| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -899704.409 | 40340.943 | -940045.3521 | 306997.428 | -3622222.9241 | 3929220.3521 |
| Total P&L (%) | -899.7044 | 40.3409 | -940.0454 | 306.9974 | -3622.2229 | 3929.2204 |
| Avg Daily Profit (%) | -0.4788 | 0.0215 | -0.5003 | 0.0747 | 0 | 0.1969 |
| Buy And Hold Return (%) | 248.8343 | 248.8343 | 248.8343 | 248.8343 | 248.8343 | 248.8343 |
| Max Trade Drawdown | -1095790 | -117310 | -1049971 | -3552420 | -3896386 | -1628972 |
| Profit Factor | 0.3871 | 1.1743 | 0.2397 | 1.0409 | 0.2457 | 2.4554 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 63 | 34 | 29 | 59 | 31 | 28 |
| Losing Trades | 20 | 7 | 13 | 24 | 10 | 14 |
| Profitability (%) | 75.9036 | 82.9268 | 69.0476 | 71.0843 | 75.6098 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.1229 | 0.2418 | 0.1075 | 0.4234 | 0.0793 | 1.2277 |
| Largest Winning Trade | 36141 | 36141 | 32260 | 4694714 | 297446 | 4694714 |
| Largest Losing Trade | -825937 | -64820 | -825937 | -2403196 | -2403196 | -1485425 |
| Avg Bars in Trades | 65 | 78 | 53 | 65 | 78 | 53 |
| Avg Bars in Winners | 30 | 35 | 25 | 35 | 41 | 27 |
| Avg Bars in Losers | 176 | 289 | 115 | 141 | 192 | 105 |
| Bars Traded | 5458 | 3221 | 2237 | 5458 | 3221 | 2237 |
| Profit Streak | 42.9203 | 159.9203 | 42.9203 | 42.9203 | 159.9203 | 42.9203 |
| Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576920 | -354780 | -577278 | -360171 | -575981 | 531730 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5637,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600387200000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759039516669,
"expiration_time": 1763887968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1614
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 129,
"offset": 0,
"a": 0.38616
}
}
} {
"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": [
[
-899704.409038113,
40340.9430249454,
-940045.3520630585,
306997.4279572596,
-3622222.924101276,
3929220.3520585354
],
[
-899.704409,
40.340943,
-940.045352,
306.997428,
-3622.222924,
3929.220352
],
[
-0.478821,
0.021469,
-0.50029,
0.074729,
0,
0.196902
],
[
248.83431,
248.83431,
248.83431,
248.83431,
248.83431,
248.83431
],
[
-1095790,
-117310,
-1049971,
-3552420,
-3896386,
-1628972
],
[
0.387068,
1.174293,
0.239701,
1.040923,
0.245712,
2.45543
],
[
83,
41,
42,
83,
41,
42
],
[
63,
34,
29,
59,
31,
28
],
[
20,
7,
13,
24,
10,
14
],
[
75.903614,
82.926829,
69.047619,
71.084337,
75.609756,
66.666667
],
[
0.122879,
0.241766,
0.107452,
0.423426,
0.079262,
1.227715
],
[
36141,
36141,
32260,
4694714,
297446,
4694714
],
[
-825937,
-64820,
-825937,
-2403196,
-2403196,
-1485425
],
[
65,
78,
53,
65,
78,
53
],
[
30,
35,
25,
35,
41,
27
],
[
176,
289,
115,
141,
192,
105
],
[
5458,
3221,
2237,
5458,
3221,
2237
],
[
42.920332,
159.920332,
42.920332,
42.920332,
159.920332,
42.920332
],
[
4,
6,
2,
4,
6,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576920,
-354780,
-577278,
-360171,
-575981,
531730
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5637,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600387200000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759039516669,
"expiration_time": 1763887968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1614
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 129,
"offset": 0,
"a": 0.38616
}
}
}
| # | 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) |
|---|