| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1658033.8693 | -155571.6094 | -1502462.2599 | -54229.6378 | -2410145.3294 | 2355915.6915 |
| Total P&L (%) | -1658.0339 | -155.5716 | -1502.4623 | -54.2296 | -2410.1453 | 2355.9157 |
| Avg Daily Profit (%) | -0.884 | -0.0829 | -0.8011 | -0.0417 | 0 | 0.1708 |
| Buy And Hold Return (%) | 303.0966 | 303.0966 | 303.0966 | 303.0966 | 303.0966 | 303.0966 |
| Max Trade Drawdown | -1749386 | -212380 | -1541389 | -3129543 | -3219812 | -1890331 |
| Profit Factor | 0.1868 | 0.4974 | 0.1313 | 0.992 | 0.3345 | 1.7494 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 50 | 22 | 28 | 46 | 20 | 26 |
| Losing Trades | 27 | 16 | 11 | 31 | 18 | 13 |
| Profitability (%) | 64.9351 | 57.8947 | 71.7949 | 59.7403 | 52.6316 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.1009 | 0.3617 | 0.0516 | 0.6685 | 0.3011 | 0.8747 |
| Largest Winning Trade | 22577 | 22577 | 20947 | 3833780 | 759170 | 3833780 |
| Largest Losing Trade | -1160052 | -57456 | -1160052 | -1842788 | -1813796 | -1842788 |
| Avg Bars in Trades | 94 | 112 | 76 | 94 | 112 | 76 |
| Avg Bars in Winners | 35 | 43 | 29 | 51 | 61 | 44 |
| Avg Bars in Losers | 203 | 208 | 197 | 158 | 170 | 141 |
| Bars Traded | 7272 | 4286 | 2986 | 7272 | 4286 | 2986 |
| Profit Streak | 56.5647 | 78.8147 | 56.5647 | 56.5647 | 78.8147 | 56.5647 |
| Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -623222 | -578325 | -576470 | -623896 | -579007 | 430912 |
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1599588000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871991371,
"expiration_time": 1763576496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 135,
"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": [
[
-1658033.869309927,
-155571.6094367098,
-1502462.2598732177,
-54229.6378044224,
-2410145.3293507374,
2355915.691546313
],
[
-1658.033869,
-155.571609,
-1502.46226,
-54.229638,
-2410.145329,
2355.915692
],
[
-0.884049,
-0.082949,
-0.8011,
-0.041662,
0,
0.170825
],
[
303.096564,
303.096564,
303.096564,
303.096564,
303.096564,
303.096564
],
[
-1749386,
-212380,
-1541389,
-3129543,
-3219812,
-1890331
],
[
0.186841,
0.497355,
0.131272,
0.991984,
0.334525,
1.749439
],
[
77,
38,
39,
77,
38,
39
],
[
50,
22,
28,
46,
20,
26
],
[
27,
16,
11,
31,
18,
13
],
[
64.935065,
57.894737,
71.794872,
59.74026,
52.631579,
66.666667
],
[
0.100894,
0.361713,
0.051571,
0.668511,
0.301073,
0.87472
],
[
22577,
22577,
20947,
3833780,
759170,
3833780
],
[
-1160052,
-57456,
-1160052,
-1842788,
-1813796,
-1842788
],
[
94,
112,
76,
94,
112,
76
],
[
35,
43,
29,
51,
61,
44
],
[
203,
208,
197,
158,
170,
141
],
[
7272,
4286,
2986,
7272,
4286,
2986
],
[
56.564715,
78.814715,
56.564715,
56.564715,
78.814715,
56.564715
],
[
8,
4,
4,
8,
4,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-623222,
-578325,
-576470,
-623896,
-579007,
430912
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1599588000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871991371,
"expiration_time": 1763576496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 135,
"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) |
|---|