| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1162358.9217 | -72092.6484 | -1090266.2734 | -3653.9076 | -4178945.9446 | 4175292.037 |
| Total P&L (%) | -1162.3589 | -72.0926 | -1090.2663 | -3.6539 | -4178.9459 | 4175.292 |
| Avg Daily Profit (%) | -0.6174 | -0.0383 | -0.5791 | -0.002 | 0 | 0.1997 |
| Buy And Hold Return (%) | 273.846 | 273.846 | 273.846 | 273.846 | 273.846 | 273.846 |
| Max Trade Drawdown | -1334273 | -190285 | -1143987 | -5917710 | -5269347 | -3116417 |
| Profit Factor | 0.2801 | 0.7571 | 0.1727 | 0.9997 | 0.2507 | 1.7297 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
| Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
| Profitability (%) | 62.069 | 51.7241 | 72.4138 | 62.069 | 51.7241 | 72.4138 |
| Ratio Avg Win / Avg Loss | 0.1712 | 0.7066 | 0.0658 | 0.6109 | 0.234 | 0.6589 |
| Largest Winning Trade | 66138 | 66138 | 33411 | 6449151 | 880256 | 6449151 |
| Largest Losing Trade | -790209 | -57415 | -790209 | -3440268 | -3440268 | -2688109 |
| Avg Bars in Trades | 383 | 446 | 321 | 383 | 446 | 321 |
| Avg Bars in Winners | 179 | 189 | 172 | 237 | 250 | 228 |
| Avg Bars in Losers | 717 | 721 | 711 | 623 | 656 | 565 |
| Bars Traded | 22259 | 12942 | 9317 | 22259 | 12942 | 9317 |
| Profit Streak | 84.8604 | 84.8604 | 128.3604 | 84.8604 | 84.8604 | 128.3604 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -757259 | -579648 | -576576 | -757259 | -579648 | 458545 |
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22592,
"evaluation_days": 1882.67,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1598464800000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759408737822,
"expiration_time": 1765262246400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 219,
"offset": 0,
"a": 0.20725
}
}
} {
"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": [
[
-1162358.9217367165,
-72092.6483721806,
-1090266.2733645353,
-3653.9076322387,
-4178945.94463131,
4175292.03699907
],
[
-1162.358922,
-72.092648,
-1090.266273,
-3.653908,
-4178.945945,
4175.292037
],
[
-0.617399,
-0.038293,
-0.579106,
-0.001977,
0,
0.199673
],
[
273.845974,
273.845974,
273.845974,
273.845974,
273.845974,
273.845974
],
[
-1334273,
-190285,
-1143987,
-5917710,
-5269347,
-3116417
],
[
0.280099,
0.75707,
0.172691,
0.999677,
0.250668,
1.72971
],
[
58,
29,
29,
58,
29,
29
],
[
36,
15,
21,
36,
15,
21
],
[
22,
14,
8,
22,
14,
8
],
[
62.068966,
51.724138,
72.413793,
62.068966,
51.724138,
72.413793
],
[
0.171172,
0.706599,
0.065787,
0.610913,
0.233957,
0.658937
],
[
66138,
66138,
33411,
6449151,
880256,
6449151
],
[
-790209,
-57415,
-790209,
-3440268,
-3440268,
-2688109
],
[
383,
446,
321,
383,
446,
321
],
[
179,
189,
172,
237,
250,
228
],
[
717,
721,
711,
623,
656,
565
],
[
22259,
12942,
9317,
22259,
12942,
9317
],
[
84.860391,
84.860391,
128.360391,
84.860391,
84.860391,
128.360391
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-757259,
-579648,
-576576,
-757259,
-579648,
458545
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22592,
"evaluation_days": 1882.67,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1598464800000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759408737822,
"expiration_time": 1765262246400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 219,
"offset": 0,
"a": 0.20725
}
}
}
| # | 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) |
|---|