Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1579415.2961 | -117746.3433 | -1461668.9529 | -328.2009 | -3812915.688 | 3812587.487 |
Total P&L (%) | -1579.4153 | -117.7463 | -1461.669 | -0.3282 | -3812.9157 | 3812.5875 |
Avg Daily Profit (%) | -0.8374 | -0.0624 | -0.775 | -0.0002 | 0 | 0.1946 |
Buy And Hold Return (%) | 292.1728 | 292.1728 | 292.1728 | 292.1728 | 292.1728 | 292.1728 |
Max Trade Drawdown | -1660452 | -195213 | -1507333 | -5562160 | -5046383 | -1713304 |
Profit Factor | 0.2034 | 0.6133 | 0.129 | 1 | 0.37 | 2.196 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 65 | 30 | 35 | 61 | 28 | 33 |
Losing Trades | 23 | 14 | 9 | 27 | 16 | 11 |
Profitability (%) | 73.8636 | 68.1818 | 79.5455 | 69.3182 | 63.6364 | 75 |
Ratio Avg Win / Avg Loss | 0.072 | 0.2862 | 0.0332 | 0.4426 | 0.2114 | 0.732 |
Largest Winning Trade | 17014 | 17014 | 15405 | 4003570 | 437124 | 4003570 |
Largest Losing Trade | -1176468 | -63734 | -1176468 | -3581964 | -3581964 | -1491953 |
Avg Bars in Trades | 61 | 72 | 49 | 61 | 72 | 49 |
Avg Bars in Winners | 19 | 19 | 19 | 29 | 29 | 28 |
Avg Bars in Losers | 178 | 185 | 167 | 133 | 147 | 112 |
Bars Traded | 5372 | 3177 | 2195 | 5372 | 3177 | 2195 |
Profit Streak | 50.4079 | 87.0746 | 50.4079 | 50.4079 | 87.0746 | 50.4079 |
Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575517 | -576868 | -575407 | -576107 | -577457 | 510266 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1886, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759628845263, "expiration_time": 1764510912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 162, "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": [ [ -1579415.2961484736, -117746.3432784831, -1461668.9528699897, -328.2009472615, -3812915.687989373, 3812587.4870421113 ], [ -1579.415296, -117.746343, -1461.668953, -0.328201, -3812.915688, 3812.587487 ], [ -0.837442, -0.062432, -0.77501, -0.000174, 0, 0.19461 ], [ 292.172802, 292.172802, 292.172802, 292.172802, 292.172802, 292.172802 ], [ -1660452, -195213, -1507333, -5562160, -5046383, -1713304 ], [ 0.20342, 0.613321, 0.129046, 0.999964, 0.370035, 2.196 ], [ 88, 44, 44, 88, 44, 44 ], [ 65, 30, 35, 61, 28, 33 ], [ 23, 14, 9, 27, 16, 11 ], [ 73.863636, 68.181818, 79.545455, 69.318182, 63.636364, 75 ], [ 0.071979, 0.286216, 0.033183, 0.442607, 0.211449, 0.732 ], [ 17014, 17014, 15405, 4003570, 437124, 4003570 ], [ -1176468, -63734, -1176468, -3581964, -3581964, -1491953 ], [ 61, 72, 49, 61, 72, 49 ], [ 19, 19, 19, 29, 29, 28 ], [ 178, 185, 167, 133, 147, 112 ], [ 5372, 3177, 2195, 5372, 3177, 2195 ], [ 50.407931, 87.074598, 50.407931, 50.407931, 87.074598, 50.407931 ], [ 9, 6, 4, 9, 6, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575517, -576868, -575407, -576107, -577457, 510266 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1886, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759628845263, "expiration_time": 1764510912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 162, "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) |
---|