Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892580.2168 | 807946.7952 | 84633.4217 | 1701648.8313 | 341356.8203 | 1360292.011 |
Total P&L (%) | 892.5802 | 807.9468 | 84.6334 | 1701.6488 | 341.3568 | 1360.292 |
Avg Daily Profit (%) | 0.475 | 0.43 | 0.045 | 0.154 | 0.079 | 0.1428 |
Buy And Hold Return (%) | 262.9995 | 262.9995 | 262.9995 | 262.9995 | 262.9995 | 262.9995 |
Max Trade Drawdown | -113393 | -103570 | -61772 | -4379114 | -3726788 | -1893517 |
Profit Factor | 2.0784 | 2.8952 | 1.2108 | 1.0902 | 1.0325 | 1.1625 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 95 | 41 | 54 | 95 | 41 | 54 |
Losing Trades | 102 | 57 | 45 | 102 | 57 | 45 |
Profitability (%) | 48.2234 | 41.8367 | 54.5455 | 48.2234 | 41.8367 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.2315 | 4.025 | 1.009 | 1.1705 | 1.4355 | 0.9688 |
Largest Winning Trade | 492978 | 492978 | 37116 | 1328768 | 1328768 | 1283415 |
Largest Losing Trade | -61772 | -46745 | -61772 | -1709623 | -1261225 | -1709623 |
Avg Bars in Trades | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 24 | 27 | 19 | 24 | 27 | 19 |
Bars Traded | 5449 | 2844 | 2605 | 5449 | 2844 | 2605 |
Profit Streak | 9.2537 | 0 | 13.587 | 9.2537 | 0 | 13.587 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463104 | 334604 | -297810 | -112720 | -348430 | -45460 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5637, "evaluation_days": 1879, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1600329600000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759039519737, "expiration_time": 1763887968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 127, "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": [ [ 892580.2168354631, 807946.795180931, 84633.4216545328, 1701648.831330148, 341356.8203025066, 1360292.0110276425 ], [ 892.580217, 807.946795, 84.633422, 1701.648831, 341.35682, 1360.292011 ], [ 0.475029, 0.429988, 0.045042, 0.153992, 0.079046, 0.142796 ], [ 262.999481, 262.999481, 262.999481, 262.999481, 262.999481, 262.999481 ], [ -113393, -103570, -61772, -4379114, -3726788, -1893517 ], [ 2.078363, 2.895211, 1.210841, 1.090209, 1.032531, 1.162517 ], [ 197, 98, 99, 197, 98, 99 ], [ 95, 41, 54, 95, 41, 54 ], [ 102, 57, 45, 102, 57, 45 ], [ 48.22335, 41.836735, 54.545455, 48.22335, 41.836735, 54.545455 ], [ 2.231505, 4.025049, 1.009034, 1.17054, 1.43547, 0.968764 ], [ 492978, 492978, 37116, 1328768, 1328768, 1283415 ], [ -61772, -46745, -61772, -1709623, -1261225, -1709623 ], [ 27, 29, 26, 27, 29, 26 ], [ 31, 30, 32, 31, 30, 32 ], [ 24, 27, 19, 24, 27, 19 ], [ 5449, 2844, 2605, 5449, 2844, 2605 ], [ 9.253701, 0, 13.587034, 9.253701, 0, 13.587034 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 463104, 334604, -297810, -112720, -348430, -45460 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5637, "evaluation_days": 1879, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1600329600000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759039519737, "expiration_time": 1763887968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 127, "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) |
---|