| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 733014.1438 | 733346.1288 | -331.9849 | 271630.6839 | 12560.5324 | 259070.1515 |
| Total P&L (%) | 733.0141 | 733.3461 | -0.332 | 271.6307 | 12.5605 | 259.0702 |
| Avg Daily Profit (%) | 0.3907 | 0.3909 | -0.0002 | 0.07 | 0.0063 | 0.0682 |
| Buy And Hold Return (%) | 300.4858 | 300.4858 | 300.4858 | 300.4858 | 300.4858 | 300.4858 |
| Max Trade Drawdown | -89322 | -123241 | -153963 | -359597 | -470999 | -134271 |
| Profit Factor | 2.1984 | 3.5154 | 0.999 | 1.1635 | 1.0115 | 1.4546 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
| Profitability (%) | 44.4444 | 38.7097 | 50 | 44.4444 | 38.7097 | 50 |
| Ratio Avg Win / Avg Loss | 2.7481 | 5.566 | 0.999 | 1.4544 | 1.6016 | 1.4546 |
| Largest Winning Trade | 435432 | 435432 | 55460 | 281989 | 281989 | 143266 |
| Largest Losing Trade | -64296 | -36750 | -64296 | -217394 | -217394 | -72625 |
| Avg Bars in Trades | 56 | 63 | 49 | 56 | 63 | 49 |
| Avg Bars in Winners | 78 | 88 | 70 | 78 | 88 | 70 |
| Avg Bars in Losers | 38 | 47 | 27 | 38 | 47 | 27 |
| Bars Traded | 3535 | 1967 | 1568 | 3535 | 1967 | 1568 |
| Profit Streak | 0 | 172.7822 | 0 | 0 | 172.7822 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -143546 | 322620 | -580810 | -459336 | -560390 | -266701 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3752,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1603108800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758912386149,
"expiration_time": 1763577792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 74,
"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": [
[
733014.1438278434,
733346.1287715182,
-331.9849436748,
271630.6838859259,
12560.5324290345,
259070.1514568914
],
[
733.014144,
733.346129,
-0.331985,
271.630684,
12.560532,
259.070151
],
[
0.390732,
0.390909,
-0.000177,
0.069999,
0.006307,
0.068165
],
[
300.485764,
300.485764,
300.485764,
300.485764,
300.485764,
300.485764
],
[
-89322,
-123241,
-153963,
-359597,
-470999,
-134271
],
[
2.198445,
3.515369,
0.998963,
1.163528,
1.011511,
1.454597
],
[
63,
31,
32,
63,
31,
32
],
[
28,
12,
16,
28,
12,
16
],
[
35,
19,
16,
35,
19,
16
],
[
44.444444,
38.709677,
50,
44.444444,
38.709677,
50
],
[
2.748056,
5.566001,
0.998963,
1.45441,
1.601559,
1.454597
],
[
435432,
435432,
55460,
281989,
281989,
143266
],
[
-64296,
-36750,
-64296,
-217394,
-217394,
-72625
],
[
56,
63,
49,
56,
63,
49
],
[
78,
88,
70,
78,
88,
70
],
[
38,
47,
27,
38,
47,
27
],
[
3535,
1967,
1568,
3535,
1967,
1568
],
[
0,
172.782247,
0,
0,
172.782247,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-143546,
322620,
-580810,
-459336,
-560390,
-266701
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3752,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1603108800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758912386149,
"expiration_time": 1763577792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 74,
"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) |
|---|