Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607399.355 | 558434.8307 | 48964.5243 | 955266.4609 | 1316550.4583 | -361283.9974 |
Total P&L (%) | 607.3994 | 558.4348 | 48.9645 | 955.2665 | 1316.5505 | -361.284 |
Avg Daily Profit (%) | 0.3211 | 0.2952 | 0.0259 | 0.1247 | 0.1402 | 0 |
Buy And Hold Return (%) | 200.5544 | 200.5544 | 200.5544 | 200.5544 | 200.5544 | 200.5544 |
Max Trade Drawdown | -175503 | -83934 | -174125 | -1802172 | -1446304 | -1390426 |
Profit Factor | 1.3289 | 1.6522 | 1.0494 | 1.056 | 1.1637 | 0.9599 |
Total Trades | 736 | 368 | 368 | 736 | 368 | 368 |
Winning Trades | 306 | 152 | 154 | 306 | 152 | 154 |
Losing Trades | 430 | 216 | 214 | 430 | 216 | 214 |
Profitability (%) | 41.5761 | 41.3043 | 41.8478 | 41.5761 | 41.3043 | 41.8478 |
Ratio Avg Win / Avg Loss | 1.8674 | 2.3479 | 1.4583 | 1.4839 | 1.6537 | 1.3339 |
Largest Winning Trade | 248868 | 248868 | 35550 | 622257 | 622257 | 455760 |
Largest Losing Trade | -22739 | -18510 | -22739 | -260457 | -243053 | -260457 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 22 | 21 | 22 | 22 | 21 | 22 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 11292 | 5435 | 5857 | 11292 | 5435 | 5857 |
Profit Streak | 9.2866 | 9.7866 | 0 | 9.2866 | 9.7866 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319391 | 273854 | -491743 | -185144 | -46118 | -580635 |
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11349, "evaluation_days": 1891.5, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1596916800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760122364022, "expiration_time": 1765014768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 15, "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": [ [ 607399.3549705303, 558434.830652775, 48964.5243177559, 955266.4608505813, 1316550.4582742066, -361283.9974236256 ], [ 607.399355, 558.434831, 48.964524, 955.266461, 1316.550458, -361.283997 ], [ 0.32112, 0.295234, 0.025887, 0.124655, 0.140242, 0 ], [ 200.554421, 200.554421, 200.554421, 200.554421, 200.554421, 200.554421 ], [ -175503, -83934, -174125, -1802172, -1446304, -1390426 ], [ 1.328912, 1.652248, 1.049433, 1.055997, 1.16369, 0.95993 ], [ 736, 368, 368, 736, 368, 368 ], [ 306, 152, 154, 306, 152, 154 ], [ 430, 216, 214, 430, 216, 214 ], [ 41.576087, 41.304348, 41.847826, 41.576087, 41.304348, 41.847826 ], [ 1.867425, 2.347932, 1.458303, 1.483918, 1.653665, 1.333928 ], [ 248868, 248868, 35550, 622257, 622257, 455760 ], [ -22739, -18510, -22739, -260457, -243053, -260457 ], [ 15, 14, 15, 15, 14, 15 ], [ 22, 21, 22, 22, 21, 22 ], [ 10, 10, 10, 10, 10, 10 ], [ 11292, 5435, 5857, 11292, 5435, 5857 ], [ 9.28662, 9.78662, 0, 9.286621, 9.786621, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319391, 273854, -491743, -185144, -46118, -580635 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11349, "evaluation_days": 1891.5, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1596916800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760122364022, "expiration_time": 1765014768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 15, "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) |
---|