Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101425.9322 | 1166110.3411 | -64684.4089 | -692.8899 | 261913.311 | -262606.2009 |
Total P&L (%) | 1101.4259 | 1166.1103 | -64.6844 | -0.6929 | 261.9133 | -262.6062 |
Avg Daily Profit (%) | 0.5832 | 0.6175 | -0.0343 | -0.0004 | 0.0681 | 0 |
Buy And Hold Return (%) | 325.2378 | 325.2378 | 325.2378 | 325.2378 | 325.2378 | 325.2378 |
Max Trade Drawdown | -144941 | -101704 | -108487 | -881264 | -541025 | -463824 |
Profit Factor | 3.0342 | 4.781 | 0.7224 | 0.9996 | 1.2338 | 0.6174 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 43.5294 | 42.8571 | 44.186 | 43.5294 | 42.8571 | 44.186 |
Ratio Avg Win / Avg Loss | 3.9362 | 6.3746 | 0.9126 | 1.2968 | 1.6451 | 0.7798 |
Largest Winning Trade | 1126921 | 1126921 | 58439 | 788900 | 788900 | 112579 |
Largest Losing Trade | -68526 | -50852 | -68526 | -486922 | -486922 | -322487 |
Avg Bars in Trades | 40 | 59 | 21 | 40 | 59 | 21 |
Avg Bars in Winners | 59 | 86 | 33 | 59 | 86 | 33 |
Avg Bars in Losers | 25 | 39 | 11 | 25 | 39 | 11 |
Bars Traded | 3405 | 2490 | 915 | 3405 | 2490 | 915 |
Profit Streak | 0 | 106.4283 | 0 | 0 | 106.4283 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433888 | 535428 | -582710 | -581400 | -268727 | -582710 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3777, "evaluation_days": 1888.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1600430400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759832204353, "expiration_time": 1764690192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 88, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1101425.932153457, 1166110.3410904726, -64684.4089370152, -692.8898936774, 261913.310965853, -262606.2008595304 ], [ 1101.425932, 1166.110341, -64.684409, -0.69289, 261.913311, -262.606201 ], [ 0.583228, 0.61748, -0.034252, -0.000368, 0.068132, 0 ], [ 325.237793, 325.237793, 325.237793, 325.237793, 325.237793, 325.237793 ], [ -144941, -101704, -108487, -881264, -541025, -463824 ], [ 3.034176, 4.780975, 0.722438, 0.999616, 1.233801, 0.617367 ], [ 85, 42, 43, 85, 42, 43 ], [ 37, 18, 19, 37, 18, 19 ], [ 48, 24, 24, 48, 24, 24 ], [ 43.529412, 42.857143, 44.186047, 43.529412, 42.857143, 44.186047 ], [ 3.936228, 6.374633, 0.912554, 1.2968, 1.645068, 0.779832 ], [ 1126921, 1126921, 58439, 788900, 788900, 112579 ], [ -68526, -50852, -68526, -486922, -486922, -322487 ], [ 40, 59, 21, 40, 59, 21 ], [ 59, 86, 33, 59, 86, 33 ], [ 25, 39, 11, 25, 39, 11 ], [ 3405, 2490, 915, 3405, 2490, 915 ], [ 0, 106.428291, 0, 0, 106.428291, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 433888, 535428, -582710, -581400, -268727, -582710 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3777, "evaluation_days": 1888.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1600430400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759832204353, "expiration_time": 1764690192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 88, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|