| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 341957.1907 | 576374.6553 | -234417.4646 | -236006.6549 | 489952.5672 | -725959.222 |
| Total P&L (%) | 341.9572 | 576.3747 | -234.4175 | -236.0067 | 489.9526 | -725.9592 |
| Avg Daily Profit (%) | 0.1807 | 0.3046 | -0.1239 | 0 | 0.0939 | 0 |
| Buy And Hold Return (%) | 202.8914 | 202.8914 | 202.8914 | 202.8914 | 202.8914 | 202.8914 |
| Max Trade Drawdown | -250726 | -73355 | -284989 | -1083998 | -167861 | -1211269 |
| Profit Factor | 1.5013 | 3.6761 | 0.4977 | 0.8784 | 2.1668 | 0.5225 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 30 | 13 | 17 | 37 | 21 | 16 |
| Losing Trades | 39 | 22 | 17 | 32 | 14 | 18 |
| Profitability (%) | 43.4783 | 37.1429 | 50 | 53.6232 | 60 | 47.0588 |
| Ratio Avg Win / Avg Loss | 1.9517 | 6.2212 | 0.4977 | 0.7597 | 1.4445 | 0.5879 |
| Largest Winning Trade | 617804 | 617804 | 58095 | 469129 | 271724 | 469129 |
| Largest Losing Trade | -230770 | -32847 | -230770 | -745380 | -167861 | -745380 |
| Avg Bars in Trades | 105 | 82 | 129 | 105 | 82 | 129 |
| Avg Bars in Winners | 147 | 90 | 191 | 91 | 93 | 88 |
| Avg Bars in Losers | 72 | 76 | 67 | 121 | 64 | 166 |
| Bars Traded | 7279 | 2872 | 4407 | 7279 | 2872 | 4407 |
| Profit Streak | 25.2402 | 59.9902 | 0 | 0 | 0 | 51.7402 |
| Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -107375 | 319949 | -580795 | -686308 | -67494 | -580951 |
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7568,
"evaluation_days": 1892,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1600322400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760161552157,
"expiration_time": 1765044864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 101,
"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": [
[
341957.1906962275,
576374.6553217788,
-234417.464625551,
-236006.6548522571,
489952.5671654055,
-725959.2220176627
],
[
341.957191,
576.374655,
-234.417465,
-236.006655,
489.952567,
-725.959222
],
[
0.180738,
0.304638,
-0.123899,
0,
0.093853,
0
],
[
202.891351,
202.891351,
202.891351,
202.891351,
202.891351,
202.891351
],
[
-250726,
-73355,
-284989,
-1083998,
-167861,
-1211269
],
[
1.501323,
3.676148,
0.497749,
0.878371,
2.166753,
0.522536
],
[
69,
35,
34,
69,
35,
34
],
[
30,
13,
17,
37,
21,
16
],
[
39,
22,
17,
32,
14,
18
],
[
43.478261,
37.142857,
50,
53.623188,
60,
47.058824
],
[
1.951721,
6.221173,
0.497749,
0.759672,
1.444502,
0.587853
],
[
617804,
617804,
58095,
469129,
271724,
469129
],
[
-230770,
-32847,
-230770,
-745380,
-167861,
-745380
],
[
105,
82,
129,
105,
82,
129
],
[
147,
90,
191,
91,
93,
88
],
[
72,
76,
67,
121,
64,
166
],
[
7279,
2872,
4407,
7279,
2872,
4407
],
[
25.240187,
59.990187,
0,
0,
0,
51.740187
],
[
1,
3,
0,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-107375,
319949,
-580795,
-686308,
-67494,
-580951
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7568,
"evaluation_days": 1892,
"actual_first_datapoint_time": 1596693600000,
"first_datapoint_time": 1600322400000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760161552157,
"expiration_time": 1765044864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 169,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 101,
"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) |
|---|