| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1023217.587 | 9476.6186 | -1032694.2056 | 825757.6083 | -2670993.3622 | 3496750.9705 |
| Total P&L (%) | -1023.2176 | 9.4766 | -1032.6942 | 825.7576 | -2670.9934 | 3496.751 |
| Avg Daily Profit (%) | -0.5432 | 0.005 | -0.5482 | 0.1182 | 0 | 0.1904 |
| Buy And Hold Return (%) | 388.6198 | 388.6198 | 388.6198 | 388.6198 | 388.6198 | 388.6198 |
| Max Trade Drawdown | -1186482 | -106064 | -1119050 | -3481723 | -3443912 | -1916296 |
| Profit Factor | 0.28 | 1.0474 | 0.1542 | 1.1184 | 0.3841 | 2.3259 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 44 | 21 | 23 | 42 | 19 | 23 |
| Losing Trades | 15 | 8 | 7 | 17 | 10 | 7 |
| Profitability (%) | 74.5763 | 72.4138 | 76.6667 | 71.1864 | 65.5172 | 76.6667 |
| Ratio Avg Win / Avg Loss | 0.0954 | 0.399 | 0.0469 | 0.4527 | 0.2022 | 0.7079 |
| Largest Winning Trade | 29600 | 29600 | 17579 | 4573942 | 301271 | 4573942 |
| Largest Losing Trade | -892994 | -77708 | -892994 | -3030896 | -3030896 | -1638070 |
| Avg Bars in Trades | 123 | 151 | 96 | 123 | 151 | 96 |
| Avg Bars in Winners | 48 | 45 | 51 | 65 | 60 | 70 |
| Avg Bars in Losers | 343 | 430 | 243 | 265 | 324 | 179 |
| Bars Traded | 7274 | 4393 | 2881 | 7274 | 4393 | 2881 |
| Profit Streak | 39.0472 | 39.0472 | 262.0472 | 39.0472 | 39.0472 | 262.0472 |
| Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -755662 | -518564 | -575927 | -308103 | -578275 | 520464 |
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7535,
"evaluation_days": 1883.75,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1600689600000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759453679284,
"expiration_time": 1764310680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 11,
"offset": 0,
"a": 0.67471
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 186,
"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": [
[
-1023217.5870208372,
9476.6185731783,
-1032694.2055940154,
825757.6083001534,
-2670993.362216154,
3496750.9705163077
],
[
-1023.217587,
9.476619,
-1032.694206,
825.757608,
-2670.993362,
3496.750971
],
[
-0.543181,
0.005031,
-0.548212,
0.118209,
0,
0.190366
],
[
388.619784,
388.619784,
388.619784,
388.619784,
388.619784,
388.619784
],
[
-1186482,
-106064,
-1119050,
-3481723,
-3443912,
-1916296
],
[
0.279972,
1.047371,
0.154241,
1.118408,
0.384085,
2.325923
],
[
59,
29,
30,
59,
29,
30
],
[
44,
21,
23,
42,
19,
23
],
[
15,
8,
7,
17,
10,
7
],
[
74.576271,
72.413793,
76.666667,
71.186441,
65.517241,
76.666667
],
[
0.095445,
0.398998,
0.046943,
0.452689,
0.20215,
0.70789
],
[
29600,
29600,
17579,
4573942,
301271,
4573942
],
[
-892994,
-77708,
-892994,
-3030896,
-3030896,
-1638070
],
[
123,
151,
96,
123,
151,
96
],
[
48,
45,
51,
65,
60,
70
],
[
343,
430,
243,
265,
324,
179
],
[
7274,
4393,
2881,
7274,
4393,
2881
],
[
39.047214,
39.047214,
262.047214,
39.047214,
39.047214,
262.047214
],
[
3,
1,
7,
3,
1,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-755662,
-518564,
-575927,
-308103,
-578275,
520464
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7535,
"evaluation_days": 1883.75,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1600689600000,
"last_datapoint_time": 1759428000000,
"evaluation_time": 1759453679284,
"expiration_time": 1764310680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 11,
"offset": 0,
"a": 0.67471
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 186,
"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) |
|---|