| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1626601.053 | 1515683.2099 | 110917.8431 | 4162929.5759 | 1034496.0215 | 3128433.5543 |
| Total P&L (%) | 1626.6011 | 1515.6832 | 110.9178 | 4162.9296 | 1034.496 | 3128.4336 |
| Avg Daily Profit (%) | 0.859 | 0.8005 | 0.0586 | 0.1984 | 0.1284 | 0.1837 |
| Buy And Hold Return (%) | 232.5694 | 232.5694 | 232.5694 | 232.5694 | 232.5694 | 232.5694 |
| Max Trade Drawdown | -110570 | -77007 | -70828 | -9906532 | -5324801 | -5477557 |
| Profit Factor | 3.9518 | 6.4888 | 1.4035 | 1.1608 | 1.0785 | 1.2463 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
| Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
| Profitability (%) | 45.098 | 39.2157 | 50.9804 | 45.098 | 39.2157 | 50.9804 |
| Ratio Avg Win / Avg Loss | 4.8109 | 10.0576 | 1.3495 | 1.4132 | 1.6716 | 1.1984 |
| Largest Winning Trade | 1164389 | 1164389 | 56865 | 2935394 | 2840931 | 2935394 |
| Largest Losing Trade | -42486 | -28083 | -42486 | -2755824 | -2068326 | -2755824 |
| Avg Bars in Trades | 108 | 93 | 124 | 108 | 93 | 124 |
| Avg Bars in Winners | 156 | 132 | 174 | 156 | 132 | 174 |
| Avg Bars in Losers | 69 | 68 | 72 | 69 | 68 | 72 |
| Bars Traded | 11096 | 4761 | 6335 | 11096 | 4761 | 6335 |
| 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 | 669768 | -162876 | -459692 | -37249 | -340441 | -172274 |
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11361,
"evaluation_days": 1893.5,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599336000000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760292008441,
"expiration_time": 1765192752000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 92,
"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": [
[
1626601.0529709223,
1515683.2098867032,
110917.8430842186,
4162929.5758556277,
1034496.0215083382,
3128433.554347287
],
[
1626.601053,
1515.68321,
110.917843,
4162.929576,
1034.496022,
3128.433554
],
[
0.859045,
0.800466,
0.058578,
0.198377,
0.128351,
0.183669
],
[
232.569391,
232.569391,
232.569391,
232.569391,
232.569391,
232.569391
],
[
-110570,
-77007,
-70828,
-9906532,
-5324801,
-5477557
],
[
3.951774,
6.488753,
1.403462,
1.160808,
1.078457,
1.246293
],
[
102,
51,
51,
102,
51,
51
],
[
46,
20,
26,
46,
20,
26
],
[
56,
31,
25,
56,
31,
25
],
[
45.098039,
39.215686,
50.980392,
45.098039,
39.215686,
50.980392
],
[
4.810855,
10.057567,
1.349483,
1.413157,
1.671608,
1.198358
],
[
1164389,
1164389,
56865,
2935394,
2840931,
2935394
],
[
-42486,
-28083,
-42486,
-2755824,
-2068326,
-2755824
],
[
108,
93,
124,
108,
93,
124
],
[
156,
132,
174,
156,
132,
174
],
[
69,
68,
72,
69,
68,
72
],
[
11096,
4761,
6335,
11096,
4761,
6335
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
669768,
-162876,
-459692,
-37249,
-340441,
-172274
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11361,
"evaluation_days": 1893.5,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1599336000000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760292008441,
"expiration_time": 1765192752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 92,
"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) |
|---|