| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 873684.0898 | 873373.5471 | 310.5426 | 190526.0015 | 161188.3845 | 29337.617 |
| Total P&L (%) | 873.6841 | 873.3735 | 0.3105 | 190.526 | 161.1884 | 29.3376 |
| Avg Daily Profit (%) | 0.4639 | 0.4637 | 0.0002 | 0.0566 | 0.051 | 0.0137 |
| Buy And Hold Return (%) | 275.4382 | 275.4382 | 275.4382 | 275.4382 | 275.4382 | 275.4382 |
| Max Trade Drawdown | -118777 | -115264 | -44859 | -488377 | -575518 | -187859 |
| Profit Factor | 2.2695 | 3.3184 | 1.001 | 1.0775 | 1.1044 | 1.0321 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 51.2821 | 53.8462 | 48.7179 | 51.2821 | 53.8462 | 48.7179 |
| Ratio Avg Win / Avg Loss | 2.1561 | 2.8444 | 1.0537 | 1.0237 | 0.9466 | 1.0864 |
| Largest Winning Trade | 446423 | 446423 | 39973 | 311443 | 311443 | 158251 |
| Largest Losing Trade | -77119 | -41723 | -77119 | -287137 | -246269 | -287137 |
| Avg Bars in Trades | 67 | 93 | 41 | 67 | 93 | 41 |
| Avg Bars in Winners | 76 | 103 | 46 | 76 | 103 | 46 |
| Avg Bars in Losers | 57 | 81 | 36 | 57 | 81 | 36 |
| Bars Traded | 5239 | 3631 | 1608 | 5239 | 3631 | 1608 |
| Profit Streak | 72.5334 | 0 | 73.8668 | 72.5334 | 0 | 73.8668 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -26397 | 511071 | -577714 | -456336 | -397410 | -525481 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5650,
"evaluation_days": 1883.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1601424000000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759409289082,
"expiration_time": 1764273600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 165,
"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": [
[
873684.0897683193,
873373.5471264902,
310.5426418293,
190526.0015465251,
161188.3845266509,
29337.6170198745
],
[
873.68409,
873.373547,
0.310543,
190.526002,
161.188385,
29.337617
],
[
0.463904,
0.463739,
0.000165,
0.056646,
0.05099,
0.013661
],
[
275.438186,
275.438186,
275.438186,
275.438186,
275.438186,
275.438186
],
[
-118777,
-115264,
-44859,
-488377,
-575518,
-187859
],
[
2.269544,
3.318433,
1.000997,
1.077546,
1.10442,
1.032123
],
[
78,
39,
39,
78,
39,
39
],
[
40,
21,
19,
40,
21,
19
],
[
38,
18,
20,
38,
18,
20
],
[
51.282051,
53.846154,
48.717949,
51.282051,
53.846154,
48.717949
],
[
2.156067,
2.844371,
1.053681,
1.023669,
0.946646,
1.086445
],
[
446423,
446423,
39973,
311443,
311443,
158251
],
[
-77119,
-41723,
-77119,
-287137,
-246269,
-287137
],
[
67,
93,
41,
67,
93,
41
],
[
76,
103,
46,
76,
103,
46
],
[
57,
81,
36,
57,
81,
36
],
[
5239,
3631,
1608,
5239,
3631,
1608
],
[
72.533438,
0,
73.866772,
72.533438,
0,
73.866772
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-26397,
511071,
-577714,
-456336,
-397410,
-525481
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5650,
"evaluation_days": 1883.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1601424000000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759409289082,
"expiration_time": 1764273600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 165,
"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) |
|---|