| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -751579.8918 | 654.2554 | -752234.1472 | 418908.5633 | -1567975.0474 | 1986883.6107 |
| Total P&L (%) | -751.5799 | 0.6543 | -752.2341 | 418.9086 | -1567.975 | 1986.8836 |
| Avg Daily Profit (%) | -0.3978 | 0.0003 | -0.3981 | 0.0872 | 0 | 0.1609 |
| Buy And Hold Return (%) | 345.7948 | 345.7948 | 345.7948 | 345.7948 | 345.7948 | 345.7948 |
| Max Trade Drawdown | -808637 | -106251 | -189147 | -1515639 | -1653552 | -352103 |
| Profit Factor | 0.3438 | 1.0033 | 0.2079 | 1.0977 | 0.3665 | 2.0947 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 61 | 28 | 33 | 55 | 24 | 31 |
| Losing Trades | 18 | 12 | 6 | 24 | 16 | 8 |
| Profitability (%) | 77.2152 | 70 | 84.6154 | 69.6203 | 60 | 79.4872 |
| Ratio Avg Win / Avg Loss | 0.1014 | 0.43 | 0.0378 | 0.479 | 0.2443 | 0.5406 |
| Largest Winning Trade | 38568 | 38568 | 15458 | 2584175 | 227580 | 2584175 |
| Largest Losing Trade | -659913 | -52271 | -659913 | -795367 | -795367 | -744515 |
| Avg Bars in Trades | 64 | 47 | 82 | 64 | 47 | 82 |
| Avg Bars in Winners | 23 | 12 | 33 | 34 | 15 | 49 |
| Avg Bars in Losers | 204 | 130 | 351 | 133 | 95 | 209 |
| Bars Traded | 5122 | 1905 | 3217 | 5122 | 1905 | 3217 |
| Profit Streak | 177.8332 | 177.8332 | 247.8332 | 177.8332 | 177.8332 | 247.8332 |
| Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -606756 | -572633 | -575043 | -318294 | -578069 | 478519 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5668,
"evaluation_days": 1889.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1603728000000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759924790943,
"expiration_time": 1764807552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 245,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-751579.8918449215,
654.2553527886,
-752234.1471977106,
418908.5632792453,
-1567975.0474466016,
1986883.6107258454
],
[
-751.579892,
0.654255,
-752.234147,
418.908563,
-1567.975047,
1986.883611
],
[
-0.397802,
0.000346,
-0.398149,
0.087188,
0,
0.160941
],
[
345.79478,
345.79478,
345.79478,
345.79478,
345.79478,
345.79478
],
[
-808637,
-106251,
-189147,
-1515639,
-1653552,
-352103
],
[
0.343777,
1.003344,
0.2079,
1.09765,
0.366455,
2.094712
],
[
79,
40,
39,
79,
40,
39
],
[
61,
28,
33,
55,
24,
31
],
[
18,
12,
6,
24,
16,
8
],
[
77.21519,
70,
84.615385,
69.620253,
60,
79.487179
],
[
0.101442,
0.430005,
0.0378,
0.478974,
0.244303,
0.540571
],
[
38568,
38568,
15458,
2584175,
227580,
2584175
],
[
-659913,
-52271,
-659913,
-795367,
-795367,
-744515
],
[
64,
47,
82,
64,
47,
82
],
[
23,
12,
33,
34,
15,
49
],
[
204,
130,
351,
133,
95,
209
],
[
5122,
1905,
3217,
5122,
1905,
3217
],
[
177.833228,
177.833228,
247.833228,
177.833228,
177.833228,
247.833228
],
[
8,
4,
4,
8,
4,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-606756,
-572633,
-575043,
-318294,
-578069,
478519
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5668,
"evaluation_days": 1889.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1603728000000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759924790943,
"expiration_time": 1764807552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 245,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|