| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 541490.6523 | 571056.7356 | -29566.0833 | 89071.0401 | -282613.2604 | 371684.3006 |
| Total P&L (%) | 541.4907 | 571.0567 | -29.5661 | 89.071 | -282.6133 | 371.6843 |
| Avg Daily Profit (%) | 0.2861 | 0.3017 | -0.0156 | 0.0337 | 0 | 0.082 |
| Buy And Hold Return (%) | 162.7314 | 162.7314 | 162.7314 | 162.7314 | 162.7314 | 162.7314 |
| Max Trade Drawdown | -233307 | -177356 | -94603 | -3637203 | -3452143 | -397430 |
| Profit Factor | 1.6678 | 2.0892 | 0.8968 | 1.013 | 0.9497 | 1.2953 |
| Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
| Winning Trades | 132 | 70 | 62 | 132 | 70 | 62 |
| Losing Trades | 93 | 42 | 51 | 93 | 42 | 51 |
| Profitability (%) | 58.6667 | 62.5 | 54.8673 | 58.6667 | 62.5 | 54.8673 |
| Ratio Avg Win / Avg Loss | 1.175 | 1.2535 | 0.7377 | 0.7137 | 0.5698 | 1.0655 |
| Largest Winning Trade | 284780 | 284780 | 18098 | 1553741 | 1553741 | 307532 |
| Largest Losing Trade | -66749 | -66749 | -40571 | -1796063 | -1796063 | -252627 |
| Avg Bars in Trades | 97 | 180 | 15 | 97 | 180 | 15 |
| Avg Bars in Winners | 57 | 97 | 11 | 57 | 97 | 11 |
| Avg Bars in Losers | 155 | 319 | 19 | 155 | 319 | 19 |
| Bars Traded | 21994 | 20260 | 1734 | 21994 | 20260 | 1734 |
| Profit Streak | 8.8793 | 63.9627 | 8.8793 | 8.8793 | 63.9627 | 8.8793 |
| Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 411117 | 432959 | -579454 | -518233 | -577861 | -87108 |
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22713,
"evaluation_days": 1892.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1597960800000,
"last_datapoint_time": 1760277600000,
"evaluation_time": 1760281573525,
"expiration_time": 1766164809600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 19,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 175,
"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": [
[
541490.652284564,
571056.7355841288,
-29566.0832995646,
89071.0401289992,
-282613.2604289031,
371684.3005579024
],
[
541.490652,
571.056736,
-29.566083,
89.07104,
-282.61326,
371.684301
],
[
0.286087,
0.301707,
-0.015621,
0.033658,
0,
0.081985
],
[
162.731355,
162.731355,
162.731355,
162.731355,
162.731355,
162.731355
],
[
-233307,
-177356,
-94603,
-3637203,
-3452143,
-397430
],
[
1.667757,
2.089202,
0.896846,
1.012953,
0.949695,
1.295334
],
[
225,
112,
113,
225,
112,
113
],
[
132,
70,
62,
132,
70,
62
],
[
93,
42,
51,
93,
42,
51
],
[
58.666667,
62.5,
54.867257,
58.666667,
62.5,
54.867257
],
[
1.175011,
1.253521,
0.737728,
0.713671,
0.569817,
1.065517
],
[
284780,
284780,
18098,
1553741,
1553741,
307532
],
[
-66749,
-66749,
-40571,
-1796063,
-1796063,
-252627
],
[
97,
180,
15,
97,
180,
15
],
[
57,
97,
11,
57,
97,
11
],
[
155,
319,
19,
155,
319,
19
],
[
21994,
20260,
1734,
21994,
20260,
1734
],
[
8.879323,
63.962656,
8.879323,
8.879323,
63.962657,
8.879323
],
[
2,
6,
1,
2,
6,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
411117,
432959,
-579454,
-518233,
-577861,
-87108
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22713,
"evaluation_days": 1892.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1597960800000,
"last_datapoint_time": 1760277600000,
"evaluation_time": 1760281573525,
"expiration_time": 1766164809600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 19,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 175,
"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) |
|---|