| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1082963.532 | 25647.3425 | -1108610.8745 | 149019.0172 | -9274990.5357 | 9424009.5529 |
| Total P&L (%) | -1082.9635 | 25.6473 | -1108.6109 | 149.019 | -9274.9905 | 9424.0096 |
| Avg Daily Profit (%) | -0.5777 | 0.0137 | -0.5913 | 0.0487 | 0 | 0.2433 |
| Buy And Hold Return (%) | 253.2913 | 253.2913 | 253.2913 | 253.2913 | 253.2913 | 253.2913 |
| Max Trade Drawdown | -1158178 | -100423 | -1169068 | -11377697 | -9468468 | -9823466 |
| Profit Factor | 0.3965 | 1.0999 | 0.2791 | 1.005 | 0.3852 | 1.6525 |
| Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
| Winning Trades | 191 | 91 | 100 | 179 | 83 | 96 |
| Losing Trades | 58 | 34 | 24 | 70 | 42 | 28 |
| Profitability (%) | 76.7068 | 72.8 | 80.6452 | 71.8876 | 66.4 | 77.4194 |
| Ratio Avg Win / Avg Loss | 0.1204 | 0.411 | 0.067 | 0.393 | 0.1949 | 0.482 |
| Largest Winning Trade | 33386 | 23858 | 33386 | 11279398 | 1251474 | 11279398 |
| Largest Losing Trade | -939091 | -53640 | -939091 | -9323915 | -5911779 | -9323915 |
| Avg Bars in Trades | 86 | 45 | 128 | 86 | 45 | 128 |
| Avg Bars in Winners | 45 | 17 | 70 | 58 | 18 | 93 |
| Avg Bars in Losers | 223 | 122 | 367 | 157 | 98 | 247 |
| Bars Traded | 21593 | 5704 | 15888 | 21593 | 5704 | 15888 |
| Profit Streak | 38.1738 | 38.1738 | 39.5071 | 38.1738 | 38.1738 | 39.5071 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574506 | -448597 | -575785 | -504678 | -577885 | 480779 |
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22497,
"evaluation_days": 1874.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1599883200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758888617149,
"expiration_time": 1764553622400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 207,
"offset": 235
}
}
} {
"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": [
[
-1082963.5320042158,
25647.3425452866,
-1108610.8745495023,
149019.0171502627,
-9274990.535712898,
9424009.552863156
],
[
-1082.963532,
25.647343,
-1108.610875,
149.019017,
-9274.990536,
9424.009553
],
[
-0.577658,
0.01368,
-0.591338,
0.048677,
0,
0.243336
],
[
253.291275,
253.291275,
253.291275,
253.291275,
253.291275,
253.291275
],
[
-1158178,
-100423,
-1169068,
-11377697,
-9468468,
-9823466
],
[
0.396515,
1.099946,
0.279142,
1.005046,
0.385213,
1.652476
],
[
249,
125,
124,
249,
125,
124
],
[
191,
91,
100,
179,
83,
96
],
[
58,
34,
24,
70,
42,
28
],
[
76.706827,
72.8,
80.645161,
71.88755,
66.4,
77.419355
],
[
0.120408,
0.410969,
0.066994,
0.393035,
0.194927,
0.481972
],
[
33386,
23858,
33386,
11279398,
1251474,
11279398
],
[
-939091,
-53640,
-939091,
-9323915,
-5911779,
-9323915
],
[
86,
45,
128,
86,
45,
128
],
[
45,
17,
70,
58,
18,
93
],
[
223,
122,
367,
157,
98,
247
],
[
21593,
5704,
15888,
21593,
5704,
15888
],
[
38.173809,
38.173809,
39.507143,
38.17381,
38.17381,
39.507143
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574506,
-448597,
-575785,
-504678,
-577885,
480779
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22497,
"evaluation_days": 1874.75,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1599883200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758888617149,
"expiration_time": 1764553622400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 207,
"offset": 235
}
}
}
| # | 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) |
|---|