Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196859.3535 | 1080329.0312 | 116530.3223 | 4335100.1819 | 562566.339 | 3772533.8428 |
Total P&L (%) | 1196.8594 | 1080.329 | 116.5303 | 4335.1002 | 562.5663 | 3772.5338 |
Avg Daily Profit (%) | 0.6341 | 0.5724 | 0.0617 | 0.2011 | 0.1002 | 0.1939 |
Buy And Hold Return (%) | 248.0674 | 248.0674 | 248.0674 | 248.0674 | 248.0674 | 248.0674 |
Max Trade Drawdown | -83146 | -88731 | -57470 | -4146493 | -5556084 | -2880905 |
Profit Factor | 4.2782 | 7.0287 | 1.6268 | 1.2592 | 1.059 | 1.5252 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 48.4375 | 46.875 | 50 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 4.5542 | 7.9659 | 1.6268 | 1.3405 | 1.2002 | 1.5252 |
Largest Winning Trade | 767880 | 767880 | 59094 | 4368101 | 4368101 | 2145881 |
Largest Losing Trade | -33420 | -29536 | -33420 | -1948206 | -1948206 | -1345165 |
Avg Bars in Trades | 115 | 95 | 135 | 115 | 95 | 135 |
Avg Bars in Winners | 161 | 142 | 178 | 161 | 142 | 178 |
Avg Bars in Losers | 72 | 53 | 91 | 72 | 53 | 91 |
Bars Traded | 7375 | 3046 | 4329 | 7375 | 3046 | 4329 |
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 | -126582 | 597393 | -273219 | -136225 | -220761 | 378887 |
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7550, "evaluation_days": 1887.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1598918400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759767422650, "expiration_time": 1764644400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 51, "offset": 0, "std": 2.75192 } } }
{ "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": [ [ 1196859.353500071, 1080329.0311675274, 116530.3223325442, 4335100.181863855, 562566.3390423704, 3772533.8428214835 ], [ 1196.859354, 1080.329031, 116.530322, 4335.100182, 562.566339, 3772.533843 ], [ 0.634098, 0.57236, 0.061738, 0.20111, 0.100233, 0.193909 ], [ 248.067413, 248.067413, 248.067413, 248.067413, 248.067413, 248.067413 ], [ -83146, -88731, -57470, -4146493, -5556084, -2880905 ], [ 4.278169, 7.028694, 1.626837, 1.259225, 1.058966, 1.525226 ], [ 64, 32, 32, 64, 32, 32 ], [ 31, 15, 16, 31, 15, 16 ], [ 33, 17, 16, 33, 17, 16 ], [ 48.4375, 46.875, 50, 48.4375, 46.875, 50 ], [ 4.55418, 7.965853, 1.626837, 1.340466, 1.200161, 1.525226 ], [ 767880, 767880, 59094, 4368101, 4368101, 2145881 ], [ -33420, -29536, -33420, -1948206, -1948206, -1345165 ], [ 115, 95, 135, 115, 95, 135 ], [ 161, 142, 178, 161, 142, 178 ], [ 72, 53, 91, 72, 53, 91 ], [ 7375, 3046, 4329, 7375, 3046, 4329 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -126582, 597393, -273219, -136225, -220761, 378887 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7550, "evaluation_days": 1887.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1598918400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759767422650, "expiration_time": 1764644400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 51, "offset": 0, "std": 2.75192 } } }
# | 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) |
---|