| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 610152.9091 | 747955.9631 | -137803.054 | -2110937.7866 | 528359.8018 | -2639297.5884 |
| Total P&L (%) | 610.1529 | 747.956 | -137.8031 | -2110.9378 | 528.3598 | -2639.2976 |
| Avg Daily Profit (%) | 0.3251 | 0.3985 | -0.0734 | 0 | 0.098 | 0 |
| Buy And Hold Return (%) | 256.9514 | 256.9514 | 256.9514 | 256.9514 | 256.9514 | 256.9514 |
| Max Trade Drawdown | -289555 | -145808 | -299158 | -3703613 | -2244599 | -3040445 |
| Profit Factor | 2.013 | 3.9276 | 0.6027 | 0.7262 | 1.1226 | 0.2234 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 41 | 19 | 22 | 33 | 18 | 15 |
| Losing Trades | 36 | 19 | 17 | 44 | 20 | 24 |
| Profitability (%) | 53.2468 | 50 | 56.4103 | 42.8571 | 47.3684 | 38.4615 |
| Ratio Avg Win / Avg Loss | 1.7675 | 3.9276 | 0.4657 | 0.9682 | 1.2473 | 0.3574 |
| Largest Winning Trade | 587427 | 587427 | 37783 | 2016148 | 2016148 | 277974 |
| Largest Losing Trade | -258953 | -69780 | -258953 | -2058569 | -2058569 | -764423 |
| Avg Bars in Trades | 67 | 108 | 26 | 67 | 108 | 26 |
| Avg Bars in Winners | 41 | 59 | 26 | 98 | 170 | 12 |
| Avg Bars in Losers | 96 | 158 | 27 | 43 | 53 | 35 |
| Bars Traded | 5181 | 4137 | 1044 | 5181 | 4137 | 1044 |
| Profit Streak | 0 | 0 | 0 | 15.144 | 17.8106 | 15.144 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -37316 | 488355 | -579648 | -628761 | -154421 | -584381 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5631,
"evaluation_days": 1877,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1602403200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758857239616,
"expiration_time": 1763709984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 198
}
}
}
{
"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": [
[
610152.9090688075,
747955.9631117353,
-137803.0540429276,
-2110937.786610406,
528359.8017627833,
-2639297.5883731884
],
[
610.152909,
747.955963,
-137.803054,
-2110.937787,
528.359802,
-2639.297588
],
[
0.325068,
0.398485,
-0.073417,
0,
0.097967,
0
],
[
256.95136,
256.95136,
256.95136,
256.95136,
256.95136,
256.95136
],
[
-289555,
-145808,
-299158,
-3703613,
-2244599,
-3040445
],
[
2.012976,
3.927621,
0.602707,
0.726168,
1.122574,
0.223359
],
[
77,
38,
39,
77,
38,
39
],
[
41,
19,
22,
33,
18,
15
],
[
36,
19,
17,
44,
20,
24
],
[
53.246753,
50,
56.410256,
42.857143,
47.368421,
38.461538
],
[
1.767491,
3.927621,
0.465728,
0.968224,
1.247304,
0.357374
],
[
587427,
587427,
37783,
2016148,
2016148,
277974
],
[
-258953,
-69780,
-258953,
-2058569,
-2058569,
-764423
],
[
67,
108,
26,
67,
108,
26
],
[
41,
59,
26,
98,
170,
12
],
[
96,
158,
27,
43,
53,
35
],
[
5181,
4137,
1044,
5181,
4137,
1044
],
[
0,
0,
0,
15.143977,
17.810644,
15.143977
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-37316,
488355,
-579648,
-628761,
-154421,
-584381
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5631,
"evaluation_days": 1877,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1602403200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758857239616,
"expiration_time": 1763709984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 198
}
}
}
| # | 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) |
|---|