Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176953.0537 | 998553.198 | 178399.8556 | 21204093.7384 | 1754076.7946 | 19450016.9438 |
Total P&L (%) | 1176.9531 | 998.5532 | 178.3999 | 21204.0937 | 1754.0768 | 19450.0169 |
Avg Daily Profit (%) | 0.6274 | 0.5323 | 0.0951 | 0.2862 | 0.1558 | 0.2816 |
Buy And Hold Return (%) | 300.702 | 300.702 | 300.702 | 300.702 | 300.702 | 300.702 |
Max Trade Drawdown | -72536 | -81708 | -111577 | -28393837 | -24513006 | -11167780 |
Profit Factor | 2.6924 | 3.714 | 1.5447 | 1.2102 | 1.028 | 1.5099 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 144 | 71 | 73 | 144 | 71 | 73 |
Profitability (%) | 33.0233 | 34.2593 | 31.7757 | 33.0233 | 34.2593 | 31.7757 |
Ratio Avg Win / Avg Loss | 5.4606 | 7.1269 | 3.3166 | 2.4545 | 1.9726 | 3.2418 |
Largest Winning Trade | 491926 | 491926 | 51937 | 19182155 | 19182155 | 12445076 |
Largest Losing Trade | -29221 | -29221 | -20916 | -11333248 | -11333248 | -2965942 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Losers | 8 | 9 | 6 | 8 | 9 | 6 |
Bars Traded | 3611 | 1904 | 1707 | 3611 | 1904 | 1707 |
Profit Streak | 24.6032 | 26.1032 | 0 | 24.6032 | 26.1032 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355433 | 336069 | -236177 | 171558 | -187344 | 148825 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758896916029, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 1176953.0536728397, 998553.1980347729, 178399.8556380667, 21204093.738392018, 1754076.7945557376, 19450016.94383627 ], [ 1176.953054, 998.553198, 178.399856, 21204.093738, 1754.076795, 19450.016944 ], [ 0.627374, 0.532278, 0.095096, 0.286202, 0.15577, 0.281609 ], [ 300.702039, 300.702039, 300.702039, 300.702039, 300.702039, 300.702039 ], [ -72536, -81708, -111577, -28393837, -24513006, -11167780 ], [ 2.692401, 3.714037, 1.544712, 1.210197, 1.027962, 1.509877 ], [ 215, 108, 107, 215, 108, 107 ], [ 71, 37, 34, 71, 37, 34 ], [ 144, 71, 73, 144, 71, 73 ], [ 33.023256, 34.259259, 31.775701, 33.023256, 34.259259, 31.775701 ], [ 5.460645, 7.126936, 3.316588, 2.454484, 1.972576, 3.241794 ], [ 491926, 491926, 51937, 19182155, 19182155, 12445076 ], [ -29221, -29221, -20916, -11333248, -11333248, -2965942 ], [ 16, 17, 15, 16, 17, 15 ], [ 34, 32, 36, 34, 32, 36 ], [ 8, 9, 6, 8, 9, 6 ], [ 3611, 1904, 1707, 3611, 1904, 1707 ], [ 24.603195, 26.103195, 0, 24.603195, 26.103195, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355433, 336069, -236177, 171558, -187344, 148825 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758896916029, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
---|