| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -927199.4351 | 1195.2248 | -928394.6599 | 439692.8592 | -2804009.2213 | 3243702.0804 |
| Total P&L (%) | -927.1994 | 1.1952 | -928.3947 | 439.6929 | -2804.0092 | 3243.7021 |
| Avg Daily Profit (%) | -0.4942 | 0.0006 | -0.4949 | 0.0899 | 0 | 0.1873 |
| Buy And Hold Return (%) | 269.338 | 269.338 | 269.338 | 269.338 | 269.338 | 269.338 |
| Max Trade Drawdown | -1052520 | -128947 | -1004069 | -3078263 | -3075864 | -1352070 |
| Profit Factor | 0.3178 | 1.0051 | 0.1743 | 1.0677 | 0.3652 | 2.5627 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 68 | 34 | 34 | 62 | 31 | 31 |
| Losing Trades | 14 | 7 | 7 | 20 | 10 | 10 |
| Profitability (%) | 82.9268 | 82.9268 | 82.9268 | 75.6098 | 75.6098 | 75.6098 |
| Ratio Avg Win / Avg Loss | 0.0654 | 0.2069 | 0.0359 | 0.3444 | 0.1178 | 0.8267 |
| Largest Winning Trade | 21748 | 21748 | 15048 | 3647968 | 320115 | 3647968 |
| Largest Losing Trade | -802767 | -62339 | -802767 | -2069914 | -2069914 | -1155544 |
| Avg Bars in Trades | 42 | 51 | 34 | 42 | 51 | 34 |
| Avg Bars in Winners | 14 | 13 | 15 | 18 | 17 | 18 |
| Avg Bars in Losers | 180 | 233 | 127 | 120 | 154 | 85 |
| Bars Traded | 3520 | 2092 | 1428 | 3520 | 2092 | 1428 |
| Profit Streak | 157.7043 | 157.7043 | 268.7043 | 157.7043 | 157.7043 | 268.7043 |
| Trades During Streak | 15 | 7 | 11 | 15 | 7 | 11 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -583424 | -568649 | -575045 | -233481 | -575951 | 536966 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3752,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1606348800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758862447271,
"expiration_time": 1763577792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 7,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 225,
"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": [
[
-927199.4351018191,
1195.2248271432,
-928394.6599289621,
439692.8591761845,
-2804009.2212567865,
3243702.0804329715
],
[
-927.199435,
1.195225,
-928.39466,
439.692859,
-2804.009221,
3243.70208
],
[
-0.494243,
0.000637,
-0.49488,
0.089903,
0,
0.187257
],
[
269.337979,
269.337979,
269.337979,
269.337979,
269.337979,
269.337979
],
[
-1052520,
-128947,
-1004069,
-3078263,
-3075864,
-1352070
],
[
0.317804,
1.00509,
0.174257,
1.067716,
0.365249,
2.562731
],
[
82,
41,
41,
82,
41,
41
],
[
68,
34,
34,
62,
31,
31
],
[
14,
7,
7,
20,
10,
10
],
[
82.926829,
82.926829,
82.926829,
75.609756,
75.609756,
75.609756
],
[
0.06543,
0.20693,
0.035876,
0.344425,
0.117822,
0.826687
],
[
21748,
21748,
15048,
3647968,
320115,
3647968
],
[
-802767,
-62339,
-802767,
-2069914,
-2069914,
-1155544
],
[
42,
51,
34,
42,
51,
34
],
[
14,
13,
15,
18,
17,
18
],
[
180,
233,
127,
120,
154,
85
],
[
3520,
2092,
1428,
3520,
2092,
1428
],
[
157.704251,
157.704251,
268.704251,
157.704251,
157.704251,
268.704251
],
[
15,
7,
11,
15,
7,
11
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-583424,
-568649,
-575045,
-233481,
-575951,
536966
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3752,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1606348800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758862447271,
"expiration_time": 1763577792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 7,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 225,
"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) |
|---|