Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1438738.5202 | -120766.0109 | -1317972.5093 | 9079.5854 | -2794367.7265 | 2803447.3119 |
Total P&L (%) | -1438.7385 | -120.766 | -1317.9725 | 9.0796 | -2794.3677 | 2803.4473 |
Avg Daily Profit (%) | -0.7598 | -0.0638 | -0.696 | 0.0046 | 0 | 0.178 |
Buy And Hold Return (%) | 228.291 | 228.291 | 228.291 | 228.291 | 228.291 | 228.291 |
Max Trade Drawdown | -1571430 | -202538 | -1387871 | -3326603 | -3292605 | -1691005 |
Profit Factor | 0.2029 | 0.5961 | 0.1248 | 1.0014 | 0.3114 | 2.1284 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 60 | 28 | 32 | 58 | 26 | 32 |
Losing Trades | 23 | 13 | 10 | 25 | 15 | 10 |
Profitability (%) | 72.2892 | 68.2927 | 76.1905 | 69.8795 | 63.4146 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.0778 | 0.2768 | 0.039 | 0.4316 | 0.1796 | 0.6651 |
Largest Winning Trade | 26455 | 16545 | 26455 | 3805794 | 445527 | 3805794 |
Largest Losing Trade | -1086933 | -62345 | -1086933 | -2102388 | -2102388 | -1585333 |
Avg Bars in Trades | 65 | 76 | 53 | 65 | 76 | 53 |
Avg Bars in Winners | 23 | 23 | 22 | 31 | 28 | 33 |
Avg Bars in Losers | 174 | 191 | 152 | 142 | 159 | 116 |
Bars Traded | 5398 | 3150 | 2248 | 5398 | 3150 | 2248 |
Profit Streak | 69.0063 | 69.0063 | 180.673 | 69.0063 | 69.0063 | 180.673 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577259 | -576939 | -575873 | -569926 | -577571 | 504875 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5681, "evaluation_days": 1893.67, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1602345600000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760314143078, "expiration_time": 1765193184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 197, "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": [ [ -1438738.5202067506, -120766.010883695, -1317972.5093230554, 9079.5853865494, -2794367.7264878764, 2803447.311874425 ], [ -1438.73852, -120.766011, -1317.972509, 9.079585, -2794.367726, 2803.447312 ], [ -0.759762, -0.063774, -0.695988, 0.004589, 0, 0.17804 ], [ 228.291036, 228.291036, 228.291036, 228.291036, 228.291036, 228.291036 ], [ -1571430, -202538, -1387871, -3326603, -3292605, -1691005 ], [ 0.20287, 0.596097, 0.124794, 1.001388, 0.311379, 2.128371 ], [ 83, 41, 42, 83, 41, 42 ], [ 60, 28, 32, 58, 26, 32 ], [ 23, 13, 10, 25, 15, 10 ], [ 72.289157, 68.292683, 76.190476, 69.879518, 63.414634, 76.190476 ], [ 0.077767, 0.27676, 0.038998, 0.431633, 0.179641, 0.665116 ], [ 26455, 16545, 26455, 3805794, 445527, 3805794 ], [ -1086933, -62345, -1086933, -2102388, -2102388, -1585333 ], [ 65, 76, 53, 65, 76, 53 ], [ 23, 23, 22, 31, 28, 33 ], [ 174, 191, 152, 142, 159, 116 ], [ 5398, 3150, 2248, 5398, 3150, 2248 ], [ 69.006285, 69.006286, 180.672952, 69.006286, 69.006286, 180.672952 ], [ 9, 4, 7, 9, 4, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577259, -576939, -575873, -569926, -577571, 504875 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5681, "evaluation_days": 1893.67, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1602345600000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760314143078, "expiration_time": 1765193184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 197, "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) |
---|