Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1679442.2307 | 1523886.8553 | 155555.3754 | 9784219.9541 | 83118.5927 | 9701101.3614 |
Total P&L (%) | 1679.4422 | 1523.8869 | 155.5554 | 9784.22 | 83.1186 | 9701.1014 |
Avg Daily Profit (%) | 0.891 | 0.8084 | 0.0825 | 0.244 | 0.0321 | 0.2435 |
Buy And Hold Return (%) | 243.5664 | 243.5664 | 243.5664 | 243.5664 | 243.5664 | 243.5664 |
Max Trade Drawdown | -88813 | -92129 | -59014 | -14582315 | -10382285 | -8010328 |
Profit Factor | 5.2553 | 7.6482 | 1.9402 | 1.2082 | 1.0029 | 1.5324 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 45.3125 | 37.5 | 53.125 | 45.3125 | 37.5 | 53.125 |
Ratio Avg Win / Avg Loss | 6.3427 | 12.747 | 1.7119 | 1.4582 | 1.6715 | 1.3522 |
Largest Winning Trade | 1109471 | 1109471 | 53357 | 7322916 | 7322916 | 5411227 |
Largest Losing Trade | -25589 | -22188 | -25589 | -3578182 | -3578182 | -2809845 |
Avg Bars in Trades | 114 | 104 | 124 | 114 | 104 | 124 |
Avg Bars in Winners | 175 | 180 | 171 | 175 | 180 | 171 |
Avg Bars in Losers | 64 | 59 | 71 | 64 | 59 | 71 |
Bars Traded | 7334 | 3358 | 3976 | 7334 | 3358 | 3976 |
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 | -124443 | 587247 | -244495 | -137663 | -536916 | 370328 |
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7540, "evaluation_days": 1885, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1597622400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759563629524, "expiration_time": 1764421920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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": [ [ 1679442.2306702333, 1523886.8552886697, 155555.3753815634, 9784219.954058258, 83118.5926650919, 9701101.361393169 ], [ 1679.442231, 1523.886855, 155.555375, 9784.219954, 83.118593, 9701.101361 ], [ 0.890951, 0.808428, 0.082523, 0.243985, 0.032099, 0.243536 ], [ 243.566363, 243.566363, 243.566363, 243.566363, 243.566363, 243.566363 ], [ -88813, -92129, -59014, -14582315, -10382285, -8010328 ], [ 5.255346, 7.648225, 1.9402, 1.208248, 1.00289, 1.532445 ], [ 64, 32, 32, 64, 32, 32 ], [ 29, 12, 17, 29, 12, 17 ], [ 35, 20, 15, 35, 20, 15 ], [ 45.3125, 37.5, 53.125, 45.3125, 37.5, 53.125 ], [ 6.34266, 12.747042, 1.711941, 1.45823, 1.671483, 1.352157 ], [ 1109471, 1109471, 53357, 7322916, 7322916, 5411227 ], [ -25589, -22188, -25589, -3578182, -3578182, -2809845 ], [ 114, 104, 124, 114, 104, 124 ], [ 175, 180, 171, 175, 180, 171 ], [ 64, 59, 71, 64, 59, 71 ], [ 7334, 3358, 3976, 7334, 3358, 3976 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -124443, 587247, -244495, -137663, -536916, 370328 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7540, "evaluation_days": 1885, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1597622400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759563629524, "expiration_time": 1764421920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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) |
---|