| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 873606.4921 | 888198.2136 | -14591.7215 | 169307.3771 | 269706.2482 | -100398.8711 |
| Total P&L (%) | 873.6065 | 888.1982 | -14.5917 | 169.3074 | 269.7062 | -100.3989 |
| Avg Daily Profit (%) | 0.4637 | 0.4714 | -0.0077 | 0.0526 | 0.0694 | 0 |
| Buy And Hold Return (%) | 275.0408 | 275.0408 | 275.0408 | 275.0408 | 275.0408 | 275.0408 |
| Max Trade Drawdown | -199393 | -196011 | -19311 | -2492609 | -2490502 | -169159 |
| Profit Factor | 3.0284 | 3.3553 | 0.7277 | 1.0472 | 1.083 | 0.7049 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
| Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
| Profitability (%) | 42.1687 | 34.1463 | 50 | 42.1687 | 34.1463 | 50 |
| Ratio Avg Win / Avg Loss | 4.1532 | 6.4709 | 0.7277 | 1.4361 | 2.0887 | 0.7049 |
| Largest Winning Trade | 726256 | 726256 | 6296 | 1997277 | 1997277 | 67778 |
| Largest Losing Trade | -39933 | -39933 | -16131 | -712975 | -712975 | -134019 |
| Avg Bars in Trades | 257 | 512 | 9 | 257 | 512 | 9 |
| Avg Bars in Winners | 357 | 875 | 11 | 357 | 875 | 11 |
| Avg Bars in Losers | 185 | 323 | 7 | 185 | 323 | 7 |
| Bars Traded | 21406 | 21006 | 400 | 21406 | 21006 | 400 |
| Profit Streak | 0 | 98.6538 | 0 | 0 | 98.6538 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316748 | 298662 | -580456 | -461415 | -399684 | -580456 |
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22610,
"evaluation_days": 1884.17,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1598306400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759542085098,
"expiration_time": 1765396512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 176,
"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": [
[
873606.4920608589,
888198.2136031246,
-14591.7215422653,
169307.377064854,
269706.2481549855,
-100398.871090132
],
[
873.606492,
888.198214,
-14.591722,
169.307377,
269.706248,
-100.398871
],
[
0.463656,
0.4714,
-0.007744,
0.052593,
0.06942,
0
],
[
275.040765,
275.040765,
275.040765,
275.040765,
275.040765,
275.040765
],
[
-199393,
-196011,
-19311,
-2492609,
-2490502,
-169159
],
[
3.02839,
3.355268,
0.727656,
1.047177,
1.083023,
0.704896
],
[
83,
41,
42,
83,
41,
42
],
[
35,
14,
21,
35,
14,
21
],
[
48,
27,
21,
48,
27,
21
],
[
42.168675,
34.146341,
50,
42.168675,
34.146341,
50
],
[
4.153221,
6.470875,
0.727656,
1.436128,
2.088687,
0.704896
],
[
726256,
726256,
6296,
1997277,
1997277,
67778
],
[
-39933,
-39933,
-16131,
-712975,
-712975,
-134019
],
[
257,
512,
9,
257,
512,
9
],
[
357,
875,
11,
357,
875,
11
],
[
185,
323,
7,
185,
323,
7
],
[
21406,
21006,
400,
21406,
21006,
400
],
[
0,
98.653763,
0,
0,
98.653763,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316748,
298662,
-580456,
-461415,
-399684,
-580456
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22610,
"evaluation_days": 1884.17,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1598306400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759542085098,
"expiration_time": 1765396512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 176,
"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) |
|---|