| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 646688.6704 | 669170.7605 | -22482.0901 | 146103.4952 | 400644.8846 | -254541.3894 |
| Total P&L (%) | 646.6887 | 669.1708 | -22.4821 | 146.1035 | 400.6449 | -254.5414 |
| Avg Daily Profit (%) | 0.3448 | 0.3568 | -0.012 | 0.048 | 0.0859 | 0 |
| Buy And Hold Return (%) | 222.0137 | 222.0137 | 222.0137 | 222.0137 | 222.0137 | 222.0137 |
| Max Trade Drawdown | -159710 | -162912 | -62698 | -1270631 | -1248236 | -350429 |
| Profit Factor | 2.4262 | 3.0101 | 0.8135 | 1.055 | 1.1997 | 0.6087 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
| Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Profitability (%) | 37.5 | 40 | 35 | 37.5 | 40 | 35 |
| Ratio Avg Win / Avg Loss | 4.0436 | 4.5151 | 1.5107 | 1.7583 | 1.7995 | 1.1304 |
| Largest Winning Trade | 545891 | 545891 | 21243 | 914468 | 914468 | 154480 |
| Largest Losing Trade | -47355 | -47355 | -32499 | -583055 | -583055 | -210654 |
| Avg Bars in Trades | 90 | 174 | 6 | 90 | 174 | 6 |
| Avg Bars in Winners | 166 | 304 | 9 | 166 | 304 | 9 |
| Avg Bars in Losers | 45 | 88 | 4 | 45 | 88 | 4 |
| Bars Traded | 7256 | 6996 | 260 | 7256 | 6996 | 260 |
| Profit Streak | 55.8096 | 56.3096 | 0 | 55.8096 | 56.3096 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -17367 | 314263 | -583527 | -481551 | -89524 | -584638 |
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1597363200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759001145180,
"expiration_time": 1763576496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 13,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
646688.6703841346,
669170.7604549972,
-22482.0900708629,
146103.4952478906,
400644.8846404747,
-254541.3893925845
],
[
646.68867,
669.17076,
-22.48209,
146.103495,
400.644885,
-254.541389
],
[
0.344809,
0.356796,
-0.011987,
0.04803,
0.085919,
0
],
[
222.01367,
222.01367,
222.01367,
222.01367,
222.01367,
222.01367
],
[
-159710,
-162912,
-62698,
-1270631,
-1248236,
-350429
],
[
2.426178,
3.010057,
0.813474,
1.054987,
1.199664,
0.608676
],
[
80,
40,
40,
80,
40,
40
],
[
30,
16,
14,
30,
16,
14
],
[
50,
24,
26,
50,
24,
26
],
[
37.5,
40,
35,
37.5,
40,
35
],
[
4.04363,
4.515086,
1.510737,
1.758312,
1.799497,
1.130398
],
[
545891,
545891,
21243,
914468,
914468,
154480
],
[
-47355,
-47355,
-32499,
-583055,
-583055,
-210654
],
[
90,
174,
6,
90,
174,
6
],
[
166,
304,
9,
166,
304,
9
],
[
45,
88,
4,
45,
88,
4
],
[
7256,
6996,
260,
7256,
6996,
260
],
[
55.809551,
56.309551,
0,
55.809551,
56.309551,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-17367,
314263,
-583527,
-481551,
-89524,
-584638
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1597363200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759001145180,
"expiration_time": 1763576496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 13,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|