| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -919834.8579 | -14166.0669 | -905668.791 | 248724.5958 | -4562799.4372 | 4811524.0331 |
| Total P&L (%) | -919.8349 | -14.1661 | -905.6688 | 248.7246 | -4562.7994 | 4811.524 |
| Avg Daily Profit (%) | -0.4894 | -0.0075 | -0.4819 | 0.0665 | 0 | 0.2074 |
| Buy And Hold Return (%) | 344.7628 | 344.7628 | 344.7628 | 344.7628 | 344.7628 | 344.7628 |
| Max Trade Drawdown | -1088127 | -150877 | -1000129 | -4770835 | -4814660 | -1988504 |
| Profit Factor | 0.3254 | 0.9416 | 0.192 | 1.027 | 0.2545 | 2.5497 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 52 | 26 | 26 | 48 | 23 | 25 |
| Losing Trades | 13 | 6 | 7 | 17 | 9 | 8 |
| Profitability (%) | 80 | 81.25 | 78.7879 | 73.8462 | 71.875 | 75.7576 |
| Ratio Avg Win / Avg Loss | 0.0814 | 0.2173 | 0.0517 | 0.3637 | 0.0996 | 0.8159 |
| Largest Winning Trade | 21171 | 21171 | 17279 | 5996553 | 352576 | 5996553 |
| Largest Losing Trade | -736363 | -61446 | -736363 | -2726423 | -2726423 | -1764273 |
| Avg Bars in Trades | 54 | 70 | 39 | 54 | 70 | 39 |
| Avg Bars in Winners | 22 | 25 | 20 | 19 | 18 | 20 |
| Avg Bars in Losers | 181 | 268 | 107 | 152 | 203 | 95 |
| Bars Traded | 3555 | 2267 | 1288 | 3555 | 2267 | 1288 |
| Profit Streak | 159.9304 | 159.9304 | 283.9304 | 159.9304 | 159.9304 | 283.9304 |
| Trades During Streak | 13 | 6 | 8 | 13 | 6 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -711259 | -575359 | -575613 | -593756 | -576533 | 538405 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3759,
"evaluation_days": 1879.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1604404800000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759054782675,
"expiration_time": 1763889264000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.37723,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 180,
"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": [
[
-919834.8579431128,
-14166.0669002399,
-905668.7910428728,
248724.5958185252,
-4562799.4372334285,
4811524.033051954
],
[
-919.834858,
-14.166067,
-905.668791,
248.724596,
-4562.799437,
4811.524033
],
[
-0.489404,
-0.007537,
-0.481867,
0.066482,
0,
0.207407
],
[
344.762814,
344.762814,
344.762814,
344.762814,
344.762814,
344.762814
],
[
-1088127,
-150877,
-1000129,
-4770835,
-4814660,
-1988504
],
[
0.325446,
0.941648,
0.19198,
1.026962,
0.254465,
2.549691
],
[
65,
32,
33,
65,
32,
33
],
[
52,
26,
26,
48,
23,
25
],
[
13,
6,
7,
17,
9,
8
],
[
80,
81.25,
78.787879,
73.846154,
71.875,
75.757576
],
[
0.081362,
0.217303,
0.051687,
0.363716,
0.099573,
0.815901
],
[
21171,
21171,
17279,
5996553,
352576,
5996553
],
[
-736363,
-61446,
-736363,
-2726423,
-2726423,
-1764273
],
[
54,
70,
39,
54,
70,
39
],
[
22,
25,
20,
19,
18,
20
],
[
181,
268,
107,
152,
203,
95
],
[
3555,
2267,
1288,
3555,
2267,
1288
],
[
159.930355,
159.930355,
283.930355,
159.930355,
159.930355,
283.930355
],
[
13,
6,
8,
13,
6,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-711259,
-575359,
-575613,
-593756,
-576533,
538405
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3759,
"evaluation_days": 1879.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1604404800000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759054782675,
"expiration_time": 1763889264000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.37723,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 180,
"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) |
|---|