Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1430316.178 | 1251684.8988 | 178631.2792 | 20541205.1461 | 9831466.6706 | 10709738.4755 |
Total P&L (%) | 1430.3162 | 1251.6849 | 178.6313 | 20541.2051 | 9831.4667 | 10709.7385 |
Avg Daily Profit (%) | 0.7624 | 0.6672 | 0.0952 | 0.2845 | 0.2454 | 0.2499 |
Buy And Hold Return (%) | 314.2359 | 314.2359 | 314.2359 | 314.2359 | 314.2359 | 314.2359 |
Max Trade Drawdown | -87045 | -64519 | -40052 | -3016875 | -2206003 | -1917130 |
Profit Factor | 6.2038 | 9.7521 | 2.3549 | 2.4637 | 2.3067 | 2.6451 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 38.5714 | 31.4286 | 45.7143 | 38.5714 | 31.4286 | 45.7143 |
Ratio Avg Win / Avg Loss | 9.8802 | 21.2773 | 2.7964 | 3.9236 | 5.0327 | 3.1411 |
Largest Winning Trade | 864699 | 864699 | 65747 | 6762221 | 6281329 | 6762221 |
Largest Losing Trade | -20371 | -14255 | -20371 | -1638077 | -1638077 | -1378798 |
Avg Bars in Trades | 50 | 42 | 58 | 50 | 42 | 58 |
Avg Bars in Winners | 108 | 106 | 109 | 108 | 106 | 109 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 3524 | 1492 | 2032 | 3524 | 1492 | 2032 |
Profit Streak | 0 | 163.2042 | 0 | 0 | 163.2042 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83580 | 434028 | -228816 | -89766 | 235876 | 426005 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1602849600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862438862, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 1430316.1780011684, 1251684.89884687, 178631.2791542986, 20541205.14609004, 9831466.670591397, 10709738.475498646 ], [ 1430.316178, 1251.684899, 178.631279, 20541.205146, 9831.466671, 10709.738475 ], [ 0.762429, 0.667209, 0.095219, 0.284512, 0.245412, 0.24994 ], [ 314.235869, 314.235869, 314.235869, 314.235869, 314.235869, 314.235869 ], [ -87045, -64519, -40052, -3016875, -2206003, -1917130 ], [ 6.203849, 9.752096, 2.35489, 2.46368, 2.306673, 2.645145 ], [ 70, 35, 35, 70, 35, 35 ], [ 27, 11, 16, 27, 11, 16 ], [ 43, 24, 19, 43, 24, 19 ], [ 38.571429, 31.428571, 45.714286, 38.571429, 31.428571, 45.714286 ], [ 9.880203, 21.277301, 2.796431, 3.923638, 5.032742, 3.141109 ], [ 864699, 864699, 65747, 6762221, 6281329, 6762221 ], [ -20371, -14255, -20371, -1638077, -1638077, -1378798 ], [ 50, 42, 58, 50, 42, 58 ], [ 108, 106, 109, 108, 106, 109 ], [ 13, 13, 14, 13, 13, 14 ], [ 3524, 1492, 2032, 3524, 1492, 2032 ], [ 0, 163.204153, 0, 0, 163.204153, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -83580, 434028, -228816, -89766, 235876, 426005 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1602849600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862438862, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|