Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1259501.5338 | -40871.7501 | -1218629.7836 | 72882.4538 | -5355819.6767 | 5428702.1305 |
Total P&L (%) | -1259.5015 | -40.8718 | -1218.6298 | 72.8825 | -5355.8197 | 5428.7021 |
Avg Daily Profit (%) | -0.6702 | -0.0217 | -0.6484 | 0.0291 | 0 | 0.2137 |
Buy And Hold Return (%) | 277.3661 | 277.3661 | 277.3661 | 277.3661 | 277.3661 | 277.3661 |
Max Trade Drawdown | -1400601 | -159310 | -1295426 | -7854217 | -7290185 | -2962878 |
Profit Factor | 0.2282 | 0.839 | 0.1157 | 1.0061 | 0.355 | 2.4735 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 77 | 39 | 38 | 69 | 35 | 34 |
Losing Trades | 18 | 8 | 10 | 26 | 12 | 14 |
Profitability (%) | 81.0526 | 82.9787 | 79.1667 | 72.6316 | 74.4681 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.0533 | 0.1721 | 0.0304 | 0.3791 | 0.1217 | 1.0185 |
Largest Winning Trade | 16426 | 16426 | 12803 | 7059811 | 655631 | 7059811 |
Largest Losing Trade | -988769 | -83883 | -988769 | -6684618 | -6684618 | -2527976 |
Avg Bars in Trades | 56 | 84 | 28 | 56 | 84 | 28 |
Avg Bars in Winners | 15 | 22 | 8 | 19 | 28 | 11 |
Avg Bars in Losers | 228 | 385 | 102 | 151 | 249 | 68 |
Bars Traded | 5325 | 3975 | 1350 | 5325 | 3975 | 1350 |
Profit Streak | 77.8699 | 79.5365 | 77.8699 | 77.8699 | 79.5365 | 77.8699 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574581 | -575009 | -575118 | -530105 | -576016 | 588158 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5638, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1603267200000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759063955645, "expiration_time": 1763917632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 229, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -1259501.5337670278, -40871.7501216726, -1218629.7836453554, 72882.4538347099, -5355819.676676775, 5428702.130511486 ], [ -1259.501534, -40.87175, -1218.629784, 72.882454, -5355.819677, 5428.702131 ], [ -0.670186, -0.021748, -0.648438, 0.029134, 0, 0.213737 ], [ 277.366144, 277.366144, 277.366144, 277.366144, 277.366144, 277.366144 ], [ -1400601, -159310, -1295426, -7854217, -7290185, -2962878 ], [ 0.228178, 0.838987, 0.115662, 1.00608, 0.355008, 2.473475 ], [ 95, 47, 48, 95, 47, 48 ], [ 77, 39, 38, 69, 35, 34 ], [ 18, 8, 10, 26, 12, 14 ], [ 81.052632, 82.978723, 79.166667, 72.631579, 74.468085, 70.833333 ], [ 0.05334, 0.1721, 0.030437, 0.379102, 0.121717, 1.01849 ], [ 16426, 16426, 12803, 7059811, 655631, 7059811 ], [ -988769, -83883, -988769, -6684618, -6684618, -2527976 ], [ 56, 84, 28, 56, 84, 28 ], [ 15, 22, 8, 19, 28, 11 ], [ 228, 385, 102, 151, 249, 68 ], [ 5325, 3975, 1350, 5325, 3975, 1350 ], [ 77.869857, 79.536524, 77.869857, 77.869857, 79.536524, 77.869857 ], [ 12, 6, 6, 12, 6, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574581, -575009, -575118, -530105, -576016, 588158 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5638, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1603267200000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759063955645, "expiration_time": 1763917632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 229, "offset": 0, "scalar": 2 } } }
# | 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) |
---|