Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1497041.0188 | -103526.1664 | -1393514.8523 | 31364.6111 | -6474179.1386 | 6505543.7497 |
Total P&L (%) | -1497.041 | -103.5262 | -1393.5149 | 31.3646 | -6474.1791 | 6505.5438 |
Avg Daily Profit (%) | -0.798 | -0.0552 | -0.7428 | 0.0145 | 0 | 0.2236 |
Buy And Hold Return (%) | 316.6784 | 316.6784 | 316.6784 | 316.6784 | 316.6784 | 316.6784 |
Max Trade Drawdown | -1576913 | -199920 | -1433224 | -7316992 | -7032282 | -2237236 |
Profit Factor | 0.1967 | 0.6367 | 0.1173 | 1.0024 | 0.2807 | 2.6079 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 57 | 26 | 31 | 53 | 24 | 29 |
Losing Trades | 22 | 13 | 9 | 26 | 15 | 11 |
Profitability (%) | 72.1519 | 66.6667 | 77.5 | 67.0886 | 61.5385 | 72.5 |
Ratio Avg Win / Avg Loss | 0.0759 | 0.3184 | 0.0341 | 0.4917 | 0.1755 | 0.9892 |
Largest Winning Trade | 25057 | 20553 | 25057 | 6891784 | 651837 | 6891784 |
Largest Losing Trade | -1140843 | -62408 | -1140843 | -4621425 | -4621425 | -1650166 |
Avg Bars in Trades | 45 | 53 | 36 | 45 | 53 | 36 |
Avg Bars in Winners | 15 | 16 | 14 | 17 | 20 | 15 |
Avg Bars in Losers | 122 | 128 | 112 | 100 | 107 | 91 |
Bars Traded | 3562 | 2097 | 1465 | 3562 | 2097 | 1465 |
Profit Streak | 39.7823 | 160.7823 | 39.7823 | 39.7823 | 160.7823 | 39.7823 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607397 | -577185 | -576197 | -586018 | -577850 | 517244 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1603195200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758912390949, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 152, "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": [ [ -1497041.0187559142, -103526.1664150684, -1393514.852340846, 31364.6111082084, -6474179.138595783, 6505543.749703992 ], [ -1497.041019, -103.526166, -1393.514852, 31.364611, -6474.179139, 6505.54375 ], [ -0.797996, -0.055185, -0.742812, 0.014543, 0, 0.223624 ], [ 316.678366, 316.678366, 316.678366, 316.678366, 316.678366, 316.678366 ], [ -1576913, -199920, -1433224, -7316992, -7032282, -2237236 ], [ 0.19672, 0.636725, 0.117291, 1.002404, 0.28073, 2.607938 ], [ 79, 39, 40, 79, 39, 40 ], [ 57, 26, 31, 53, 24, 29 ], [ 22, 13, 9, 26, 15, 11 ], [ 72.151899, 66.666667, 77.5, 67.088608, 61.538462, 72.5 ], [ 0.075927, 0.318363, 0.034052, 0.491745, 0.175456, 0.989218 ], [ 25057, 20553, 25057, 6891784, 651837, 6891784 ], [ -1140843, -62408, -1140843, -4621425, -4621425, -1650166 ], [ 45, 53, 36, 45, 53, 36 ], [ 15, 16, 14, 17, 20, 15 ], [ 122, 128, 112, 100, 107, 91 ], [ 3562, 2097, 1465, 3562, 2097, 1465 ], [ 39.782303, 160.782303, 39.782303, 39.782303, 160.782303, 39.782303 ], [ 4, 5, 2, 4, 5, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -607397, -577185, -576197, -586018, -577850, 517244 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1603195200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758912390949, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 152, "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) |
---|