Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962946.4833 | 897824.4139 | 65122.0694 | 1928804.4869 | 936941.9002 | 991862.5867 |
Total P&L (%) | 962.9465 | 897.8244 | 65.1221 | 1928.8045 | 936.9419 | 991.8626 |
Avg Daily Profit (%) | 0.5092 | 0.4748 | 0.0344 | 0.1593 | 0.1238 | 0.1265 |
Buy And Hold Return (%) | 340.5927 | 340.5927 | 340.5927 | 340.5927 | 340.5927 | 340.5927 |
Max Trade Drawdown | -94485 | -58489 | -78050 | -3270128 | -1320077 | -2680038 |
Profit Factor | 3.1475 | 5.0353 | 1.2883 | 1.2057 | 1.2058 | 1.2056 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 37.3134 | 35.2941 | 39.3939 | 37.3134 | 35.2941 | 39.3939 |
Ratio Avg Win / Avg Loss | 5.2878 | 9.2314 | 1.9819 | 2.0256 | 2.2107 | 1.8547 |
Largest Winning Trade | 515651 | 515651 | 62141 | 1082625 | 1082625 | 1076559 |
Largest Losing Trade | -34342 | -27465 | -34342 | -1552842 | -576384 | -1552842 |
Avg Bars in Trades | 54 | 42 | 65 | 54 | 42 | 65 |
Avg Bars in Winners | 94 | 61 | 125 | 94 | 61 | 125 |
Avg Bars in Losers | 30 | 32 | 27 | 30 | 32 | 27 |
Bars Traded | 3630 | 1456 | 2174 | 3630 | 1456 | 2174 |
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 | -112780 | 325311 | -315692 | -118793 | -35825 | -30452 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3782, "evaluation_days": 1891, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1600646400000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760038422933, "expiration_time": 1764912672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 48, "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": [ [ 962946.4832963173, 897824.4139393806, 65122.0693569361, 1928804.4869289652, 936941.9002163183, 991862.586712647 ], [ 962.946483, 897.824414, 65.122069, 1928.804487, 936.9419, 991.862587 ], [ 0.509226, 0.474788, 0.034438, 0.159303, 0.12376, 0.126493 ], [ 340.592675, 340.592675, 340.592675, 340.592675, 340.592675, 340.592675 ], [ -94485, -58489, -78050, -3270128, -1320077, -2680038 ], [ 3.14749, 5.035285, 1.288263, 1.205709, 1.205849, 1.205577 ], [ 67, 34, 33, 67, 34, 33 ], [ 25, 12, 13, 25, 12, 13 ], [ 42, 22, 20, 42, 22, 20 ], [ 37.313433, 35.294118, 39.393939, 37.313433, 35.294118, 39.393939 ], [ 5.287783, 9.231355, 1.981943, 2.025591, 2.210723, 1.854733 ], [ 515651, 515651, 62141, 1082625, 1082625, 1076559 ], [ -34342, -27465, -34342, -1552842, -576384, -1552842 ], [ 54, 42, 65, 54, 42, 65 ], [ 94, 61, 125, 94, 61, 125 ], [ 30, 32, 27, 30, 32, 27 ], [ 3630, 1456, 2174, 3630, 1456, 2174 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -112780, 325311, -315692, -118793, -35825, -30452 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3782, "evaluation_days": 1891, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1600646400000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760038422933, "expiration_time": 1764912672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 48, "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) |
---|