| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -958410.5812 | 15002.6256 | -973413.2068 | 665306.9276 | -6510625.2894 | 7175932.2169 |
| Total P&L (%) | -958.4106 | 15.0026 | -973.4132 | 665.3069 | -6510.6253 | 7175.9322 |
| Avg Daily Profit (%) | -0.5075 | 0.0079 | -0.5154 | 0.1078 | 0 | 0.2273 |
| Buy And Hold Return (%) | 372.2566 | 372.2566 | 372.2566 | 372.2566 | 372.2566 | 372.2566 |
| Max Trade Drawdown | -1139447 | -152489 | -1055230 | -5192319 | -6837052 | -2713106 |
| Profit Factor | 0.3055 | 1.071 | 0.1671 | 1.0576 | 0.1596 | 2.8856 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 64 | 31 | 33 | 54 | 25 | 29 |
| Losing Trades | 15 | 9 | 6 | 25 | 15 | 10 |
| Profitability (%) | 81.0127 | 77.5 | 84.6154 | 68.3544 | 62.5 | 74.359 |
| Ratio Avg Win / Avg Loss | 0.0716 | 0.3109 | 0.0304 | 0.4896 | 0.0958 | 0.9951 |
| Largest Winning Trade | 28096 | 28096 | 19139 | 9367709 | 326083 | 9367709 |
| Largest Losing Trade | -857162 | -62089 | -857162 | -3401874 | -3401874 | -1759659 |
| Avg Bars in Trades | 45 | 51 | 39 | 45 | 51 | 39 |
| Avg Bars in Winners | 14 | 8 | 18 | 19 | 15 | 23 |
| Avg Bars in Losers | 180 | 199 | 152 | 102 | 112 | 86 |
| Bars Traded | 3612 | 2073 | 1539 | 3612 | 2073 | 1539 |
| Profit Streak | 167.1011 | 167.1011 | 259.1011 | 167.1011 | 167.1011 | 259.1011 |
| Trades During Streak | 16 | 8 | 9 | 16 | 8 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -606098 | -487006 | -574932 | -242709 | -577632 | 564048 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3777,
"evaluation_days": 1888.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1603238400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759803931198,
"expiration_time": 1764690192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 153,
"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": [
[
-958410.5812000891,
15002.6255580399,
-973413.2067581288,
665306.9275616381,
-6510625.28935312,
7175932.216914756
],
[
-958.410581,
15.002626,
-973.413207,
665.306928,
-6510.625289,
7175.932217
],
[
-0.507498,
0.007944,
-0.515443,
0.107821,
0,
0.227272
],
[
372.256643,
372.256643,
372.256643,
372.256643,
372.256643,
372.256643
],
[
-1139447,
-152489,
-1055230,
-5192319,
-6837052,
-2713106
],
[
0.305526,
1.070991,
0.167113,
1.057589,
0.159601,
2.885645
],
[
79,
40,
39,
79,
40,
39
],
[
64,
31,
33,
54,
25,
29
],
[
15,
9,
6,
25,
15,
10
],
[
81.012658,
77.5,
84.615385,
68.35443,
62.5,
74.358974
],
[
0.071608,
0.310933,
0.030384,
0.489625,
0.095761,
0.99505
],
[
28096,
28096,
19139,
9367709,
326083,
9367709
],
[
-857162,
-62089,
-857162,
-3401874,
-3401874,
-1759659
],
[
45,
51,
39,
45,
51,
39
],
[
14,
8,
18,
19,
15,
23
],
[
180,
199,
152,
102,
112,
86
],
[
3612,
2073,
1539,
3612,
2073,
1539
],
[
167.101055,
167.101055,
259.101055,
167.101055,
167.101056,
259.101055
],
[
16,
8,
9,
16,
8,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-606098,
-487006,
-574932,
-242709,
-577632,
564048
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3777,
"evaluation_days": 1888.5,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1603238400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759803931198,
"expiration_time": 1764690192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 153,
"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) |
|---|