| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 575735.3656 | 597735.4374 | -22000.0718 | 93660.4126 | 488720.5132 | -395060.1005 |
| Total P&L (%) | 575.7354 | 597.7354 | -22.0001 | 93.6604 | 488.7205 | -395.0601 |
| Avg Daily Profit (%) | 0.3071 | 0.3188 | -0.0117 | 0.0353 | 0.0946 | 0 |
| Buy And Hold Return (%) | 154.9828 | 154.9828 | 154.9828 | 154.9828 | 154.9828 | 154.9828 |
| Max Trade Drawdown | -247577 | -236668 | -59688 | -7118086 | -6250408 | -990109 |
| Profit Factor | 1.3305 | 1.4822 | 0.9562 | 1.0049 | 1.034 | 0.9169 |
| Total Trades | 660 | 330 | 330 | 660 | 330 | 330 |
| Winning Trades | 288 | 135 | 153 | 288 | 135 | 153 |
| Losing Trades | 372 | 195 | 177 | 372 | 195 | 177 |
| Profitability (%) | 43.6364 | 40.9091 | 46.3636 | 43.6364 | 40.9091 | 46.3636 |
| Ratio Avg Win / Avg Loss | 1.7186 | 2.1409 | 1.1062 | 1.298 | 1.4936 | 1.0607 |
| Largest Winning Trade | 355417 | 355417 | 21284 | 2772998 | 2772998 | 358493 |
| Largest Losing Trade | -35669 | -35669 | -19667 | -1088673 | -1088673 | -398492 |
| Avg Bars in Trades | 33 | 60 | 7 | 33 | 60 | 7 |
| Avg Bars in Winners | 40 | 76 | 7 | 40 | 76 | 7 |
| Avg Bars in Losers | 29 | 49 | 7 | 29 | 49 | 7 |
| Bars Traded | 22429 | 20012 | 2417 | 22429 | 20012 | 2417 |
| Profit Streak | 0 | 0 | 10.0609 | 0 | 0 | 10.0609 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 317956 | 239280 | -578415 | -525735 | -255114 | -578415 |
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22497,
"evaluation_days": 1874.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1596952800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759015658838,
"expiration_time": 1764553622400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 171,
"offset": 0,
"std": 4.85094
}
}
} {
"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": [
[
575735.3656160193,
597735.4374480514,
-22000.0718320325,
93660.4126380632,
488720.5131607843,
-395060.100522719
],
[
575.735366,
597.735437,
-22.000072,
93.660413,
488.720513,
-395.060101
],
[
0.3071,
0.318835,
-0.011735,
0.035261,
0.094606,
0
],
[
154.982818,
154.982818,
154.982818,
154.982818,
154.982818,
154.982818
],
[
-247577,
-236668,
-59688,
-7118086,
-6250408,
-990109
],
[
1.330532,
1.482153,
0.956186,
1.004898,
1.034016,
0.916879
],
[
660,
330,
330,
660,
330,
330
],
[
288,
135,
153,
288,
135,
153
],
[
372,
195,
177,
372,
195,
177
],
[
43.636364,
40.909091,
46.363636,
43.636364,
40.909091,
46.363636
],
[
1.718604,
2.140888,
1.106176,
1.297994,
1.493578,
1.060703
],
[
355417,
355417,
21284,
2772998,
2772998,
358493
],
[
-35669,
-35669,
-19667,
-1088673,
-1088673,
-398492
],
[
33,
60,
7,
33,
60,
7
],
[
40,
76,
7,
40,
76,
7
],
[
29,
49,
7,
29,
49,
7
],
[
22429,
20012,
2417,
22429,
20012,
2417
],
[
0,
0,
10.060866,
0,
0,
10.060866
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317956,
239280,
-578415,
-525735,
-255114,
-578415
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22497,
"evaluation_days": 1874.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1596952800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759015658838,
"expiration_time": 1764553622400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 171,
"offset": 0,
"std": 4.85094
}
}
}
| # | 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) |
|---|