Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1642711.4921 | 1501516.2828 | 141195.2093 | 8529260.4976 | 2703741.3823 | 5825519.1153 |
Total P&L (%) | 1642.7115 | 1501.5163 | 141.1952 | 8529.2605 | 2703.7414 | 5825.5191 |
Avg Daily Profit (%) | 0.8689 | 0.7942 | 0.0747 | 0.2361 | 0.1765 | 0.2161 |
Buy And Hold Return (%) | 297.164 | 297.164 | 297.164 | 297.164 | 297.164 | 297.164 |
Max Trade Drawdown | -94228 | -62604 | -46687 | -5818174 | -4810695 | -3226869 |
Profit Factor | 5.2446 | 7.5952 | 1.8861 | 1.4623 | 1.2524 | 1.7527 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 27 | 9 | 18 | 27 | 9 | 18 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 32.9268 | 21.9512 | 43.9024 | 32.9268 | 21.9512 | 43.9024 |
Ratio Avg Win / Avg Loss | 10.6834 | 27.0051 | 2.41 | 2.9787 | 4.453 | 2.2396 |
Largest Winning Trade | 1175561 | 1175561 | 57382 | 3245009 | 2766760 | 3245009 |
Largest Losing Trade | -20507 | -16885 | -20507 | -1124979 | -981817 | -1124979 |
Avg Bars in Trades | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Winners | 103 | 110 | 100 | 103 | 110 | 100 |
Avg Bars in Losers | 14 | 16 | 11 | 14 | 16 | 11 |
Bars Traded | 3581 | 1511 | 2070 | 3581 | 1511 | 2070 |
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 | 172857 | -22869 | -257756 | -4884 | -34475 | 329876 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3781, "evaluation_days": 1890.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759992395221, "expiration_time": 1764868176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 35, "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": [ [ 1642711.4921248134, 1501516.2828078442, 141195.2093169693, 8529260.497602232, 2703741.3823400764, 5825519.115262156 ], [ 1642.711492, 1501.516283, 141.195209, 8529.260498, 2703.741382, 5825.519115 ], [ 0.86893, 0.794243, 0.074687, 0.236075, 0.176487, 0.216147 ], [ 297.164011, 297.164011, 297.164011, 297.164011, 297.164011, 297.164011 ], [ -94228, -62604, -46687, -5818174, -4810695, -3226869 ], [ 5.244559, 7.595197, 1.886082, 1.462253, 1.2524, 1.752713 ], [ 82, 41, 41, 82, 41, 41 ], [ 27, 9, 18, 27, 9, 18 ], [ 55, 32, 23, 55, 32, 23 ], [ 32.926829, 21.95122, 43.902439, 32.926829, 21.95122, 43.902439 ], [ 10.68336, 27.005143, 2.409994, 2.978664, 4.452978, 2.239578 ], [ 1175561, 1175561, 57382, 3245009, 2766760, 3245009 ], [ -20507, -16885, -20507, -1124979, -981817, -1124979 ], [ 43, 36, 50, 43, 36, 50 ], [ 103, 110, 100, 103, 110, 100 ], [ 14, 16, 11, 14, 16, 11 ], [ 3581, 1511, 2070, 3581, 1511, 2070 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 172857, -22869, -257756, -4884, -34475, 329876 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3781, "evaluation_days": 1890.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759992395221, "expiration_time": 1764868176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 35, "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) |
---|