| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1101126.4798 | 55035.136 | -1156161.6159 | 1031105.1659 | -5019752.1985 | 6050857.3645 |
| Total P&L (%) | -1101.1265 | 55.0351 | -1156.1616 | 1031.1052 | -5019.7522 | 6050.8574 |
| Avg Daily Profit (%) | -0.5873 | 0.0294 | -0.6167 | 0.1295 | 0 | 0.22 |
| Buy And Hold Return (%) | 231.6572 | 231.6572 | 231.6572 | 231.6572 | 231.6572 | 231.6572 |
| Max Trade Drawdown | -1297063 | -67553 | -1310583 | -11307267 | -6542418 | -8670548 |
| Profit Factor | 0.4213 | 1.243 | 0.3103 | 1.0395 | 0.5695 | 1.4194 |
| Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
| Winning Trades | 120 | 58 | 62 | 114 | 55 | 59 |
| Losing Trades | 67 | 36 | 31 | 73 | 39 | 34 |
| Profitability (%) | 64.1711 | 61.7021 | 66.6667 | 60.9626 | 58.5106 | 63.4409 |
| Ratio Avg Win / Avg Loss | 0.2352 | 0.7715 | 0.1552 | 0.6657 | 0.4038 | 0.8179 |
| Largest Winning Trade | 28530 | 23483 | 28530 | 5501321 | 1082938 | 5501321 |
| Largest Losing Trade | -978844 | -47082 | -978844 | -8216799 | -3731582 | -8216799 |
| Avg Bars in Trades | 115 | 62 | 167 | 115 | 62 | 167 |
| Avg Bars in Winners | 69 | 34 | 101 | 85 | 34 | 132 |
| Avg Bars in Losers | 197 | 108 | 300 | 161 | 101 | 229 |
| Bars Traded | 21507 | 5884 | 15623 | 21507 | 5884 | 15623 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577961 | -320160 | -578645 | -197894 | -579978 | 326494 |
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22497,
"evaluation_days": 1874.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758852338440,
"expiration_time": 1764553622400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 248,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-1101126.479826714,
55035.1360248252,
-1156161.6158515383,
1031105.165939152,
-5019752.198513685,
6050857.364452832
],
[
-1101.12648,
55.035136,
-1156.161616,
1031.105166,
-5019.752199,
6050.857364
],
[
-0.587346,
0.029356,
-0.616702,
0.129476,
0,
0.21996
],
[
231.657168,
231.657168,
231.657168,
231.657168,
231.657168,
231.657168
],
[
-1297063,
-67553,
-1310583,
-11307267,
-6542418,
-8670548
],
[
0.42131,
1.243017,
0.3103,
1.039523,
0.569506,
1.419373
],
[
187,
94,
93,
187,
94,
93
],
[
120,
58,
62,
114,
55,
59
],
[
67,
36,
31,
73,
39,
34
],
[
64.171123,
61.702128,
66.666667,
60.962567,
58.510638,
63.44086
],
[
0.235231,
0.771528,
0.15515,
0.665659,
0.403831,
0.817944
],
[
28530,
23483,
28530,
5501321,
1082938,
5501321
],
[
-978844,
-47082,
-978844,
-8216799,
-3731582,
-8216799
],
[
115,
62,
167,
115,
62,
167
],
[
69,
34,
101,
85,
34,
132
],
[
197,
108,
300,
161,
101,
229
],
[
21507,
5884,
15623,
21507,
5884,
15623
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577961,
-320160,
-578645,
-197894,
-579978,
326494
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22497,
"evaluation_days": 1874.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758852338440,
"expiration_time": 1764553622400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 248,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|