Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009632.2683 | 911979.4423 | 97652.826 | 3661555.0812 | 1121597.8274 | 2539957.2538 |
Total P&L (%) | 1009.6323 | 911.9794 | 97.6528 | 3661.5551 | 1121.5978 | 2539.9573 |
Avg Daily Profit (%) | 0.5366 | 0.4847 | 0.0519 | 0.193 | 0.1331 | 0.1741 |
Buy And Hold Return (%) | 224.9606 | 224.9606 | 224.9606 | 224.9606 | 224.9606 | 224.9606 |
Max Trade Drawdown | -122811 | -79364 | -184140 | -3123866 | -2508395 | -1389713 |
Profit Factor | 2.4771 | 3.5858 | 1.2952 | 1.3051 | 1.1517 | 1.5511 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 34.7826 | 32.7586 | 36.8421 | 34.7826 | 32.7586 | 36.8421 |
Ratio Avg Win / Avg Loss | 4.6445 | 7.3604 | 2.2203 | 2.447 | 2.364 | 2.659 |
Largest Winning Trade | 507026 | 507026 | 49832 | 1990042 | 1990042 | 1268659 |
Largest Losing Trade | -37598 | -37598 | -35191 | -1840178 | -1840178 | -519198 |
Avg Bars in Trades | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Winners | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Losers | 17 | 21 | 12 | 17 | 21 | 12 |
Bars Traded | 3610 | 1933 | 1677 | 3610 | 1933 | 1677 |
Profit Streak | 28.2763 | 37.2763 | 0 | 28.2763 | 37.2763 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315909 | -171438 | -473388 | 148743 | -255283 | -174626 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3763, "evaluation_days": 1881.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1601380800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759214273196, "expiration_time": 1764067248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 110, "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": [ [ 1009632.2682940306, 911979.4423269475, 97652.8259670827, 3661555.0812197505, 1121597.8274286839, 2539957.2537910677 ], [ 1009.632268, 911.979442, 97.652826, 3661.555081, 1121.597827, 2539.957254 ], [ 0.53661, 0.484709, 0.051902, 0.19298, 0.133107, 0.174127 ], [ 224.960577, 224.960577, 224.960577, 224.960577, 224.960577, 224.960577 ], [ -122811, -79364, -184140, -3123866, -2508395, -1389713 ], [ 2.477092, 3.585815, 1.295165, 1.30508, 1.151714, 1.551073 ], [ 115, 58, 57, 115, 58, 57 ], [ 40, 19, 21, 40, 19, 21 ], [ 75, 39, 36, 75, 39, 36 ], [ 34.782609, 32.758621, 36.842105, 34.782609, 32.758621, 36.842105 ], [ 4.644548, 7.360356, 2.220283, 2.447025, 2.364045, 2.658982 ], [ 507026, 507026, 49832, 1990042, 1990042, 1268659 ], [ -37598, -37598, -35191, -1840178, -1840178, -519198 ], [ 31, 33, 29, 31, 33, 29 ], [ 58, 58, 58, 58, 58, 58 ], [ 17, 21, 12, 17, 21, 12 ], [ 3610, 1933, 1677, 3610, 1933, 1677 ], [ 28.27631, 37.27631, 0, 28.27631, 37.27631, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315909, -171438, -473388, 148743, -255283, -174626 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3763, "evaluation_days": 1881.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1601380800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759214273196, "expiration_time": 1764067248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 110, "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) |
---|