Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007999.9092 | 925817.696 | 82182.2132 | 1419955.7167 | 496328.4471 | 923627.2696 |
Total P&L (%) | 1007.9999 | 925.8177 | 82.1822 | 1419.9557 | 496.3284 | 923.6273 |
Avg Daily Profit (%) | 0.5359 | 0.4922 | 0.0437 | 0.1448 | 0.095 | 0.1237 |
Buy And Hold Return (%) | 277.9507 | 277.9507 | 277.9507 | 277.9507 | 277.9507 | 277.9507 |
Max Trade Drawdown | -153264 | -40359 | -132082 | -401736 | -334150 | -332104 |
Profit Factor | 3.2188 | 5.8302 | 1.3129 | 1.6147 | 1.4053 | 1.8508 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 50.4505 | 42.8571 | 58.1818 | 50.4505 | 42.8571 | 58.1818 |
Ratio Avg Win / Avg Loss | 3.1613 | 7.7736 | 0.9437 | 1.5859 | 1.8738 | 1.3303 |
Largest Winning Trade | 631618 | 631618 | 59740 | 424137 | 424137 | 401257 |
Largest Losing Trade | -69300 | -17598 | -69300 | -226682 | -167658 | -226682 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Losers | 16 | 14 | 19 | 16 | 14 | 19 |
Bars Traded | 3685 | 1586 | 2099 | 3685 | 1586 | 2099 |
Profit Streak | 0 | 0 | 26.2589 | 0 | 0 | 26.2589 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534959 | -166433 | -480286 | 100590 | -255208 | -206290 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3762, "evaluation_days": 1881, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1599696000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759169570488, "expiration_time": 1764022752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 70 } }, "second_band": { "type": "linreg", "factors": { "length": 43, "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": [ [ 1007999.9091805557, 925817.6960194533, 82182.2131611028, 1419955.7166815184, 496328.447071703, 923627.2696098157 ], [ 1007.999909, 925.817696, 82.182213, 1419.955717, 496.328447, 923.62727 ], [ 0.535885, 0.492194, 0.043691, 0.144776, 0.094974, 0.123731 ], [ 277.950713, 277.950713, 277.950713, 277.950713, 277.950713, 277.950713 ], [ -153264, -40359, -132082, -401736, -334150, -332104 ], [ 3.218774, 5.830176, 1.312919, 1.614683, 1.405332, 1.85083 ], [ 111, 56, 55, 111, 56, 55 ], [ 56, 24, 32, 56, 24, 32 ], [ 55, 32, 23, 55, 32, 23 ], [ 50.45045, 42.857143, 58.181818, 50.45045, 42.857143, 58.181818 ], [ 3.161296, 7.773568, 0.94366, 1.58585, 1.873775, 1.330284 ], [ 631618, 631618, 59740, 424137, 424137, 401257 ], [ -69300, -17598, -69300, -226682, -167658, -226682 ], [ 33, 28, 38, 33, 28, 38 ], [ 49, 47, 51, 49, 47, 51 ], [ 16, 14, 19, 16, 14, 19 ], [ 3685, 1586, 2099, 3685, 1586, 2099 ], [ 0, 0, 26.258918, 0, 0, 26.258918 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 534959, -166433, -480286, 100590, -255208, -206290 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3762, "evaluation_days": 1881, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1599696000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759169570488, "expiration_time": 1764022752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 70 } }, "second_band": { "type": "linreg", "factors": { "length": 43, "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) |
---|