Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743602.5435 | 752344.1999 | -8741.6563 | 224652.4105 | -194779.7072 | 419432.1176 |
Total P&L (%) | 743.6025 | 752.3442 | -8.7417 | 224.6524 | -194.7797 | 419.4321 |
Avg Daily Profit (%) | 0.3964 | 0.401 | -0.0047 | 0.0628 | 0 | 0.0879 |
Buy And Hold Return (%) | 324.2424 | 324.2424 | 324.2424 | 324.2424 | 324.2424 | 324.2424 |
Max Trade Drawdown | -119108 | -100521 | -56222 | -939533 | -893513 | -401096 |
Profit Factor | 2.3388 | 3.3881 | 0.9636 | 1.0678 | 0.9106 | 1.3704 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 52.1277 | 46.8085 | 57.4468 | 52.1277 | 46.8085 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.1478 | 3.8501 | 0.7138 | 0.9807 | 1.0348 | 1.0151 |
Largest Winning Trade | 490424 | 490424 | 31443 | 583155 | 583155 | 214223 |
Largest Losing Trade | -57349 | -31535 | -57349 | -296227 | -296227 | -178514 |
Avg Bars in Trades | 37 | 35 | 40 | 37 | 35 | 40 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 3568 | 1686 | 1882 | 3568 | 1686 | 1882 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351481 | 371576 | -579731 | -421902 | -580271 | -148539 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1600689600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758912387943, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "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": [ [ 743602.5435023889, 752344.1998507507, -8741.6563483622, 224652.410455982, -194779.7071709163, 419432.117626899 ], [ 743.602544, 752.3442, -8.741656, 224.65241, -194.779707, 419.432118 ], [ 0.396377, 0.401036, -0.00466, 0.062791, 0, 0.087862 ], [ 324.242424, 324.242424, 324.242424, 324.242424, 324.242424, 324.242424 ], [ -119108, -100521, -56222, -939533, -893513, -401096 ], [ 2.338755, 3.388121, 0.963638, 1.067843, 0.910606, 1.37037 ], [ 94, 47, 47, 94, 47, 47 ], [ 49, 22, 27, 49, 22, 27 ], [ 45, 25, 20, 45, 25, 20 ], [ 52.12766, 46.808511, 57.446809, 52.12766, 46.808511, 57.446809 ], [ 2.147837, 3.850137, 0.713806, 0.980672, 1.034779, 1.015089 ], [ 490424, 490424, 31443, 583155, 583155, 214223 ], [ -57349, -31535, -57349, -296227, -296227, -178514 ], [ 37, 35, 40, 37, 35, 40 ], [ 45, 45, 45, 45, 45, 45 ], [ 29, 27, 32, 29, 27, 32 ], [ 3568, 1686, 1882, 3568, 1686, 1882 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351481, 371576, -579731, -421902, -580271, -148539 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1600689600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758912387943, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 71, "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) |
---|