| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1098136.4784 | 1040313.8694 | 57822.609 | 1233607.7197 | -273963.6503 | 1507571.37 |
| Total P&L (%) | 1098.1365 | 1040.3139 | 57.8226 | 1233.6077 | -273.9637 | 1507.5714 |
| Avg Daily Profit (%) | 0.5846 | 0.5539 | 0.0308 | 0.138 | 0 | 0.148 |
| Buy And Hold Return (%) | 184.5488 | 184.5488 | 184.5488 | 184.5488 | 184.5488 | 184.5488 |
| Max Trade Drawdown | -160772 | -170895 | -20749 | -3684144 | -4283991 | -380196 |
| Profit Factor | 3.7192 | 3.9955 | 2.0224 | 1.1441 | 0.964 | 2.5731 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 37 | 11 | 26 | 37 | 11 | 26 |
| Losing Trades | 56 | 35 | 21 | 56 | 35 | 21 |
| Profitability (%) | 39.7849 | 23.913 | 55.3191 | 39.7849 | 23.913 | 55.3191 |
| Ratio Avg Win / Avg Loss | 5.6291 | 12.7131 | 1.6335 | 1.7316 | 3.0671 | 2.0782 |
| Largest Winning Trade | 805028 | 805028 | 17364 | 2858915 | 2858915 | 473564 |
| Largest Losing Trade | -38742 | -38742 | -8014 | -965836 | -965836 | -155917 |
| Avg Bars in Trades | 57 | 115 | 1 | 57 | 115 | 1 |
| Avg Bars in Winners | 109 | 366 | 1 | 109 | 366 | 1 |
| Avg Bars in Losers | 23 | 36 | 1 | 23 | 36 | 1 |
| Bars Traded | 5381 | 5328 | 53 | 5381 | 5328 | 53 |
| Profit Streak | 0 | 173.8963 | 0 | 0 | 173.8963 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 495240 | -16628 | -312646 | -73205 | -611840 | 390899 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5635,
"evaluation_days": 1878.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1598976000000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758979839537,
"expiration_time": 1763828640000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 2,
"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": [
[
1098136.4784051653,
1040313.8694321793,
57822.6089729859,
1233607.7197244675,
-273963.6502643441,
1507571.3699888105
],
[
1098.136478,
1040.313869,
57.822609,
1233.60772,
-273.96365,
1507.57137
],
[
0.584634,
0.55385,
0.030784,
0.138009,
0,
0.14797
],
[
184.548801,
184.548801,
184.548801,
184.548801,
184.548801,
184.548801
],
[
-160772,
-170895,
-20749,
-3684144,
-4283991,
-380196
],
[
3.719217,
3.995546,
2.022395,
1.144112,
0.96396,
2.57307
],
[
93,
46,
47,
93,
46,
47
],
[
37,
11,
26,
37,
11,
26
],
[
56,
35,
21,
56,
35,
21
],
[
39.784946,
23.913043,
55.319149,
39.784946,
23.913043,
55.319149
],
[
5.629085,
12.713102,
1.633473,
1.731629,
3.067146,
2.078249
],
[
805028,
805028,
17364,
2858915,
2858915,
473564
],
[
-38742,
-38742,
-8014,
-965836,
-965836,
-155917
],
[
57,
115,
1,
57,
115,
1
],
[
109,
366,
1,
109,
366,
1
],
[
23,
36,
1,
23,
36,
1
],
[
5381,
5328,
53,
5381,
5328,
53
],
[
0,
173.896291,
0,
0,
173.896291,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
495240,
-16628,
-312646,
-73205,
-611840,
390899
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5635,
"evaluation_days": 1878.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1598976000000,
"last_datapoint_time": 1758960000000,
"evaluation_time": 1758979839537,
"expiration_time": 1763828640000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 80,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 2,
"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) |
|---|