| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 131037.1692 | 359672.0902 | -228634.9211 | -645213.1955 | 2028719.2146 | -2673932.4101 |
| Total P&L (%) | 131.0372 | 359.6721 | -228.6349 | -645.2132 | 2028.7192 | -2673.9324 |
| Avg Daily Profit (%) | 0.0699 | 0.1918 | -0.1219 | 0 | 0.1632 | 0 |
| Buy And Hold Return (%) | 284.3564 | 284.3564 | 284.3564 | 284.3564 | 284.3564 | 284.3564 |
| Max Trade Drawdown | -349870 | -106264 | -307220 | -4481623 | -528732 | -4101010 |
| Profit Factor | 1.1923 | 2.8632 | 0.5318 | 0.9058 | 2.5332 | 0.5164 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 31 | 15 | 16 | 34 | 19 | 15 |
| Losing Trades | 34 | 18 | 16 | 31 | 14 | 17 |
| Profitability (%) | 47.6923 | 45.4545 | 50 | 52.3077 | 57.5758 | 46.875 |
| Ratio Avg Win / Avg Loss | 1.3077 | 3.4359 | 0.5318 | 0.8259 | 1.8666 | 0.5852 |
| Largest Winning Trade | 310058 | 310058 | 57756 | 898745 | 751441 | 898745 |
| Largest Losing Trade | -280336 | -37117 | -280336 | -1933190 | -245949 | -1933190 |
| Avg Bars in Trades | 107 | 95 | 120 | 107 | 95 | 120 |
| Avg Bars in Winners | 143 | 122 | 162 | 81 | 96 | 61 |
| Avg Bars in Losers | 75 | 73 | 79 | 137 | 93 | 172 |
| Bars Traded | 7014 | 3155 | 3859 | 7014 | 3155 | 3859 |
| Profit Streak | 59.5548 | 97.8048 | 0 | 0 | 0 | 142.0548 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -410736 | -71591 | -580810 | -716478 | 486342 | -581454 |
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1605700800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758979133227,
"expiration_time": 1763576496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 178,
"offset": 240
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 194,
"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": [
[
131037.1691721858,
359672.0902268447,
-228634.9210546591,
-645213.1955369668,
2028719.2145762197,
-2673932.410113187
],
[
131.037169,
359.67209,
-228.634921,
-645.213196,
2028.719215,
-2673.93241
],
[
0.069868,
0.191774,
-0.121906,
0,
0.163188,
0
],
[
284.356384,
284.356384,
284.356384,
284.356384,
284.356384,
284.356384
],
[
-349870,
-106264,
-307220,
-4481623,
-528732,
-4101010
],
[
1.192322,
2.863242,
0.531781,
0.905839,
2.533179,
0.516385
],
[
65,
33,
32,
65,
33,
32
],
[
31,
15,
16,
34,
19,
15
],
[
34,
18,
16,
31,
14,
17
],
[
47.692308,
45.454545,
50,
52.307692,
57.575758,
46.875
],
[
1.307708,
3.43589,
0.531781,
0.825912,
1.866553,
0.585237
],
[
310058,
310058,
57756,
898745,
751441,
898745
],
[
-280336,
-37117,
-280336,
-1933190,
-245949,
-1933190
],
[
107,
95,
120,
107,
95,
120
],
[
143,
122,
162,
81,
96,
61
],
[
75,
73,
79,
137,
93,
172
],
[
7014,
3155,
3859,
7014,
3155,
3859
],
[
59.554783,
97.804783,
0,
0,
0,
142.054783
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-410736,
-71591,
-580810,
-716478,
486342,
-581454
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1605700800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758979133227,
"expiration_time": 1763576496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 178,
"offset": 240
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 194,
"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) |
|---|