| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1391694.0456 | 1290899.6058 | 100794.4398 | 2640104.7484 | 1308147.8649 | 1331956.8835 |
| Total P&L (%) | 1391.694 | 1290.8996 | 100.7944 | 2640.1047 | 1308.1479 | 1331.9569 |
| Avg Daily Profit (%) | 0.7409 | 0.6872 | 0.0537 | 0.1764 | 0.1409 | 0.1418 |
| Buy And Hold Return (%) | 230.9642 | 230.9642 | 230.9642 | 230.9642 | 230.9642 | 230.9642 |
| Max Trade Drawdown | -72052 | -84672 | -65648 | -2849270 | -1941298 | -2045048 |
| Profit Factor | 3.6865 | 5.6708 | 1.4171 | 1.2362 | 1.2272 | 1.2458 |
| Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
| Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
| Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
| Profitability (%) | 42.4 | 33.3333 | 51.6129 | 42.4 | 33.3333 | 51.6129 |
| Ratio Avg Win / Avg Loss | 5.0081 | 11.3417 | 1.3285 | 1.6794 | 2.4544 | 1.1679 |
| Largest Winning Trade | 1036042 | 1036042 | 58590 | 1471629 | 1453095 | 1471629 |
| Largest Losing Trade | -24295 | -24295 | -19022 | -783307 | -343219 | -783307 |
| Avg Bars in Trades | 177 | 137 | 218 | 177 | 137 | 218 |
| Avg Bars in Winners | 333 | 299 | 356 | 333 | 299 | 356 |
| Avg Bars in Losers | 62 | 56 | 71 | 62 | 56 | 71 |
| Bars Traded | 22207 | 8648 | 13559 | 22207 | 8648 | 13559 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 583867 | -133891 | -440213 | 216615 | -158108 | -158378 |
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22542,
"evaluation_days": 1878.5,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1598400000000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759049014824,
"expiration_time": 1764889286400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 236,
"offset": 0,
"a": 0.08148
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
1391694.0455946599,
1290899.605782719,
100794.4398119408,
2640104.7484431765,
1308147.8649364845,
1331956.8835066883
],
[
1391.694046,
1290.899606,
100.79444,
2640.104748,
1308.147865,
1331.956884
],
[
0.740854,
0.687197,
0.053657,
0.176391,
0.140896,
0.141789
],
[
230.964226,
230.964226,
230.964226,
230.964226,
230.964226,
230.964226
],
[
-72052,
-84672,
-65648,
-2849270,
-1941298,
-2045048
],
[
3.686547,
5.670845,
1.41711,
1.236218,
1.227199,
1.245802
],
[
125,
63,
62,
125,
63,
62
],
[
53,
21,
32,
53,
21,
32
],
[
72,
42,
30,
72,
42,
30
],
[
42.4,
33.333333,
51.612903,
42.4,
33.333333,
51.612903
],
[
5.008139,
11.34169,
1.328541,
1.679391,
2.454398,
1.167939
],
[
1036042,
1036042,
58590,
1471629,
1453095,
1471629
],
[
-24295,
-24295,
-19022,
-783307,
-343219,
-783307
],
[
177,
137,
218,
177,
137,
218
],
[
333,
299,
356,
333,
299,
356
],
[
62,
56,
71,
62,
56,
71
],
[
22207,
8648,
13559,
22207,
8648,
13559
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
583867,
-133891,
-440213,
216615,
-158108,
-158378
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22542,
"evaluation_days": 1878.5,
"actual_first_datapoint_time": 1596708000000,
"first_datapoint_time": 1598400000000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759049014824,
"expiration_time": 1764889286400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 236,
"offset": 0,
"a": 0.08148
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|