| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1475995.4151 | -57122.5272 | -1418872.888 | 132586.2724 | -1461634.0742 | 1594220.3466 |
| Total P&L (%) | -1475.9954 | -57.1225 | -1418.8729 | 132.5863 | -1461.6341 | 1594.2203 |
| Avg Daily Profit (%) | -0.7787 | -0.0301 | -0.7485 | 0.0445 | 0 | 0.1494 |
| Buy And Hold Return (%) | 229.4598 | 229.4598 | 229.4598 | 229.4598 | 229.4598 | 229.4598 |
| Max Trade Drawdown | -1617610 | -137584 | -1497705 | -2486398 | -2300440 | -1870810 |
| Profit Factor | 0.2429 | 0.788 | 0.1555 | 1.0209 | 0.5216 | 1.4839 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 63 | 30 | 33 | 59 | 28 | 31 |
| Losing Trades | 24 | 13 | 11 | 28 | 15 | 13 |
| Profitability (%) | 72.4138 | 69.7674 | 75 | 67.8161 | 65.1163 | 70.4545 |
| Ratio Avg Win / Avg Loss | 0.0925 | 0.3415 | 0.0518 | 0.4845 | 0.2794 | 0.6223 |
| Largest Winning Trade | 48367 | 20553 | 48367 | 3425080 | 679501 | 3425080 |
| Largest Losing Trade | -1229271 | -70444 | -1229271 | -1847934 | -1685924 | -1847934 |
| Avg Bars in Trades | 41 | 38 | 43 | 41 | 38 | 43 |
| Avg Bars in Winners | 16 | 12 | 19 | 23 | 20 | 25 |
| Avg Bars in Losers | 106 | 98 | 115 | 78 | 71 | 86 |
| Bars Traded | 3569 | 1645 | 1924 | 3569 | 1645 | 1924 |
| Profit Streak | 21.7998 | 183.7998 | 21.7998 | 21.7998 | 183.7998 | 21.7998 |
| Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576314 | -576699 | -576929 | -494553 | -577302 | 344836 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3791,
"evaluation_days": 1895.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1605571200000,
"last_datapoint_time": 1760400000000,
"evaluation_time": 1760425906055,
"expiration_time": 1765313136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 207,
"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": [
[
-1475995.4151431762,
-57122.5271640249,
-1418872.8879791524,
132586.2724006848,
-1461634.074233431,
1594220.3466341158
],
[
-1475.995415,
-57.122527,
-1418.872888,
132.586272,
-1461.634074,
1594.220347
],
[
-0.778684,
-0.030136,
-0.748548,
0.044541,
0,
0.149402
],
[
229.45976,
229.45976,
229.45976,
229.45976,
229.45976,
229.45976
],
[
-1617610,
-137584,
-1497705,
-2486398,
-2300440,
-1870810
],
[
0.242901,
0.788014,
0.155471,
1.020881,
0.52157,
1.483894
],
[
87,
43,
44,
87,
43,
44
],
[
63,
30,
33,
59,
28,
31
],
[
24,
13,
11,
28,
15,
13
],
[
72.413793,
69.767442,
75,
67.816092,
65.116279,
70.454545
],
[
0.092534,
0.341473,
0.051824,
0.484486,
0.279412,
0.622278
],
[
48367,
20553,
48367,
3425080,
679501,
3425080
],
[
-1229271,
-70444,
-1229271,
-1847934,
-1685924,
-1847934
],
[
41,
38,
43,
41,
38,
43
],
[
16,
12,
19,
23,
20,
25
],
[
106,
98,
115,
78,
71,
86
],
[
3569,
1645,
1924,
3569,
1645,
1924
],
[
21.799838,
183.799839,
21.799838,
21.799839,
183.799839,
21.799839
],
[
2,
7,
1,
2,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576314,
-576699,
-576929,
-494553,
-577302,
344836
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3791,
"evaluation_days": 1895.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1605571200000,
"last_datapoint_time": 1760400000000,
"evaluation_time": 1760425906055,
"expiration_time": 1765313136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 207,
"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) |
|---|