Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979925.0454 | 1014031.0888 | -34106.0434 | 55052.7693 | 352003.165 | -296950.3956 |
Total P&L (%) | 979.925 | 1014.0311 | -34.106 | 55.0528 | 352.0032 | -296.9504 |
Avg Daily Profit (%) | 0.5183 | 0.5363 | -0.018 | 0.0232 | 0.0798 | 0 |
Buy And Hold Return (%) | 353.373 | 353.373 | 353.373 | 353.373 | 353.373 | 353.373 |
Max Trade Drawdown | -125820 | -110530 | -110817 | -714207 | -560325 | -372889 |
Profit Factor | 2.4666 | 4.6058 | 0.9119 | 1.0305 | 1.4213 | 0.6933 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 45.122 | 46.3415 | 43.9024 | 45.122 | 46.3415 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.9999 | 5.333 | 1.1652 | 1.2533 | 1.6457 | 0.8859 |
Largest Winning Trade | 719890 | 719890 | 59950 | 586265 | 586265 | 198941 |
Largest Losing Trade | -80882 | -31760 | -80882 | -269351 | -183052 | -269351 |
Avg Bars in Trades | 88 | 86 | 91 | 88 | 86 | 91 |
Avg Bars in Winners | 113 | 106 | 121 | 113 | 106 | 121 |
Avg Bars in Losers | 68 | 68 | 68 | 68 | 68 | 68 |
Bars Traded | 7282 | 3529 | 3753 | 7282 | 3529 | 3753 |
Profit Streak | 27.0127 | 59.7627 | 0 | 27.0127 | 59.7627 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 72445 | 532120 | -581446 | -524740 | -250636 | -583113 |
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7563, "evaluation_days": 1890.75, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1602028800000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760055501397, "expiration_time": 1764933624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 153, "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": [ [ 979925.0453805039, 1014031.088815426, -34106.0434349227, 55052.7693340594, 352003.1649663631, -296950.3956323038 ], [ 979.925045, 1014.031089, -34.106043, 55.052769, 352.003165, -296.950396 ], [ 0.518273, 0.536312, -0.018038, 0.0232, 0.079816, 0 ], [ 353.373016, 353.373016, 353.373016, 353.373016, 353.373016, 353.373016 ], [ -125820, -110530, -110817, -714207, -560325, -372889 ], [ 2.466566, 4.605778, 0.91186, 1.030519, 1.421258, 0.693321 ], [ 82, 41, 41, 82, 41, 41 ], [ 37, 19, 18, 37, 19, 18 ], [ 45, 22, 23, 45, 22, 23 ], [ 45.121951, 46.341463, 43.902439, 45.121951, 46.341463, 43.902439 ], [ 2.999878, 5.333006, 1.165154, 1.253334, 1.645667, 0.88591 ], [ 719890, 719890, 59950, 586265, 586265, 198941 ], [ -80882, -31760, -80882, -269351, -183052, -269351 ], [ 88, 86, 91, 88, 86, 91 ], [ 113, 106, 121, 113, 106, 121 ], [ 68, 68, 68, 68, 68, 68 ], [ 7282, 3529, 3753, 7282, 3529, 3753 ], [ 27.012748, 59.762748, 0, 27.012748, 59.762748, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 72445, 532120, -581446, -524740, -250636, -583113 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7563, "evaluation_days": 1890.75, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1602028800000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760055501397, "expiration_time": 1764933624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 153, "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) |
---|