Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1783065.9203 | 1673619.6894 | 109446.2309 | 2548682.8766 | 2940961.4179 | -392278.5413 |
Total P&L (%) | 1783.0659 | 1673.6197 | 109.4462 | 2548.6829 | 2940.9614 | -392.2785 |
Avg Daily Profit (%) | 0.9479 | 0.8898 | 0.0582 | 0.1743 | 0.1817 | 0 |
Buy And Hold Return (%) | 305.1724 | 305.1724 | 305.1724 | 305.1724 | 305.1724 | 305.1724 |
Max Trade Drawdown | -76080 | -108248 | -89932 | -4436808 | -4228621 | -2899068 |
Profit Factor | 4.2038 | 6.5202 | 1.432 | 1.1515 | 1.3208 | 0.9488 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 48.6111 | 41.6667 | 55.5556 | 48.6111 | 41.6667 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.444 | 9.1282 | 1.1456 | 1.2173 | 1.8491 | 0.759 |
Largest Winning Trade | 1326787 | 1326787 | 46971 | 2748417 | 2748417 | 1759453 |
Largest Losing Trade | -64647 | -43945 | -64647 | -2575358 | -2575358 | -2344589 |
Avg Bars in Trades | 48 | 56 | 40 | 48 | 56 | 40 |
Avg Bars in Winners | 56 | 60 | 54 | 56 | 60 | 54 |
Avg Bars in Losers | 41 | 54 | 24 | 41 | 54 | 24 |
Bars Traded | 3512 | 2044 | 1468 | 3512 | 2044 | 1468 |
Profit Streak | 61.7905 | 0 | 142.2905 | 61.7905 | 0 | 142.2905 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64024 | 630674 | -278434 | -129833 | 214584 | -579098 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3762, "evaluation_days": 1881, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759172297214, "expiration_time": 1764022752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 123, "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": [ [ 1783065.9202685216, 1673619.689379772, 109446.2308887495, 2548682.8766113603, 2940961.4179403447, -392278.5413289857 ], [ 1783.06592, 1673.619689, 109.446231, 2548.682877, 2940.961418, -392.278541 ], [ 0.947935, 0.88975, 0.058185, 0.174349, 0.181704, 0 ], [ 305.172414, 305.172414, 305.172414, 305.172414, 305.172414, 305.172414 ], [ -76080, -108248, -89932, -4436808, -4228621, -2899068 ], [ 4.203817, 6.520178, 1.431976, 1.151485, 1.320816, 0.948772 ], [ 72, 36, 36, 72, 36, 36 ], [ 35, 15, 20, 35, 15, 20 ], [ 37, 21, 16, 37, 21, 16 ], [ 48.611111, 41.666667, 55.555556, 48.611111, 41.666667, 55.555556 ], [ 4.444035, 9.128249, 1.145581, 1.217284, 1.849143, 0.759018 ], [ 1326787, 1326787, 46971, 2748417, 2748417, 1759453 ], [ -64647, -43945, -64647, -2575358, -2575358, -2344589 ], [ 48, 56, 40, 48, 56, 40 ], [ 56, 60, 54, 56, 60, 54 ], [ 41, 54, 24, 41, 54, 24 ], [ 3512, 2044, 1468, 3512, 2044, 1468 ], [ 61.790477, 0, 142.290477, 61.790477, 0, 142.290477 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64024, 630674, -278434, -129833, 214584, -579098 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3762, "evaluation_days": 1881, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759172297214, "expiration_time": 1764022752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 123, "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) |
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