Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170134.6704 | 1170311.6779 | -177.0075 | 346165.2202 | 429754.8383 | -83589.618 |
Total P&L (%) | 1170.1347 | 1170.3117 | -0.177 | 346.1652 | 429.7548 | -83.5896 |
Avg Daily Profit (%) | 0.6187 | 0.6188 | -0.0001 | 0.0791 | 0.0882 | -0.0955 |
Buy And Hold Return (%) | 318.0339 | 318.0339 | 318.0339 | 318.0339 | 318.0339 | 318.0339 |
Max Trade Drawdown | -190736 | -148283 | -94124 | -4293005 | -3228234 | -2553933 |
Profit Factor | 2.7987 | 4.157 | 0.9994 | 1.0261 | 1.0553 | 0.9848 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 48.1203 | 43.9394 | 52.2388 | 48.1203 | 43.9394 | 52.2388 |
Ratio Avg Win / Avg Loss | 3.0173 | 5.3037 | 0.9137 | 1.1062 | 1.3464 | 0.9004 |
Largest Winning Trade | 1080456 | 1080456 | 52406 | 2175877 | 2175877 | 1523831 |
Largest Losing Trade | -30845 | -30845 | -28412 | -1437488 | -1437488 | -915659 |
Avg Bars in Trades | 38 | 54 | 22 | 38 | 54 | 22 |
Avg Bars in Winners | 50 | 75 | 30 | 50 | 75 | 30 |
Avg Bars in Losers | 27 | 38 | 15 | 27 | 38 | 15 |
Bars Traded | 5124 | 3587 | 1537 | 5124 | 3587 | 1537 |
Profit Streak | 105.348 | 110.6813 | 105.348 | 105.348 | 110.6813 | 105.348 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556732 | -109570 | -695932 | -416414 | -417269 | -695932 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5674, "evaluation_days": 1891.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760113266649, "expiration_time": 1764985536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1170134.6703899663, 1170311.6778917215, -177.0075017553, 346165.2202472608, 429754.8382619276, -83589.6180146659 ], [ 1170.13467, 1170.311678, -0.177008, 346.16522, 429.754838, -83.589618 ], [ 0.618684, 0.618777, -9.4e-5, 0.079104, 0.088191, -0.095509 ], [ 318.03388, 318.03388, 318.03388, 318.03388, 318.03388, 318.03388 ], [ -190736, -148283, -94124, -4293005, -3228234, -2553933 ], [ 2.798657, 4.156955, 0.999367, 1.026083, 1.055293, 0.9848 ], [ 133, 66, 67, 133, 66, 67 ], [ 64, 29, 35, 64, 29, 35 ], [ 69, 37, 32, 69, 37, 32 ], [ 48.120301, 43.939394, 52.238806, 48.120301, 43.939394, 52.238806 ], [ 3.017303, 5.303701, 0.913707, 1.106246, 1.346409, 0.900389 ], [ 1080456, 1080456, 52406, 2175877, 2175877, 1523831 ], [ -30845, -30845, -28412, -1437488, -1437488, -915659 ], [ 38, 54, 22, 38, 54, 22 ], [ 50, 75, 30, 50, 75, 30 ], [ 27, 38, 15, 27, 38, 15 ], [ 5124, 3587, 1537, 5124, 3587, 1537 ], [ 105.347993, 110.681327, 105.347994, 105.347994, 110.681327, 105.347994 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 556732, -109570, -695932, -416414, -417269, -695932 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5674, "evaluation_days": 1891.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760113266649, "expiration_time": 1764985536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
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