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 41.1765 | 35.2941 | 47.0588 | 41.1765 | 35.2941 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.8352 | 7.2885 | 1.5499 | 2.2196 | 2.8282 | 1.7612 |
Largest Winning Trade | 383733 | 383733 | 59798 | 1360377 | 1360377 | 1166524 |
Largest Losing Trade | -40708 | -18779 | -40708 | -666076 | -277284 | -666076 |
Avg Bars in Trades | 35 | 31 | 40 | 35 | 31 | 40 |
Avg Bars in Winners | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 3659 | 1589 | 2070 | 3659 | 1589 | 2070 |
Profit Streak | 0 | 46.4488 | 0 | 0 | 46.4488 | 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 | 332737 | -172201 | -462910 | 274039 | -175527 | -171495 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3771, "evaluation_days": 1885.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1599566400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759574778811, "expiration_time": 1764423216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 4.57224 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.15639 } } }
{ "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": [ [ 954488.1083707116, 848141.3429481777, 106346.7654225333, 4121876.5868618656, 2090616.7234388194, 2031259.8634230467 ], [ 954.488108, 848.141343, 106.346765, 4121.876587, 2090.616723, 2031.259863 ], [ 0.506225, 0.449823, 0.056402, 0.198705, 0.163845, 0.162386 ], [ 352.940378, 352.940378, 352.940378, 352.940378, 352.940378, 352.940378 ], [ -102185, -74820, -104344, -1053758, -1023364, -821785 ], [ 2.684612, 3.975552, 1.377711, 1.553708, 1.542674, 1.565543 ], [ 102, 51, 51, 102, 51, 51 ], [ 42, 18, 24, 42, 18, 24 ], [ 60, 33, 27, 60, 33, 27 ], [ 41.176471, 35.294118, 47.058824, 41.176471, 35.294118, 47.058824 ], [ 3.83516, 7.288512, 1.549925, 2.219583, 2.828236, 1.761236 ], [ 383733, 383733, 59798, 1360377, 1360377, 1166524 ], [ -40708, -18779, -40708, -666076, -277284, -666076 ], [ 35, 31, 40, 35, 31, 40 ], [ 61, 57, 64, 61, 57, 64 ], [ 17, 16, 19, 17, 16, 19 ], [ 3659, 1589, 2070, 3659, 1589, 2070 ], [ 0, 46.448829, 0, 0, 46.448829, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332737, -172201, -462910, 274039, -175527, -171495 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3771, "evaluation_days": 1885.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1599566400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759574778811, "expiration_time": 1764423216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 4.57224 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.15639 } } }
# | 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) |
---|