Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -937139.9156 | -44568.98 | -892570.9355 | 27338.9797 | -1869040.0238 | 1896379.0035 |
Total P&L (%) | -937.1399 | -44.569 | -892.5709 | 27.339 | -1869.04 | 1896.379 |
Avg Daily Profit (%) | -0.4971 | -0.0236 | -0.4734 | 0.0128 | 0 | 0.1589 |
Buy And Hold Return (%) | 352.3777 | 352.3777 | 352.3777 | 352.3777 | 352.3777 | 352.3777 |
Max Trade Drawdown | -1109354 | -205823 | -927844 | -3995249 | -3595109 | -1573262 |
Profit Factor | 0.3197 | 0.8568 | 0.1629 | 1.0042 | 0.5363 | 1.7827 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 16 | 21 | 41 | 17 | 24 |
Losing Trades | 35 | 20 | 15 | 31 | 19 | 12 |
Profitability (%) | 51.3889 | 44.4444 | 58.3333 | 56.9444 | 47.2222 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.3024 | 1.071 | 0.1164 | 0.7593 | 0.5994 | 0.8914 |
Largest Winning Trade | 65169 | 65169 | 18449 | 2020752 | 498959 | 2020752 |
Largest Losing Trade | -608411 | -62599 | -608411 | -2549187 | -2549187 | -1572339 |
Avg Bars in Trades | 150 | 172 | 129 | 150 | 172 | 129 |
Avg Bars in Winners | 78 | 84 | 74 | 91 | 89 | 91 |
Avg Bars in Losers | 226 | 242 | 204 | 229 | 246 | 203 |
Bars Traded | 10847 | 6202 | 4645 | 10847 | 6202 | 4645 |
Profit Streak | 3.2971 | 4.1304 | 0 | 3.2971 | 4.1304 | 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 | -665243 | -581372 | -579699 | -642492 | -581958 | 337296 |
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11312, "evaluation_days": 1885.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1602187200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759590466690, "expiration_time": 1764465984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 144, "offset": 227 } } }
{ "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": [ [ -937139.9155504876, -44568.980004453, -892570.9355460348, 27338.9796685379, -1869040.0238018893, 1896379.0034704257 ], [ -937.139916, -44.56898, -892.570936, 27.33898, -1869.040024, 1896.379003 ], [ -0.497069, -0.02364, -0.47343, 0.01282, 0, 0.158927 ], [ 352.377745, 352.377745, 352.377745, 352.377745, 352.377745, 352.377745 ], [ -1109354, -205823, -927844, -3995249, -3595109, -1573262 ], [ 0.319675, 0.856781, 0.162922, 1.004236, 0.536312, 1.782731 ], [ 72, 36, 36, 72, 36, 36 ], [ 37, 16, 21, 41, 17, 24 ], [ 35, 20, 15, 31, 19, 12 ], [ 51.388889, 44.444444, 58.333333, 56.944444, 47.222222, 66.666667 ], [ 0.302395, 1.070976, 0.116373, 0.759301, 0.599407, 0.891366 ], [ 65169, 65169, 18449, 2020752, 498959, 2020752 ], [ -608411, -62599, -608411, -2549187, -2549187, -1572339 ], [ 150, 172, 129, 150, 172, 129 ], [ 78, 84, 74, 91, 89, 91 ], [ 226, 242, 204, 229, 246, 203 ], [ 10847, 6202, 4645, 10847, 6202, 4645 ], [ 3.297068, 4.130401, 0, 3.297068, 4.130401, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -665243, -581372, -579699, -642492, -581958, 337296 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11312, "evaluation_days": 1885.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1602187200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759590466690, "expiration_time": 1764465984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 144, "offset": 227 } } }
# | 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) |
---|