| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1171441.1879 | -25483.6173 | -1145957.5706 | 227707.5717 | -2967854.2316 | 3195561.8033 |
| Total P&L (%) | -1171.4412 | -25.4836 | -1145.9576 | 227.7076 | -2967.8542 | 3195.5618 |
| Avg Daily Profit (%) | -0.6195 | -0.0135 | -0.606 | 0.0628 | 0 | 0.185 |
| Buy And Hold Return (%) | 259.4071 | 259.4071 | 259.4071 | 259.4071 | 259.4071 | 259.4071 |
| Max Trade Drawdown | -1316657 | -167768 | -1222868 | -3687799 | -3478602 | -1547753 |
| Profit Factor | 0.2792 | 0.9086 | 0.1489 | 1.0338 | 0.3587 | 2.5179 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 80 | 40 | 40 | 72 | 36 | 36 |
| Losing Trades | 17 | 9 | 8 | 25 | 13 | 12 |
| Profitability (%) | 82.4742 | 81.6327 | 83.3333 | 74.2268 | 73.4694 | 75 |
| Ratio Avg Win / Avg Loss | 0.0593 | 0.2044 | 0.0298 | 0.359 | 0.1295 | 0.8393 |
| Largest Winning Trade | 20553 | 20553 | 11515 | 3838564 | 390143 | 3838564 |
| Largest Losing Trade | -987777 | -63881 | -987777 | -2432238 | -2432238 | -1321160 |
| Avg Bars in Trades | 36 | 43 | 29 | 36 | 43 | 29 |
| Avg Bars in Winners | 11 | 10 | 12 | 14 | 14 | 14 |
| Avg Bars in Losers | 151 | 187 | 111 | 98 | 123 | 71 |
| Bars Traded | 3511 | 2119 | 1392 | 3511 | 2119 | 1392 |
| Profit Streak | 71.315 | 91.815 | 71.315 | 71.315 | 91.815 | 71.315 |
| Trades During Streak | 15 | 8 | 7 | 15 | 8 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574382 | -575063 | -574618 | -454451 | -576068 | 544278 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3782,
"evaluation_days": 1891,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1605960000000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760038418819,
"expiration_time": 1764912672000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 216,
"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": [
[
-1171441.187872169,
-25483.6172796154,
-1145957.5705925534,
227707.5716520644,
-2967854.2316089696,
3195561.8032610323
],
[
-1171.441188,
-25.483617,
-1145.957571,
227.707572,
-2967.854232,
3195.561803
],
[
-0.619482,
-0.013476,
-0.606006,
0.062788,
0,
0.185002
],
[
259.40707,
259.40707,
259.40707,
259.40707,
259.40707,
259.40707
],
[
-1316657,
-167768,
-1222868,
-3687799,
-3478602,
-1547753
],
[
0.27917,
0.908556,
0.148904,
1.03382,
0.358662,
2.517895
],
[
97,
49,
48,
97,
49,
48
],
[
80,
40,
40,
72,
36,
36
],
[
17,
9,
8,
25,
13,
12
],
[
82.474227,
81.632653,
83.333333,
74.226804,
73.469388,
75
],
[
0.059324,
0.204425,
0.029781,
0.358965,
0.129517,
0.839298
],
[
20553,
20553,
11515,
3838564,
390143,
3838564
],
[
-987777,
-63881,
-987777,
-2432238,
-2432238,
-1321160
],
[
36,
43,
29,
36,
43,
29
],
[
11,
10,
12,
14,
14,
14
],
[
151,
187,
111,
98,
123,
71
],
[
3511,
2119,
1392,
3511,
2119,
1392
],
[
71.315033,
91.815033,
71.315033,
71.315033,
91.815033,
71.315033
],
[
15,
8,
7,
15,
8,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574382,
-575063,
-574618,
-454451,
-576068,
544278
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3782,
"evaluation_days": 1891,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1605960000000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760038418819,
"expiration_time": 1764912672000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 216,
"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) |
|---|