| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -693360.6147 | 84352.8258 | -777713.4405 | -129612.9983 | -4272546.6912 | 4142933.6929 |
| Total P&L (%) | -693.3606 | 84.3528 | -777.7134 | -129.613 | -4272.5467 | 4142.9337 |
| Avg Daily Profit (%) | -0.3673 | 0.0447 | -0.412 | 0 | 0 | 0.1988 |
| Buy And Hold Return (%) | 277.5314 | 277.5314 | 277.5314 | 277.5314 | 277.5314 | 277.5314 |
| Max Trade Drawdown | -882727 | -123091 | -887481 | -5059649 | -4552526 | -1917700 |
| Profit Factor | 0.4592 | 1.3907 | 0.2705 | 0.9877 | 0.3539 | 2.057 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 59 | 31 | 28 | 40 | 22 | 18 |
| Losing Trades | 23 | 10 | 13 | 42 | 19 | 23 |
| Profitability (%) | 71.9512 | 75.6098 | 68.2927 | 48.7805 | 53.6585 | 43.9024 |
| Ratio Avg Win / Avg Loss | 0.179 | 0.4486 | 0.1256 | 1.0371 | 0.3057 | 2.6283 |
| Largest Winning Trade | 33626 | 29669 | 33626 | 5422118 | 562407 | 5422118 |
| Largest Losing Trade | -697561 | -64311 | -697561 | -3234874 | -3234874 | -1257277 |
| Avg Bars in Trades | 42 | 55 | 30 | 42 | 55 | 30 |
| Avg Bars in Winners | 15 | 16 | 14 | 23 | 30 | 14 |
| Avg Bars in Losers | 114 | 177 | 66 | 61 | 83 | 43 |
| Bars Traded | 3524 | 2270 | 1254 | 3524 | 2270 | 1254 |
| Profit Streak | 58.7523 | 58.7523 | 69.2523 | 0 | 0 | 0 |
| Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -584863 | -295274 | -576991 | -588363 | -580268 | 345661 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3775,
"evaluation_days": 1887.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1606737600000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730596594,
"expiration_time": 1764601200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.16784,
"nb": 0.3288,
"nc": 0.1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 234,
"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": [
[
-693360.61467214,
84352.825783663,
-777713.4404558028,
-129612.9983053257,
-4272546.691249757,
4142933.692944429
],
[
-693.360615,
84.352826,
-777.71344,
-129.612998,
-4272.546691,
4142.933693
],
[
-0.367343,
0.04469,
-0.412034,
0,
0,
0.198758
],
[
277.531395,
277.531395,
277.531395,
277.531395,
277.531395,
277.531395
],
[
-882727,
-123091,
-887481,
-5059649,
-4552526,
-1917700
],
[
0.459155,
1.390722,
0.27051,
0.987694,
0.353925,
2.056957
],
[
82,
41,
41,
82,
41,
41
],
[
59,
31,
28,
40,
22,
18
],
[
23,
10,
13,
42,
19,
23
],
[
71.95122,
75.609756,
68.292683,
48.780488,
53.658537,
43.902439
],
[
0.178993,
0.44862,
0.125594,
1.037079,
0.305662,
2.628334
],
[
33626,
29669,
33626,
5422118,
562407,
5422118
],
[
-697561,
-64311,
-697561,
-3234874,
-3234874,
-1257277
],
[
42,
55,
30,
42,
55,
30
],
[
15,
16,
14,
23,
30,
14
],
[
114,
177,
66,
61,
83,
43
],
[
3524,
2270,
1254,
3524,
2270,
1254
],
[
58.752275,
58.752275,
69.252275,
0,
0,
0
],
[
6,
3,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-584863,
-295274,
-576991,
-588363,
-580268,
345661
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3775,
"evaluation_days": 1887.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1606737600000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730596594,
"expiration_time": 1764601200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.16784,
"nb": 0.3288,
"nc": 0.1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 234,
"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) |
|---|