| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -811968.93 | -10394.4335 | -801574.4966 | 241460.7918 | -3388551.5649 | 3630012.3567 |
| Total P&L (%) | -811.9689 | -10.3944 | -801.5745 | 241.4608 | -3388.5516 | 3630.0124 |
| Avg Daily Profit (%) | -0.4319 | -0.0055 | -0.4264 | 0.0653 | 0 | 0.1927 |
| Buy And Hold Return (%) | 242.74 | 242.74 | 242.74 | 242.74 | 242.74 | 242.74 |
| Max Trade Drawdown | -979414 | -176874 | -852456 | -5323070 | -4821321 | -1451646 |
| Profit Factor | 0.3697 | 0.9625 | 0.207 | 1.0287 | 0.392 | 2.2802 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 37 | 17 | 20 | 33 | 14 | 19 |
| Losing Trades | 21 | 12 | 9 | 25 | 15 | 10 |
| Profitability (%) | 63.7931 | 58.6207 | 68.9655 | 56.8966 | 48.2759 | 65.5172 |
| Ratio Avg Win / Avg Loss | 0.2098 | 0.6794 | 0.0932 | 0.7793 | 0.42 | 1.2001 |
| Largest Winning Trade | 57895 | 57895 | 30578 | 3206841 | 713194 | 3206841 |
| Largest Losing Trade | -559009 | -57847 | -559009 | -3188023 | -3188023 | -1335759 |
| Avg Bars in Trades | 381 | 463 | 299 | 381 | 463 | 299 |
| Avg Bars in Winners | 177 | 220 | 140 | 255 | 322 | 205 |
| Avg Bars in Losers | 741 | 807 | 653 | 548 | 595 | 478 |
| Bars Traded | 22131 | 13437 | 8694 | 22131 | 13437 | 8694 |
| Profit Streak | 123.187 | 163.1036 | 123.187 | 123.187 | 163.1036 | 123.187 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -757034 | -578362 | -577023 | -639217 | -580150 | 522465 |
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22560,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1599228000000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759177754267,
"expiration_time": 1765023552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 223,
"offset": 128
}
}
} {
"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": [
[
-811968.9300488861,
-10394.4334826738,
-801574.4965662122,
241460.7918461459,
-3388551.5648925146,
3630012.356738661
],
[
-811.96893,
-10.394433,
-801.574497,
241.460792,
-3388.551565,
3630.012357
],
[
-0.431898,
-0.005529,
-0.426369,
0.065344,
0,
0.192685
],
[
242.740047,
242.740047,
242.740047,
242.740047,
242.740047,
242.740047
],
[
-979414,
-176874,
-852456,
-5323070,
-4821321,
-1451646
],
[
0.369715,
0.962529,
0.207033,
1.028715,
0.392005,
2.280158
],
[
58,
29,
29,
58,
29,
29
],
[
37,
17,
20,
33,
14,
19
],
[
21,
12,
9,
25,
15,
10
],
[
63.793103,
58.62069,
68.965517,
56.896552,
48.275862,
65.517241
],
[
0.209838,
0.679432,
0.093165,
0.779329,
0.420005,
1.200083
],
[
57895,
57895,
30578,
3206841,
713194,
3206841
],
[
-559009,
-57847,
-559009,
-3188023,
-3188023,
-1335759
],
[
381,
463,
299,
381,
463,
299
],
[
177,
220,
140,
255,
322,
205
],
[
741,
807,
653,
548,
595,
478
],
[
22131,
13437,
8694,
22131,
13437,
8694
],
[
123.186971,
163.103637,
123.186971,
123.186971,
163.103637,
123.186971
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-757034,
-578362,
-577023,
-639217,
-580150,
522465
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22560,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1599228000000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759177754267,
"expiration_time": 1765023552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 223,
"offset": 128
}
}
}
| # | 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) |
|---|