Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2123116.7375 | 1948020.7122 | 175096.0253 | 15067110.7837 | 3613578.9391 | 11453531.8446 |
Total P&L (%) | 2123.1167 | 1948.0207 | 175.096 | 15067.1108 | 3613.5789 | 11453.5318 |
Avg Daily Profit (%) | 1.1251 | 1.0323 | 0.0928 | 0.2665 | 0.1917 | 0.252 |
Buy And Hold Return (%) | 367.8912 | 367.8912 | 367.8912 | 367.8912 | 367.8912 | 367.8912 |
Max Trade Drawdown | -72754 | -91318 | -42662 | -14523326 | -11852623 | -6623050 |
Profit Factor | 7.8107 | 9.7552 | 2.9622 | 1.3194 | 1.1068 | 1.8584 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 48.2759 | 44.8276 | 51.7241 | 48.2759 | 44.8276 | 51.7241 |
Ratio Avg Win / Avg Loss | 8.3686 | 12.0063 | 2.7648 | 1.4137 | 1.3622 | 1.7345 |
Largest Winning Trade | 1609697 | 1609697 | 48252 | 11100275 | 11100275 | 3646573 |
Largest Losing Trade | -31665 | -31665 | -25373 | -5240570 | -5240570 | -3756249 |
Avg Bars in Trades | 90 | 125 | 55 | 90 | 125 | 55 |
Avg Bars in Winners | 106 | 131 | 84 | 106 | 131 | 84 |
Avg Bars in Losers | 75 | 120 | 23 | 75 | 120 | 23 |
Bars Traded | 5239 | 3641 | 1598 | 5239 | 3641 | 1598 |
Profit Streak | 0 | 167.0314 | 0 | 0 | 167.0314 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159013 | 721685 | -229037 | -171361 | -95768 | 438397 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5661, "evaluation_days": 1887, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1603728000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759740309284, "expiration_time": 1764599904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 238, "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": [ [ 2123116.737487834, 1948020.7122024954, 175096.025285338, 15067110.783713553, 3613578.9391330867, 11453531.844580472 ], [ 2123.116737, 1948.020712, 175.096025, 15067.110784, 3613.578939, 11453.531845 ], [ 1.125128, 1.032337, 0.092791, 0.266476, 0.191735, 0.252017 ], [ 367.891175, 367.891175, 367.891175, 367.891175, 367.891175, 367.891175 ], [ -72754, -91318, -42662, -14523326, -11852623, -6623050 ], [ 7.810692, 9.755156, 2.962233, 1.319415, 1.106822, 1.858402 ], [ 58, 29, 29, 58, 29, 29 ], [ 28, 13, 15, 28, 13, 15 ], [ 30, 16, 14, 30, 16, 14 ], [ 48.275862, 44.827586, 51.724138, 48.275862, 44.827586, 51.724138 ], [ 8.368598, 12.006345, 2.76475, 1.413658, 1.362242, 1.734508 ], [ 1609697, 1609697, 48252, 11100275, 11100275, 3646573 ], [ -31665, -31665, -25373, -5240570, -5240570, -3756249 ], [ 90, 125, 55, 90, 125, 55 ], [ 106, 131, 84, 106, 131, 84 ], [ 75, 120, 23, 75, 120, 23 ], [ 5239, 3641, 1598, 5239, 3641, 1598 ], [ 0, 167.031357, 0, 0, 167.031357, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159013, 721685, -229037, -171361, -95768, 438397 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5661, "evaluation_days": 1887, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1603728000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759740309284, "expiration_time": 1764599904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 238, "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) |
---|