| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1385844.4171 | 1295176.6233 | 90667.7938 | 3236043.4843 | 1801531.1279 | 1434512.3564 |
| Total P&L (%) | 1385.8444 | 1295.1766 | 90.6678 | 3236.0435 | 1801.5311 | 1434.5124 |
| Avg Daily Profit (%) | 0.7374 | 0.6892 | 0.0482 | 0.1868 | 0.1568 | 0.1454 |
| Buy And Hold Return (%) | 298.4297 | 298.4297 | 298.4297 | 298.4297 | 298.4297 | 298.4297 |
| Max Trade Drawdown | -69918 | -81555 | -45605 | -1375733 | -1366848 | -658618 |
| Profit Factor | 5.1475 | 7.9847 | 1.6097 | 1.5465 | 1.5313 | 1.5668 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
| Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Profitability (%) | 37.5 | 40.625 | 34.375 | 37.5 | 40.625 | 34.375 |
| Ratio Avg Win / Avg Loss | 8.5791 | 11.67 | 3.073 | 2.5775 | 2.2381 | 2.9911 |
| Largest Winning Trade | 1041829 | 1041829 | 64429 | 1659112 | 1659112 | 1057587 |
| Largest Losing Trade | -30702 | -30702 | -17645 | -733205 | -733205 | -410153 |
| Avg Bars in Trades | 82 | 74 | 90 | 82 | 74 | 90 |
| Avg Bars in Winners | 162 | 113 | 219 | 162 | 113 | 219 |
| Avg Bars in Losers | 34 | 47 | 23 | 34 | 47 | 23 |
| Bars Traded | 5293 | 2384 | 2909 | 5293 | 2384 | 2909 |
| Profit Streak | 0 | 44.2364 | 0 | 0 | 44.2364 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -129754 | 565308 | -297319 | -138012 | 234408 | -3294 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5638,
"evaluation_days": 1879.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600905600000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759066824543,
"expiration_time": 1763917632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 147,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 55,
"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": [
[
1385844.417110954,
1295176.6233436328,
90667.7937673217,
3236043.4842966665,
1801531.1278624707,
1434512.3564341958
],
[
1385.844417,
1295.176623,
90.667794,
3236.043484,
1801.531128,
1434.512356
],
[
0.737414,
0.689169,
0.048245,
0.186803,
0.156841,
0.145413
],
[
298.429693,
298.429693,
298.429693,
298.429693,
298.429693,
298.429693
],
[
-69918,
-81555,
-45605,
-1375733,
-1366848,
-658618
],
[
5.147485,
7.984715,
1.609692,
1.546478,
1.531323,
1.56678
],
[
64,
32,
32,
64,
32,
32
],
[
24,
13,
11,
24,
13,
11
],
[
40,
19,
21,
40,
19,
21
],
[
37.5,
40.625,
34.375,
37.5,
40.625,
34.375
],
[
8.579141,
11.669968,
3.073048,
2.577463,
2.238087,
2.991126
],
[
1041829,
1041829,
64429,
1659112,
1659112,
1057587
],
[
-30702,
-30702,
-17645,
-733205,
-733205,
-410153
],
[
82,
74,
90,
82,
74,
90
],
[
162,
113,
219,
162,
113,
219
],
[
34,
47,
23,
34,
47,
23
],
[
5293,
2384,
2909,
5293,
2384,
2909
],
[
0,
44.236395,
0,
0,
44.236395,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-129754,
565308,
-297319,
-138012,
234408,
-3294
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5638,
"evaluation_days": 1879.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1600905600000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759066824543,
"expiration_time": 1763917632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 147,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 55,
"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) |
|---|