Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205092.6297 | 1159861.3202 | 45231.3095 | 820305.4153 | 24397.4271 | 795907.9882 |
Total P&L (%) | 1205.0926 | 1159.8613 | 45.2313 | 820.3054 | 24.3974 | 795.908 |
Avg Daily Profit (%) | 0.6369 | 0.613 | 0.0239 | 0.1174 | 0.0115 | 0.1159 |
Buy And Hold Return (%) | 233.0679 | 233.0679 | 233.0679 | 233.0679 | 233.0679 | 233.0679 |
Max Trade Drawdown | -131619 | -86715 | -98274 | -2417513 | -1527944 | -1151395 |
Profit Factor | 2.6161 | 4.1644 | 1.1193 | 1.098 | 1.0057 | 1.1946 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Profitability (%) | 42.3469 | 42.8571 | 41.8367 | 42.3469 | 42.8571 | 41.8367 |
Ratio Avg Win / Avg Loss | 3.5616 | 5.5526 | 1.5561 | 1.4949 | 1.3409 | 1.6607 |
Largest Winning Trade | 948313 | 948313 | 57529 | 757594 | 663090 | 757594 |
Largest Losing Trade | -49273 | -23622 | -49273 | -495535 | -407652 | -495535 |
Avg Bars in Trades | 56 | 49 | 64 | 56 | 49 | 64 |
Avg Bars in Winners | 90 | 74 | 106 | 90 | 74 | 106 |
Avg Bars in Losers | 32 | 30 | 34 | 32 | 30 | 34 |
Bars Traded | 11144 | 4836 | 6308 | 11144 | 4836 | 6308 |
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 | 489286 | 515695 | -418373 | -153214 | -560525 | -49394 |
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11353, "evaluation_days": 1892.17, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599638400000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760175930388, "expiration_time": 1765074096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 53, "af": 0, "af0": 0, "max_af": 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": [ [ 1205092.6297107944, 1159861.3201945703, 45231.3095162242, 820305.4153109149, 24397.4270823497, 795907.9882285658 ], [ 1205.09263, 1159.86132, 45.23131, 820.305415, 24.397427, 795.907988 ], [ 0.636884, 0.612979, 0.023904, 0.11737, 0.011538, 0.115948 ], [ 233.067941, 233.067941, 233.067941, 233.067941, 233.067941, 233.067941 ], [ -131619, -86715, -98274, -2417513, -1527944, -1151395 ], [ 2.616067, 4.164413, 1.119293, 1.098008, 1.005702, 1.194567 ], [ 196, 98, 98, 196, 98, 98 ], [ 83, 42, 41, 83, 42, 41 ], [ 113, 56, 57, 113, 56, 57 ], [ 42.346939, 42.857143, 41.836735, 42.346939, 42.857143, 41.836735 ], [ 3.561633, 5.552551, 1.55609, 1.494879, 1.340935, 1.660739 ], [ 948313, 948313, 57529, 757594, 663090, 757594 ], [ -49273, -23622, -49273, -495535, -407652, -495535 ], [ 56, 49, 64, 56, 49, 64 ], [ 90, 74, 106, 90, 74, 106 ], [ 32, 30, 34, 32, 30, 34 ], [ 11144, 4836, 6308, 11144, 4836, 6308 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 489286, 515695, -418373, -153214, -560525, -49394 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11353, "evaluation_days": 1892.17, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1599638400000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760175930388, "expiration_time": 1765074096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 53, "af": 0, "af0": 0, "max_af": 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) |
---|