Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1505631.4983 | 1509168.8812 | -3537.3829 | 206308.4999 | -281098.5147 | 487407.0147 |
Total P&L (%) | 1505.6315 | 1509.1689 | -3.5374 | 206.3085 | -281.0985 | 487.407 |
Avg Daily Profit (%) | 0.7953 | 0.7972 | -0.0019 | 0.0591 | 0 | 0.0936 |
Buy And Hold Return (%) | 118.0754 | 118.0754 | 118.0754 | 118.0754 | 118.0754 | 118.0754 |
Max Trade Drawdown | -169995 | -107071 | -78995 | -2311691 | -1553971 | -958195 |
Profit Factor | 2.8238 | 4.1244 | 0.9897 | 1.0314 | 0.9334 | 1.2073 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 84 | 35 | 49 | 84 | 35 | 49 |
Losing Trades | 114 | 64 | 50 | 114 | 64 | 50 |
Profitability (%) | 42.4242 | 35.3535 | 49.4949 | 42.4242 | 35.3535 | 49.4949 |
Ratio Avg Win / Avg Loss | 3.8323 | 7.5417 | 1.0099 | 1.3997 | 1.7068 | 1.2319 |
Largest Winning Trade | 1325904 | 1325904 | 43162 | 870988 | 870988 | 292313 |
Largest Losing Trade | -31639 | -31639 | -29728 | -760944 | -760944 | -212953 |
Avg Bars in Trades | 56 | 76 | 36 | 56 | 76 | 36 |
Avg Bars in Winners | 78 | 118 | 49 | 78 | 118 | 49 |
Avg Bars in Losers | 40 | 53 | 24 | 40 | 53 | 24 |
Bars Traded | 11163 | 7554 | 3608 | 11163 | 7554 | 3608 |
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 | 597823 | 515106 | -579597 | -310421 | -583986 | -71128 |
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11359, "evaluation_days": 1893.17, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1598630400000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760261749198, "expiration_time": 1765163088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 102, "scalar": 2 } }, "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": [ [ 1505631.4983314804, 1509168.8812260772, -3537.3828945982, 206308.4999476835, -281098.5147446084, 487407.0146922916 ], [ 1505.631498, 1509.168881, -3.537383, 206.3085, -281.098515, 487.407015 ], [ 0.795297, 0.797165, -0.001868, 0.059147, 0, 0.093567 ], [ 118.075375, 118.075375, 118.075375, 118.075375, 118.075375, 118.075375 ], [ -169995, -107071, -78995, -2311691, -1553971, -958195 ], [ 2.823773, 4.124376, 0.989673, 1.031393, 0.933388, 1.207252 ], [ 198, 99, 99, 198, 99, 99 ], [ 84, 35, 49, 84, 35, 49 ], [ 114, 64, 50, 114, 64, 50 ], [ 42.424242, 35.353535, 49.494949, 42.424242, 35.353535, 49.494949 ], [ 3.832263, 7.541715, 1.00987, 1.399748, 1.706767, 1.231889 ], [ 1325904, 1325904, 43162, 870988, 870988, 292313 ], [ -31639, -31639, -29728, -760944, -760944, -212953 ], [ 56, 76, 36, 56, 76, 36 ], [ 78, 118, 49, 78, 118, 49 ], [ 40, 53, 24, 40, 53, 24 ], [ 11163, 7554, 3608, 11163, 7554, 3608 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 597823, 515106, -579597, -310421, -583986, -71128 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11359, "evaluation_days": 1893.17, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1598630400000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760261749198, "expiration_time": 1765163088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 102, "scalar": 2 } }, "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) |
---|