Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1667297.5562 | 1680199.3822 | -12901.8259 | 147170.406 | 465495.831 | -318325.4251 |
Total P&L (%) | 1667.2976 | 1680.1994 | -12.9018 | 147.1704 | 465.4958 | -318.3254 |
Avg Daily Profit (%) | 0.8826 | 0.8895 | -0.0068 | 0.0479 | 0.0918 | 0 |
Buy And Hold Return (%) | 350.6396 | 350.6396 | 350.6396 | 350.6396 | 350.6396 | 350.6396 |
Max Trade Drawdown | -188505 | -147217 | -70489 | -1782155 | -1464056 | -562134 |
Profit Factor | 3.5172 | 4.812 | 0.9418 | 1.0287 | 1.1242 | 0.7705 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 41.25 | 37.5 | 45 | 41.25 | 37.5 | 45 |
Ratio Avg Win / Avg Loss | 5.0093 | 8.02 | 1.1511 | 1.4651 | 1.8737 | 0.9417 |
Largest Winning Trade | 1447830 | 1447830 | 28969 | 1516251 | 1516251 | 267204 |
Largest Losing Trade | -47719 | -47719 | -32965 | -792498 | -792498 | -331703 |
Avg Bars in Trades | 43 | 68 | 19 | 43 | 68 | 19 |
Avg Bars in Winners | 51 | 83 | 24 | 51 | 83 | 24 |
Avg Bars in Losers | 38 | 59 | 14 | 38 | 59 | 14 |
Bars Traded | 3512 | 2750 | 762 | 3512 | 2750 | 762 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8786 | 523776 | -580749 | -510878 | -221967 | -582416 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3778, "evaluation_days": 1889, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759872880537, "expiration_time": 1764734688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 109, "offset": 70, "std": 2.76885 } }, "second_band": { "type": "dcl", "factors": { "length": 123, "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": [ [ 1667297.5562076468, 1680199.3821548, -12901.8259471536, 147170.4059591023, 465495.8310275821, -318325.4250684794 ], [ 1667.297556, 1680.199382, -12.901826, 147.170406, 465.495831, -318.325425 ], [ 0.882635, 0.889465, -0.00683, 0.047916, 0.091759, 0 ], [ 350.6396, 350.6396, 350.6396, 350.6396, 350.6396, 350.6396 ], [ -188505, -147217, -70489, -1782155, -1464056, -562134 ], [ 3.517157, 4.811975, 0.94178, 1.028659, 1.124193, 0.7705 ], [ 80, 40, 40, 80, 40, 40 ], [ 33, 15, 18, 33, 15, 18 ], [ 47, 25, 22, 47, 25, 22 ], [ 41.25, 37.5, 45, 41.25, 37.5, 45 ], [ 5.009285, 8.019959, 1.151064, 1.46506, 1.873656, 0.941722 ], [ 1447830, 1447830, 28969, 1516251, 1516251, 267204 ], [ -47719, -47719, -32965, -792498, -792498, -331703 ], [ 43, 68, 19, 43, 68, 19 ], [ 51, 83, 24, 51, 83, 24 ], [ 38, 59, 14, 38, 59, 14 ], [ 3512, 2750, 762, 3512, 2750, 762 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -8786, 523776, -580749, -510878, -221967, -582416 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3778, "evaluation_days": 1889, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759872880537, "expiration_time": 1764734688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 109, "offset": 70, "std": 2.76885 } }, "second_band": { "type": "dcl", "factors": { "length": 123, "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) |
---|