| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 643450.5572 | 624067.3656 | 19383.1916 | -43527.5127 | 61195.6916 | -104723.2043 |
| Total P&L (%) | 643.4506 | 624.0674 | 19.3832 | -43.5275 | 61.1957 | -104.7232 |
| Avg Daily Profit (%) | 0.3402 | 0.3299 | 0.0102 | -0.0302 | 0.0252 | 0 |
| Buy And Hold Return (%) | 317.3789 | 317.3789 | 317.3789 | 317.3789 | 317.3789 | 317.3789 |
| Max Trade Drawdown | -109874 | -93806 | -140185 | -202183 | -175872 | -203149 |
| Profit Factor | 2.1608 | 3.3897 | 1.0661 | 0.9501 | 1.1388 | 0.7574 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Profitability (%) | 55 | 55 | 55 | 55 | 55 | 55 |
| Ratio Avg Win / Avg Loss | 1.7679 | 2.7734 | 0.8723 | 0.7774 | 0.9317 | 0.6197 |
| Largest Winning Trade | 349279 | 349279 | 52049 | 118227 | 118227 | 53282 |
| Largest Losing Trade | -96755 | -37858 | -96755 | -172656 | -72290 | -172656 |
| Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
| Avg Bars in Winners | 51 | 47 | 55 | 51 | 47 | 55 |
| Avg Bars in Losers | 33 | 43 | 22 | 33 | 43 | 22 |
| Bars Traded | 3456 | 1835 | 1621 | 3456 | 1835 | 1621 |
| 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 | -16489 | 330959 | -493715 | -603907 | -393761 | -580101 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3783,
"evaluation_days": 1891.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1604793600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760092026504,
"expiration_time": 1764957168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
643450.5571515698,
624067.3655566861,
19383.1915948837,
-43527.512651632,
61195.6916375547,
-104723.2042891866
],
[
643.450557,
624.067366,
19.383192,
-43.527513,
61.195692,
-104.723204
],
[
0.34018,
0.329933,
0.010248,
-0.030205,
0.025245,
0
],
[
317.378917,
317.378917,
317.378917,
317.378917,
317.378917,
317.378917
],
[
-109874,
-93806,
-140185,
-202183,
-175872,
-203149
],
[
2.160758,
3.389741,
1.066111,
0.950115,
1.1388,
0.757394
],
[
80,
40,
40,
80,
40,
40
],
[
44,
22,
22,
44,
22,
22
],
[
36,
18,
18,
36,
18,
18
],
[
55,
55,
55,
55,
55,
55
],
[
1.767893,
2.773425,
0.872273,
0.777367,
0.931745,
0.619686
],
[
349279,
349279,
52049,
118227,
118227,
53282
],
[
-96755,
-37858,
-96755,
-172656,
-72290,
-172656
],
[
43,
45,
40,
43,
45,
40
],
[
51,
47,
55,
51,
47,
55
],
[
33,
43,
22,
33,
43,
22
],
[
3456,
1835,
1621,
3456,
1835,
1621
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-16489,
330959,
-493715,
-603907,
-393761,
-580101
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3783,
"evaluation_days": 1891.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1604793600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760092026504,
"expiration_time": 1764957168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|