Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -561759.4771 | 123584.0522 | -685343.5293 | 5760168.258 | -300337.2542 | 6060505.5122 |
Total P&L (%) | -561.7595 | 123.5841 | -685.3435 | 5760.1683 | -300.3373 | 6060.5055 |
Avg Daily Profit (%) | -0.2994 | 0.0659 | -0.3653 | 0.2172 | 0 | 0.2199 |
Buy And Hold Return (%) | 376.9404 | 376.9404 | 376.9404 | 376.9404 | 376.9404 | 376.9404 |
Max Trade Drawdown | -846868 | -65805 | -867540 | -10324479 | -5328822 | -5833296 |
Profit Factor | 0.5019 | 1.7156 | 0.2825 | 1.2778 | 0.9739 | 1.6554 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 48 | 24 | 24 | 48 | 21 | 27 |
Losing Trades | 37 | 19 | 18 | 37 | 22 | 15 |
Profitability (%) | 56.4706 | 55.814 | 57.1429 | 56.4706 | 48.8372 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.3869 | 1.3582 | 0.2119 | 0.985 | 1.0202 | 0.9197 |
Largest Winning Trade | 122190 | 122190 | 37989 | 4789338 | 4789338 | 2718668 |
Largest Losing Trade | -562672 | -31626 | -562672 | -4067788 | -2906093 | -4067788 |
Avg Bars in Trades | 38 | 20 | 56 | 38 | 20 | 56 |
Avg Bars in Winners | 23 | 15 | 32 | 30 | 14 | 42 |
Avg Bars in Losers | 57 | 27 | 89 | 49 | 27 | 82 |
Bars Traded | 3279 | 897 | 2382 | 3279 | 897 | 2382 |
Profit Streak | 195.6031 | 195.6031 | 204.1031 | 195.6031 | 195.6031 | 204.1031 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578736 | -266935 | -579216 | 306282 | -578644 | 397896 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1604016000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758896911282, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 3.09992 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 170 } } }
{ "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": [ [ -561759.4770771413, 123584.0521964618, -685343.5292736029, 5760168.257989696, -300337.2542377341, 6060505.512227427 ], [ -561.759477, 123.584052, -685.343529, 5760.168258, -300.337254, 6060.505512 ], [ -0.299445, 0.065876, -0.365322, 0.217227, 0, 0.219897 ], [ 376.940382, 376.940382, 376.940382, 376.940382, 376.940382, 376.940382 ], [ -846868, -65805, -867540, -10324479, -5328822, -5833296 ], [ 0.501918, 1.715605, 0.282473, 1.277801, 0.973856, 1.655387 ], [ 85, 43, 42, 85, 43, 42 ], [ 48, 24, 24, 48, 21, 27 ], [ 37, 19, 18, 37, 22, 15 ], [ 56.470588, 55.813953, 57.142857, 56.470588, 48.837209, 64.285714 ], [ 0.386895, 1.358187, 0.211855, 0.984972, 1.02023, 0.91966 ], [ 122190, 122190, 37989, 4789338, 4789338, 2718668 ], [ -562672, -31626, -562672, -4067788, -2906093, -4067788 ], [ 38, 20, 56, 38, 20, 56 ], [ 23, 15, 32, 30, 14, 42 ], [ 57, 27, 89, 49, 27, 82 ], [ 3279, 897, 2382, 3279, 897, 2382 ], [ 195.60314, 195.60314, 204.10314, 195.60314, 195.60314, 204.10314 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578736, -266935, -579216, 306282, -578644, 397896 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1604016000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758896911282, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 3.09992 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 170 } } }
# | 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) |
---|