| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 399564.7285 | 493048.5252 | -93483.7967 | -99893.8196 | 274759.1396 | -374652.9592 |
| Total P&L (%) | 399.5647 | 493.0485 | -93.4838 | -99.8938 | 274.7591 | -374.653 |
| Avg Daily Profit (%) | 0.213 | 0.2628 | -0.0498 | -0.3644 | 0.0704 | 0 |
| Buy And Hold Return (%) | 212.7503 | 212.7503 | 212.7503 | 212.7503 | 212.7503 | 212.7503 |
| Max Trade Drawdown | -321598 | -215484 | -217187 | -340529 | -36237 | -472370 |
| Profit Factor | 1.3388 | 2.0164 | 0.8654 | 0.8164 | 6.3175 | 0.2393 |
| Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
| Winning Trades | 128 | 61 | 67 | 122 | 60 | 62 |
| Losing Trades | 101 | 53 | 48 | 107 | 54 | 53 |
| Profitability (%) | 55.8952 | 53.5088 | 58.2609 | 53.2751 | 52.6316 | 53.913 |
| Ratio Avg Win / Avg Loss | 1.0564 | 1.752 | 0.62 | 0.716 | 5.6858 | 0.2045 |
| Largest Winning Trade | 305463 | 305463 | 40721 | 113968 | 113968 | 24817 |
| Largest Losing Trade | -102770 | -46010 | -102770 | -296109 | -22809 | -296109 |
| Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
| Avg Bars in Winners | 13 | 14 | 12 | 17 | 17 | 16 |
| Avg Bars in Losers | 19 | 19 | 19 | 14 | 15 | 14 |
| Bars Traded | 3673 | 1888 | 1785 | 3673 | 1888 | 1785 |
| Profit Streak | 50.7431 | 50.7431 | 71.2431 | 50.7431 | 50.7431 | 71.2431 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 149028 | 312792 | -578250 | -577329 | -164091 | -578813 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3752,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1599091200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758909004236,
"expiration_time": 1763577792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 2,
"na": 0.08954,
"nb": 0.51198,
"nc": 0.1
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 57,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
399564.7284933092,
493048.5251906945,
-93483.7966973853,
-99893.8196318549,
274759.1395916514,
-374652.9592235064
],
[
399.564728,
493.048525,
-93.483797,
-99.89382,
274.75914,
-374.652959
],
[
0.212988,
0.262819,
-0.049831,
-0.364355,
0.070447,
0
],
[
212.750263,
212.750263,
212.750263,
212.750263,
212.750263,
212.750263
],
[
-321598,
-215484,
-217187,
-340529,
-36237,
-472370
],
[
1.338795,
2.016408,
0.865352,
0.816423,
6.317516,
0.239254
],
[
229,
114,
115,
229,
114,
115
],
[
128,
61,
67,
122,
60,
62
],
[
101,
53,
48,
107,
54,
53
],
[
55.895197,
53.508772,
58.26087,
53.275109,
52.631579,
53.913043
],
[
1.056393,
1.751961,
0.619953,
0.716043,
5.685764,
0.204523
],
[
305463,
305463,
40721,
113968,
113968,
24817
],
[
-102770,
-46010,
-102770,
-296109,
-22809,
-296109
],
[
16,
16,
15,
16,
16,
15
],
[
13,
14,
12,
17,
17,
16
],
[
19,
19,
19,
14,
15,
14
],
[
3673,
1888,
1785,
3673,
1888,
1785
],
[
50.743104,
50.743104,
71.243104,
50.743105,
50.743105,
71.243105
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
149028,
312792,
-578250,
-577329,
-164091,
-578813
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3752,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1599091200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758909004236,
"expiration_time": 1763577792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 2,
"na": 0.08954,
"nb": 0.51198,
"nc": 0.1
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 57,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|