| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 605162.8722 | 670601.4266 | -65438.5544 | -230906.4078 | 148026.4953 | -378932.9031 |
| Total P&L (%) | 605.1629 | 670.6014 | -65.4386 | -230.9064 | 148.0265 | -378.9329 |
| Avg Daily Profit (%) | 0.3224 | 0.3572 | -0.0349 | 0 | 0.0484 | 0 |
| Buy And Hold Return (%) | 268.8305 | 268.8305 | 268.8305 | 268.8305 | 268.8305 | 268.8305 |
| Max Trade Drawdown | -121634 | -125205 | -190351 | -429773 | -191644 | -438044 |
| Profit Factor | 1.835 | 3.1673 | 0.8425 | 0.8052 | 1.3004 | 0.4529 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 33 | 14 | 19 | 34 | 21 | 13 |
| Losing Trades | 35 | 20 | 15 | 34 | 13 | 21 |
| Profitability (%) | 48.5294 | 41.1765 | 55.8824 | 50 | 61.7647 | 38.2353 |
| Ratio Avg Win / Avg Loss | 1.9462 | 4.5247 | 0.6651 | 0.8052 | 0.805 | 0.7316 |
| Largest Winning Trade | 432784 | 432784 | 48213 | 94084 | 84990 | 94084 |
| Largest Losing Trade | -121634 | -35678 | -121634 | -173665 | -173665 | -122689 |
| Avg Bars in Trades | 79 | 91 | 66 | 79 | 91 | 66 |
| Avg Bars in Winners | 94 | 108 | 84 | 67 | 86 | 38 |
| Avg Bars in Losers | 64 | 79 | 44 | 90 | 100 | 84 |
| Bars Traded | 5378 | 3116 | 2262 | 5378 | 3116 | 2262 |
| Profit Streak | 0 | 0 | 0 | 56.844 | 56.844 | 92.844 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -106999 | 302170 | -580032 | -693297 | -293564 | -584811 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5632,
"evaluation_days": 1877.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1602748800000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758888925048,
"expiration_time": 1763739648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 111,
"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": [
[
605162.8721917793,
670601.4266035227,
-65438.5544117432,
-230906.4077766724,
148026.495292365,
-378932.9030690373
],
[
605.162872,
670.601427,
-65.438554,
-230.906408,
148.026495,
-378.932903
],
[
0.322353,
0.35721,
-0.034857,
0,
0.048398,
0
],
[
268.830472,
268.830472,
268.830472,
268.830472,
268.830472,
268.830472
],
[
-121634,
-125205,
-190351,
-429773,
-191644,
-438044
],
[
1.834953,
3.167316,
0.842458,
0.805196,
1.300442,
0.452906
],
[
68,
34,
34,
68,
34,
34
],
[
33,
14,
19,
34,
21,
13
],
[
35,
20,
15,
34,
13,
21
],
[
48.529412,
41.176471,
55.882353,
50,
61.764706,
38.235294
],
[
1.946162,
4.524736,
0.665098,
0.805196,
0.805035,
0.731617
],
[
432784,
432784,
48213,
94084,
84990,
94084
],
[
-121634,
-35678,
-121634,
-173665,
-173665,
-122689
],
[
79,
91,
66,
79,
91,
66
],
[
94,
108,
84,
67,
86,
38
],
[
64,
79,
44,
90,
100,
84
],
[
5378,
3116,
2262,
5378,
3116,
2262
],
[
0,
0,
0,
56.84404,
56.84404,
92.84404
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-106999,
302170,
-580032,
-693297,
-293564,
-584811
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5632,
"evaluation_days": 1877.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1602748800000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758888925048,
"expiration_time": 1763739648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 111,
"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) |
|---|