| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -656111.6991 | 156155.6949 | -812267.394 | -332279.4674 | 1942295.3173 | -2274574.7848 |
| Total P&L (%) | -656.1117 | 156.1557 | -812.2674 | -332.2795 | 1942.2953 | -2274.5748 |
| Avg Daily Profit (%) | -0.347 | 0.0826 | -0.4295 | 0 | 0.1597 | 0 |
| Buy And Hold Return (%) | 298.2722 | 298.2722 | 298.2722 | 298.2722 | 298.2722 | 298.2722 |
| Max Trade Drawdown | -873727 | -142531 | -884195 | -5114187 | -2920737 | -4790428 |
| Profit Factor | 0.518 | 1.5569 | 0.2485 | 0.9712 | 1.4538 | 0.6874 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 44 | 20 | 24 | 31 | 18 | 13 |
| Losing Trades | 24 | 14 | 10 | 37 | 16 | 21 |
| Profitability (%) | 64.7059 | 58.8235 | 70.5882 | 45.5882 | 52.9412 | 38.2353 |
| Ratio Avg Win / Avg Loss | 0.2825 | 1.0898 | 0.1035 | 1.1592 | 1.2922 | 1.1105 |
| Largest Winning Trade | 163121 | 163121 | 34357 | 2985813 | 2985813 | 2017802 |
| Largest Losing Trade | -814007 | -63610 | -814007 | -3421165 | -2264153 | -3421165 |
| Avg Bars in Trades | 78 | 94 | 63 | 78 | 94 | 63 |
| Avg Bars in Winners | 33 | 36 | 30 | 119 | 143 | 85 |
| Avg Bars in Losers | 162 | 176 | 143 | 44 | 38 | 50 |
| Bars Traded | 5367 | 3200 | 2167 | 5367 | 3200 | 2167 |
| Profit Streak | 92.4371 | 92.4371 | 136.7705 | 0 | 0 | 0 |
| Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -690885 | -244340 | -576775 | -694604 | 315180 | -583703 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5673,
"evaluation_days": 1891,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600358400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760092169431,
"expiration_time": 1764955872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 178,
"offset": 0,
"std": 4.90224
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 128,
"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": [
[
-656111.6990969846,
156155.6949130681,
-812267.3940100529,
-332279.467441867,
1942295.317340918,
-2274574.784782784
],
[
-656.111699,
156.155695,
-812.267394,
-332.279467,
1942.295317,
-2274.574785
],
[
-0.346965,
0.082578,
-0.429544,
0,
0.159655,
0
],
[
298.272192,
298.272192,
298.272192,
298.272192,
298.272192,
298.272192
],
[
-873727,
-142531,
-884195,
-5114187,
-2920737,
-4790428
],
[
0.518007,
1.556891,
0.248485,
0.971249,
1.453763,
0.687425
],
[
68,
34,
34,
68,
34,
34
],
[
44,
20,
24,
31,
18,
13
],
[
24,
14,
10,
37,
16,
21
],
[
64.705882,
58.823529,
70.588235,
45.588235,
52.941176,
38.235294
],
[
0.282549,
1.089824,
0.103535,
1.159233,
1.292234,
1.110456
],
[
163121,
163121,
34357,
2985813,
2985813,
2017802
],
[
-814007,
-63610,
-814007,
-3421165,
-2264153,
-3421165
],
[
78,
94,
63,
78,
94,
63
],
[
33,
36,
30,
119,
143,
85
],
[
162,
176,
143,
44,
38,
50
],
[
5367,
3200,
2167,
5367,
3200,
2167
],
[
92.437146,
92.437146,
136.770479,
0,
0,
0
],
[
6,
3,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-690885,
-244340,
-576775,
-694604,
315180,
-583703
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5673,
"evaluation_days": 1891,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600358400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760092169431,
"expiration_time": 1764955872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 178,
"offset": 0,
"std": 4.90224
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 128,
"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) |
|---|