| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1596078.5044 | 1434612.1321 | 161466.3723 | 15851516.0924 | 8911240.2776 | 6940275.8148 |
| Total P&L (%) | 1596.0785 | 1434.6121 | 161.4664 | 15851.5161 | 8911.2403 | 6940.2758 |
| Avg Daily Profit (%) | 0.8456 | 0.7601 | 0.0855 | 0.2691 | 0.2388 | 0.2256 |
| Buy And Hold Return (%) | 335.5521 | 335.5521 | 335.5521 | 335.5521 | 335.5521 | 335.5521 |
| Max Trade Drawdown | -77554 | -48753 | -55175 | -8543668 | -4790685 | -4391405 |
| Profit Factor | 4.6226 | 7.1011 | 1.7859 | 1.7546 | 1.7834 | 1.7206 |
| Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
| Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
| Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
| Profitability (%) | 39.2857 | 35.7143 | 42.8571 | 39.2857 | 35.7143 | 42.8571 |
| Ratio Avg Win / Avg Loss | 7.144 | 12.782 | 2.3812 | 2.7117 | 3.2101 | 2.2941 |
| Largest Winning Trade | 1056729 | 1056729 | 68893 | 6203794 | 4885314 | 6203794 |
| Largest Losing Trade | -16248 | -16248 | -14051 | -2152430 | -1893541 | -2152430 |
| Avg Bars in Trades | 43 | 37 | 49 | 43 | 37 | 49 |
| Avg Bars in Winners | 88 | 81 | 93 | 88 | 81 | 93 |
| Avg Bars in Losers | 14 | 12 | 15 | 14 | 12 | 15 |
| Bars Traded | 7257 | 3124 | 4132 | 7257 | 3124 | 4132 |
| Profit Streak | 0 | 8.7791 | 0 | 0 | 8.7791 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 571945 | 509759 | -244244 | 312056 | 235288 | 302787 |
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7550,
"evaluation_days": 1887.5,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1600257600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759754513022,
"expiration_time": 1764644400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 151
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 166,
"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": [
[
1596078.5043714663,
1434612.1321204372,
161466.3722510292,
15851516.092393354,
8911240.27758207,
6940275.814811287
],
[
1596.078504,
1434.612132,
161.466372,
15851.516092,
8911.240278,
6940.275815
],
[
0.845605,
0.760059,
0.085545,
0.269084,
0.238751,
0.225644
],
[
335.552135,
335.552135,
335.552135,
335.552135,
335.552135,
335.552135
],
[
-77554,
-48753,
-55175,
-8543668,
-4790685,
-4391405
],
[
4.622578,
7.101091,
1.785909,
1.754599,
1.783415,
1.720567
],
[
168,
84,
84,
168,
84,
84
],
[
66,
30,
36,
66,
30,
36
],
[
102,
54,
48,
102,
54,
48
],
[
39.285714,
35.714286,
42.857143,
39.285714,
35.714286,
42.857143
],
[
7.143984,
12.781964,
2.381213,
2.711653,
3.210148,
2.29409
],
[
1056729,
1056729,
68893,
6203794,
4885314,
6203794
],
[
-16248,
-16248,
-14051,
-2152430,
-1893541,
-2152430
],
[
43,
37,
49,
43,
37,
49
],
[
88,
81,
93,
88,
81,
93
],
[
14,
12,
15,
14,
12,
15
],
[
7257,
3124,
4132,
7257,
3124,
4132
],
[
0,
8.779086,
0,
0,
8.779086,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
571945,
509759,
-244244,
312056,
235288,
302787
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7550,
"evaluation_days": 1887.5,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1600257600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759754513022,
"expiration_time": 1764644400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 151
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 166,
"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) |
|---|