Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1567690.1493 | -113706.9312 | -1453983.218 | 116551.1902 | -6726006.6137 | 6842557.8039 |
Total P&L (%) | -1567.6901 | -113.7069 | -1453.9832 | 116.5512 | -6726.0066 | 6842.5578 |
Avg Daily Profit (%) | -0.8286 | -0.0601 | -0.7685 | 0.0408 | 0 | 0.2244 |
Buy And Hold Return (%) | 178.4543 | 178.4543 | 178.4543 | 178.4543 | 178.4543 | 178.4543 |
Max Trade Drawdown | -1710106 | -197219 | -1525266 | -7733122 | -7335248 | -2299628 |
Profit Factor | 0.2409 | 0.6565 | 0.1616 | 1.0085 | 0.2606 | 2.4854 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 58 | 27 | 31 | 58 | 26 | 32 |
Losing Trades | 31 | 17 | 14 | 31 | 18 | 13 |
Profitability (%) | 65.1685 | 61.3636 | 68.8889 | 65.1685 | 59.0909 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.1288 | 0.4134 | 0.073 | 0.539 | 0.1804 | 1.0097 |
Largest Winning Trade | 32687 | 32687 | 31713 | 7207673 | 750124 | 7207673 |
Largest Losing Trade | -1113204 | -61104 | -1113204 | -4785813 | -4785813 | -1911462 |
Avg Bars in Trades | 82 | 97 | 67 | 82 | 97 | 67 |
Avg Bars in Winners | 37 | 42 | 33 | 48 | 54 | 43 |
Avg Bars in Losers | 166 | 184 | 143 | 145 | 158 | 127 |
Bars Traded | 7342 | 4283 | 3059 | 7342 | 4283 | 3059 |
Profit Streak | 71.2401 | 95.2401 | 71.2401 | 71.2401 | 95.2401 | 71.2401 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576690 | -577805 | -576835 | -512873 | -578100 | 579676 |
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7568, "evaluation_days": 1892, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1599847200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760161546937, "expiration_time": 1765044864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 147, "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": [ [ -1567690.1492591328, -113706.9312255429, -1453983.2180335901, 116551.1901593568, -6726006.613720015, 6842557.803879371 ], [ -1567.690149, -113.706931, -1453.983218, 116.55119, -6726.006614, 6842.557804 ], [ -0.828589, -0.060099, -0.76849, 0.040846, 0, 0.224366 ], [ 178.454333, 178.454333, 178.454333, 178.454333, 178.454333, 178.454333 ], [ -1710106, -197219, -1525266, -7733122, -7335248, -2299628 ], [ 0.240913, 0.656501, 0.161586, 1.008505, 0.260618, 2.485356 ], [ 89, 44, 45, 89, 44, 45 ], [ 58, 27, 31, 58, 26, 32 ], [ 31, 17, 14, 31, 18, 13 ], [ 65.168539, 61.363636, 68.888889, 65.168539, 59.090909, 71.111111 ], [ 0.128764, 0.413352, 0.072974, 0.539029, 0.180428, 1.009676 ], [ 32687, 32687, 31713, 7207673, 750124, 7207673 ], [ -1113204, -61104, -1113204, -4785813, -4785813, -1911462 ], [ 82, 97, 67, 82, 97, 67 ], [ 37, 42, 33, 48, 54, 43 ], [ 166, 184, 143, 145, 158, 127 ], [ 7342, 4283, 3059, 7342, 4283, 3059 ], [ 71.240126, 95.240127, 71.240127, 71.240127, 95.240127, 71.240127 ], [ 8, 5, 4, 8, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576690, -577805, -576835, -512873, -578100, 579676 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7568, "evaluation_days": 1892, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1599847200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760161546937, "expiration_time": 1765044864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 147, "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) |
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