Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789530.4389 | 725140.6525 | 64389.7864 | 766881.9372 | 687912.8442 | 78969.0929 |
Total P&L (%) | 789.5304 | 725.1407 | 64.3898 | 766.8819 | 687.9128 | 78.9691 |
Avg Daily Profit (%) | 0.421 | 0.3866 | 0.0343 | 0.1152 | 0.1101 | 0.031 |
Buy And Hold Return (%) | 268.9248 | 268.9248 | 268.9248 | 268.9248 | 268.9248 | 268.9248 |
Max Trade Drawdown | -121451 | -141818 | -149189 | -578048 | -503890 | -772427 |
Profit Factor | 2.4205 | 3.2147 | 1.2819 | 1.2875 | 1.4359 | 1.0725 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 46.5753 | 41.6667 | 51.3514 | 46.5753 | 41.6667 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.7765 | 4.5006 | 1.2145 | 1.4768 | 2.0103 | 1.016 |
Largest Winning Trade | 395233 | 395233 | 35977 | 569951 | 569951 | 328257 |
Largest Losing Trade | -73207 | -35865 | -73207 | -442252 | -442252 | -345957 |
Avg Bars in Trades | 97 | 129 | 66 | 97 | 129 | 66 |
Avg Bars in Winners | 119 | 155 | 90 | 119 | 155 | 90 |
Avg Bars in Losers | 78 | 110 | 41 | 78 | 110 | 41 |
Bars Traded | 7119 | 4650 | 2469 | 7119 | 4650 | 2469 |
Profit Streak | 154.2929 | 154.2929 | 229.2929 | 154.2929 | 154.2929 | 229.2929 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64887 | 350249 | -311680 | -118254 | -49704 | -456842 |
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1601251200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758999707845, "expiration_time": 1763576496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 208, "offset": 0, "std": 3.20362 } }, "second_band": { "type": "midprice", "factors": { "length": 212, "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": [ [ 789530.4389312562, 725140.6525100141, 64389.7864212421, 766881.937168689, 687912.8442230424, 78969.0929456461 ], [ 789.530439, 725.140653, 64.389786, 766.881937, 687.912844, 78.969093 ], [ 0.420971, 0.386639, 0.034332, 0.115221, 0.110123, 0.031039 ], [ 268.924798, 268.924798, 268.924798, 268.924798, 268.924798, 268.924798 ], [ -121451, -141818, -149189, -578048, -503890, -772427 ], [ 2.420525, 3.214749, 1.281932, 1.287485, 1.435927, 1.072481 ], [ 73, 36, 37, 73, 36, 37 ], [ 34, 15, 19, 34, 15, 19 ], [ 39, 21, 18, 39, 21, 18 ], [ 46.575342, 41.666667, 51.351351, 46.575342, 41.666667, 51.351351 ], [ 2.776484, 4.500648, 1.214462, 1.476821, 2.010297, 1.016035 ], [ 395233, 395233, 35977, 569951, 569951, 328257 ], [ -73207, -35865, -73207, -442252, -442252, -345957 ], [ 97, 129, 66, 97, 129, 66 ], [ 119, 155, 90, 119, 155, 90 ], [ 78, 110, 41, 78, 110, 41 ], [ 7119, 4650, 2469, 7119, 4650, 2469 ], [ 154.292915, 154.292915, 229.292915, 154.292915, 154.292915, 229.292915 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64887, 350249, -311680, -118254, -49704, -456842 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1601251200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758999707845, "expiration_time": 1763576496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 208, "offset": 0, "std": 3.20362 } }, "second_band": { "type": "midprice", "factors": { "length": 212, "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) |
---|