Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -904186.5563 | 26453.3264 | -930639.8827 | 1016169.6718 | -2763744.7428 | 3779914.4145 |
Total P&L (%) | -904.1866 | 26.4533 | -930.6399 | 1016.1697 | -2763.7447 | 3779.9144 |
Avg Daily Profit (%) | -0.4778 | 0.014 | -0.4918 | 0.1276 | 0 | 0.1935 |
Buy And Hold Return (%) | 233.6942 | 233.6942 | 233.6942 | 233.6942 | 233.6942 | 233.6942 |
Max Trade Drawdown | -1089999 | -112088 | -1049308 | -4263439 | -4096558 | -1513726 |
Profit Factor | 0.3323 | 1.1329 | 0.1943 | 1.1421 | 0.4283 | 2.6315 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 68 | 34 | 34 | 64 | 31 | 33 |
Losing Trades | 13 | 6 | 7 | 17 | 9 | 8 |
Profitability (%) | 83.9506 | 85 | 82.9268 | 79.0123 | 77.5 | 80.4878 |
Ratio Avg Win / Avg Loss | 0.0635 | 0.1999 | 0.04 | 0.3034 | 0.1244 | 0.6379 |
Largest Winning Trade | 26777 | 20402 | 26777 | 3751552 | 258231 | 3751552 |
Largest Losing Trade | -802767 | -80072 | -802767 | -3683899 | -3683899 | -1424072 |
Avg Bars in Trades | 44 | 54 | 34 | 44 | 54 | 34 |
Avg Bars in Winners | 12 | 13 | 12 | 18 | 18 | 19 |
Avg Bars in Losers | 208 | 283 | 144 | 141 | 178 | 99 |
Bars Traded | 3593 | 2164 | 1429 | 3593 | 2164 | 1429 |
Profit Streak | 92.978 | 92.978 | 271.478 | 92.978 | 92.978 | 271.478 |
Trades During Streak | 13 | 6 | 11 | 13 | 6 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -590826 | -410065 | -575047 | -100675 | -575700 | 565814 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3785, "evaluation_days": 1892.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1604577600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760182095377, "expiration_time": 1765046160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 181, "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": [ [ -904186.55627956, 26453.3264015166, -930639.8826810765, 1016169.671750722, -2763744.7427536603, 3779914.4145043823 ], [ -904.186556, 26.453326, -930.639883, 1016.169672, -2763.744743, 3779.914415 ], [ -0.477774, 0.013978, -0.491752, 0.127558, 0, 0.193497 ], [ 233.694181, 233.694181, 233.694181, 233.694181, 233.694181, 233.694181 ], [ -1089999, -112088, -1049308, -4263439, -4096558, -1513726 ], [ 0.332276, 1.132897, 0.194307, 1.142095, 0.428325, 2.631462 ], [ 81, 40, 41, 81, 40, 41 ], [ 68, 34, 34, 64, 31, 33 ], [ 13, 6, 7, 17, 9, 8 ], [ 83.950617, 85, 82.926829, 79.012346, 77.5, 80.487805 ], [ 0.063523, 0.199923, 0.040004, 0.303369, 0.124352, 0.63793 ], [ 26777, 20402, 26777, 3751552, 258231, 3751552 ], [ -802767, -80072, -802767, -3683899, -3683899, -1424072 ], [ 44, 54, 34, 44, 54, 34 ], [ 12, 13, 12, 18, 18, 19 ], [ 208, 283, 144, 141, 178, 99 ], [ 3593, 2164, 1429, 3593, 2164, 1429 ], [ 92.977956, 92.977956, 271.477956, 92.977956, 92.977956, 271.477956 ], [ 13, 6, 11, 13, 6, 11 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -590826, -410065, -575047, -100675, -575700, 565814 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3785, "evaluation_days": 1892.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1604577600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760182095377, "expiration_time": 1765046160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 181, "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) |
---|