| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1388870.3092 | -79443.0295 | -1309427.2797 | -47885.8913 | -2847151.9067 | 2799266.0154 |
| Total P&L (%) | -1388.8703 | -79.443 | -1309.4273 | -47.8859 | -2847.1519 | 2799.266 |
| Avg Daily Profit (%) | -0.7354 | -0.0421 | -0.6934 | -0.0345 | 0 | 0.1785 |
| Buy And Hold Return (%) | 320.3862 | 320.3862 | 320.3862 | 320.3862 | 320.3862 | 320.3862 |
| Max Trade Drawdown | -1533602 | -204246 | -1361536 | -5013021 | -4678691 | -2395610 |
| Profit Factor | 0.2444 | 0.753 | 0.1365 | 0.9948 | 0.4943 | 1.7819 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 71 | 32 | 39 | 69 | 30 | 39 |
| Losing Trades | 25 | 16 | 9 | 27 | 18 | 9 |
| Profitability (%) | 73.9583 | 66.6667 | 81.25 | 71.875 | 62.5 | 81.25 |
| Ratio Avg Win / Avg Loss | 0.086 | 0.3765 | 0.0315 | 0.3893 | 0.2966 | 0.4112 |
| Largest Winning Trade | 19299 | 19299 | 16825 | 3767329 | 753600 | 3767329 |
| Largest Losing Trade | -1053640 | -64095 | -1053640 | -3230577 | -3230577 | -2214392 |
| Avg Bars in Trades | 37 | 46 | 28 | 37 | 46 | 28 |
| Avg Bars in Winners | 14 | 16 | 13 | 17 | 16 | 18 |
| Avg Bars in Losers | 102 | 105 | 96 | 87 | 94 | 73 |
| Bars Traded | 3583 | 2209 | 1374 | 3583 | 2209 | 1374 |
| Profit Streak | 176.4283 | 176.4283 | 292.4283 | 176.4283 | 176.4283 | 292.4283 |
| Trades During Streak | 12 | 6 | 7 | 12 | 6 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575544 | -577090 | -574967 | -575814 | -577630 | 513563 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3777,
"evaluation_days": 1888.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1601121600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759832207336,
"expiration_time": 1764690192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 104,
"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": [
[
-1388870.3091693185,
-79443.0295079164,
-1309427.279661402,
-47885.8912619989,
-2847151.9066962907,
2799266.015434292
],
[
-1388.870309,
-79.44303,
-1309.42728,
-47.885891,
-2847.151907,
2799.266015
],
[
-0.735436,
-0.042067,
-0.693369,
-0.034505,
0,
0.178451
],
[
320.386158,
320.386158,
320.386158,
320.386158,
320.386158,
320.386158
],
[
-1533602,
-204246,
-1361536,
-5013021,
-4678691,
-2395610
],
[
0.244366,
0.752969,
0.136505,
0.994801,
0.494337,
1.781945
],
[
96,
48,
48,
96,
48,
48
],
[
71,
32,
39,
69,
30,
39
],
[
25,
16,
9,
27,
18,
9
],
[
73.958333,
66.666667,
81.25,
71.875,
62.5,
81.25
],
[
0.086044,
0.376484,
0.031501,
0.38927,
0.296602,
0.411218
],
[
19299,
19299,
16825,
3767329,
753600,
3767329
],
[
-1053640,
-64095,
-1053640,
-3230577,
-3230577,
-2214392
],
[
37,
46,
28,
37,
46,
28
],
[
14,
16,
13,
17,
16,
18
],
[
102,
105,
96,
87,
94,
73
],
[
3583,
2209,
1374,
3583,
2209,
1374
],
[
176.428326,
176.428326,
292.428326,
176.428326,
176.428326,
292.428326
],
[
12,
6,
7,
12,
6,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575544,
-577090,
-574967,
-575814,
-577630,
513563
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3777,
"evaluation_days": 1888.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1601121600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759832207336,
"expiration_time": 1764690192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 104,
"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) |
|---|