Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777654.2697 | 701056.4894 | 76597.7803 | 1163741.6691 | 459593.1762 | 704148.4929 |
Total P&L (%) | 777.6543 | 701.0565 | 76.5978 | 1163.7417 | 459.5932 | 704.1485 |
Avg Daily Profit (%) | 0.4138 | 0.373 | 0.0408 | 0.1351 | 0.0917 | 0.111 |
Buy And Hold Return (%) | 154.7195 | 154.7195 | 154.7195 | 154.7195 | 154.7195 | 154.7195 |
Max Trade Drawdown | -100913 | -100499 | -142774 | -616371 | -578621 | -412454 |
Profit Factor | 2.2623 | 3.4005 | 1.2364 | 1.346 | 1.2555 | 1.45 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 39.2523 | 33.3333 | 45.283 | 39.2523 | 33.3333 | 45.283 |
Ratio Avg Win / Avg Loss | 3.5012 | 6.8011 | 1.494 | 2.0831 | 2.511 | 1.7521 |
Largest Winning Trade | 350784 | 350784 | 56798 | 789160 | 789160 | 513765 |
Largest Losing Trade | -67295 | -35510 | -67295 | -288582 | -249244 | -288582 |
Avg Bars in Trades | 51 | 45 | 58 | 51 | 45 | 58 |
Avg Bars in Winners | 91 | 86 | 95 | 91 | 86 | 95 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 5551 | 2469 | 3082 | 5551 | 2469 | 3082 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322579 | -172545 | -486434 | -14717 | -259604 | -225919 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5638, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1598601600000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759071541160, "expiration_time": 1763917632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 67, "offset": 0, "std": 4.88526 } }, "second_band": { "type": "swma", "factors": { "length": 13, "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": [ [ 777654.2696721811, 701056.4893973555, 76597.7802748254, 1163741.6691212142, 459593.1762092259, 704148.4929119878 ], [ 777.65427, 701.056489, 76.59778, 1163.741669, 459.593176, 704.148493 ], [ 0.413793, 0.373035, 0.040758, 0.135068, 0.091673, 0.110985 ], [ 154.719538, 154.719538, 154.719538, 154.719538, 154.719538, 154.719538 ], [ -100913, -100499, -142774, -616371, -578621, -412454 ], [ 2.26232, 3.400534, 1.236406, 1.346002, 1.255505, 1.45004 ], [ 107, 54, 53, 107, 54, 53 ], [ 42, 18, 24, 42, 18, 24 ], [ 65, 36, 29, 65, 36, 29 ], [ 39.252336, 33.333333, 45.283019, 39.252336, 33.333333, 45.283019 ], [ 3.501209, 6.801068, 1.49399, 2.083098, 2.51101, 1.752132 ], [ 350784, 350784, 56798, 789160, 789160, 513765 ], [ -67295, -35510, -67295, -288582, -249244, -288582 ], [ 51, 45, 58, 51, 45, 58 ], [ 91, 86, 95, 91, 86, 95 ], [ 26, 25, 27, 26, 25, 27 ], [ 5551, 2469, 3082, 5551, 2469, 3082 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322579, -172545, -486434, -14717, -259604, -225919 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5638, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1598601600000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759071541160, "expiration_time": 1763917632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 67, "offset": 0, "std": 4.88526 } }, "second_band": { "type": "swma", "factors": { "length": 13, "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) |
---|