Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708379.3461 | 683838.832 | 24540.5142 | 708431.7862 | 220440.445 | 487991.3412 |
Total P&L (%) | 708.3793 | 683.8388 | 24.5405 | 708.4318 | 220.4404 | 487.9913 |
Avg Daily Profit (%) | 0.3776 | 0.3645 | 0.0131 | 0.1115 | 0.0621 | 0.0945 |
Buy And Hold Return (%) | 228.9736 | 228.9736 | 228.9736 | 228.9736 | 228.9736 | 228.9736 |
Max Trade Drawdown | -93665 | -77842 | -129323 | -1267349 | -871415 | -798881 |
Profit Factor | 2.1233 | 3.336 | 1.0726 | 1.1416 | 1.0802 | 1.2166 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 43.75 | 41.0714 | 46.4286 | 43.75 | 41.0714 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.7299 | 4.7864 | 1.2376 | 1.4678 | 1.5499 | 1.4037 |
Largest Winning Trade | 364957 | 364957 | 57054 | 671127 | 671127 | 359665 |
Largest Losing Trade | -44076 | -31292 | -44076 | -439594 | -315228 | -439594 |
Avg Bars in Trades | 32 | 25 | 38 | 32 | 25 | 38 |
Avg Bars in Winners | 46 | 35 | 55 | 46 | 35 | 55 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 3625 | 1447 | 2178 | 3625 | 1447 | 2178 |
Profit Streak | 0 | 38.2823 | 0 | 0 | 38.2823 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303591 | -170004 | -663222 | -113656 | -589687 | -254722 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1597752000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758912387044, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 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": [ [ 708379.3461406667, 683838.8319571093, 24540.5141835571, 708431.7861966286, 220440.4450222747, 487991.3411743533 ], [ 708.379346, 683.838832, 24.540514, 708.431786, 220.440445, 487.991341 ], [ 0.377601, 0.36452, 0.013081, 0.111465, 0.062094, 0.094476 ], [ 228.97362, 228.97362, 228.97362, 228.97362, 228.97362, 228.97362 ], [ -93665, -77842, -129323, -1267349, -871415, -798881 ], [ 2.123292, 3.336008, 1.072629, 1.141637, 1.080204, 1.216571 ], [ 112, 56, 56, 112, 56, 56 ], [ 49, 23, 26, 49, 23, 26 ], [ 63, 33, 30, 63, 33, 30 ], [ 43.75, 41.071429, 46.428571, 43.75, 41.071429, 46.428571 ], [ 2.729946, 4.786446, 1.237649, 1.467819, 1.549859, 1.403736 ], [ 364957, 364957, 57054, 671127, 671127, 359665 ], [ -44076, -31292, -44076, -439594, -315228, -439594 ], [ 32, 25, 38, 32, 25, 38 ], [ 46, 35, 55, 46, 35, 55 ], [ 21, 19, 24, 21, 19, 24 ], [ 3625, 1447, 2178, 3625, 1447, 2178 ], [ 0, 38.282257, 0, 0, 38.282257, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303591, -170004, -663222, -113656, -589687, -254722 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1597752000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758912387044, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 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) |
---|