Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1791879.6247 | -51478.5502 | -1740401.0745 | 363675.4326 | -7034744.1232 | 7398419.5558 |
Total P&L (%) | -1791.8796 | -51.4786 | -1740.4011 | 363.6754 | -7034.7441 | 7398.4196 |
Avg Daily Profit (%) | -0.9505 | -0.0273 | -0.9232 | 0.0814 | 0 | 0.2293 |
Buy And Hold Return (%) | 263.4595 | 263.4595 | 263.4595 | 263.4595 | 263.4595 | 263.4595 |
Max Trade Drawdown | -1897848 | -138511 | -1791202 | -11079355 | -8948991 | -4080139 |
Profit Factor | 0.2762 | 0.858 | 0.1763 | 1.0155 | 0.489 | 1.7623 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 105 | 47 | 58 | 103 | 47 | 56 |
Losing Trades | 72 | 42 | 30 | 74 | 42 | 32 |
Profitability (%) | 59.322 | 52.809 | 65.9091 | 58.1921 | 52.809 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.1894 | 0.7667 | 0.0912 | 0.7296 | 0.437 | 1.007 |
Largest Winning Trade | 43768 | 43768 | 21730 | 7927479 | 1148434 | 7927479 |
Largest Losing Trade | -1445514 | -62287 | -1445514 | -6994577 | -6994577 | -3721619 |
Avg Bars in Trades | 62 | 61 | 62 | 62 | 61 | 62 |
Avg Bars in Winners | 43 | 44 | 42 | 47 | 46 | 48 |
Avg Bars in Losers | 89 | 80 | 101 | 81 | 78 | 86 |
Bars Traded | 10974 | 5474 | 5500 | 10974 | 5474 | 5500 |
Profit Streak | 25.1415 | 25.1415 | 26.1415 | 25.1415 | 25.1415 | 26.1415 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577618 | -580187 | -578214 | -333838 | -580187 | 460324 |
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11311, "evaluation_days": 1885.17, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1598529600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759577022229, "expiration_time": 1764451152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 128, "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": [ [ -1791879.6246704862, -51478.5501563888, -1740401.0745140975, 363675.4326369588, -7034744.1232078215, 7398419.555844784 ], [ -1791.879625, -51.47855, -1740.401075, 363.675433, -7034.744123, 7398.419556 ], [ -0.950514, -0.027307, -0.923206, 0.081406, 0, 0.229275 ], [ 263.459459, 263.459459, 263.459459, 263.459459, 263.459459, 263.459459 ], [ -1897848, -138511, -1791202, -11079355, -8948991, -4080139 ], [ 0.27615, 0.857983, 0.176337, 1.015494, 0.489017, 1.762322 ], [ 177, 89, 88, 177, 89, 88 ], [ 105, 47, 58, 103, 47, 56 ], [ 72, 42, 30, 74, 42, 32 ], [ 59.322034, 52.808989, 65.909091, 58.19209, 52.808989, 63.636364 ], [ 0.18936, 0.766708, 0.091209, 0.729578, 0.436994, 1.007041 ], [ 43768, 43768, 21730, 7927479, 1148434, 7927479 ], [ -1445514, -62287, -1445514, -6994577, -6994577, -3721619 ], [ 62, 61, 62, 62, 61, 62 ], [ 43, 44, 42, 47, 46, 48 ], [ 89, 80, 101, 81, 78, 86 ], [ 10974, 5474, 5500, 10974, 5474, 5500 ], [ 25.141461, 25.141461, 26.141461, 25.141461, 25.141461, 26.141461 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577618, -580187, -578214, -333838, -580187, 460324 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11311, "evaluation_days": 1885.17, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1598529600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759577022229, "expiration_time": 1764451152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 128, "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) |
---|