| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1233521.4494 | -87279.1924 | -1146242.2571 | -24885.1347 | -2710089.7013 | 2685204.5666 |
| Total P&L (%) | -1233.5214 | -87.2792 | -1146.2423 | -24.8851 | -2710.0897 | 2685.2046 |
| Avg Daily Profit (%) | -0.6542 | -0.0463 | -0.6079 | -0.0152 | 0 | 0.1766 |
| Buy And Hold Return (%) | 330.8188 | 330.8188 | 330.8188 | 330.8188 | 330.8188 | 330.8188 |
| Max Trade Drawdown | -1379619 | -195989 | -1205336 | -2940541 | -3046679 | -1684843 |
| Profit Factor | 0.2218 | 0.6899 | 0.1207 | 0.9957 | 0.2321 | 2.1917 |
| Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Winning Trades | 74 | 38 | 36 | 74 | 37 | 37 |
| Losing Trades | 23 | 11 | 12 | 23 | 12 | 11 |
| Profitability (%) | 76.2887 | 77.551 | 75 | 76.2887 | 75.5102 | 77.0833 |
| Ratio Avg Win / Avg Loss | 0.0689 | 0.1997 | 0.0402 | 0.3095 | 0.0753 | 0.6516 |
| Largest Winning Trade | 30172 | 30172 | 11834 | 3992646 | 255958 | 3992646 |
| Largest Losing Trade | -881253 | -63690 | -881253 | -1771544 | -1771544 | -1636217 |
| Avg Bars in Trades | 56 | 65 | 46 | 56 | 65 | 46 |
| Avg Bars in Winners | 21 | 22 | 21 | 27 | 25 | 29 |
| Avg Bars in Losers | 168 | 216 | 124 | 149 | 191 | 104 |
| Bars Traded | 5475 | 3224 | 2251 | 5475 | 3224 | 2251 |
| Profit Streak | 10.4931 | 10.4931 | 10.8264 | 10.4931 | 10.4931 | 10.8264 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575735 | -576458 | -576803 | -575735 | -576722 | 485081 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5657,
"evaluation_days": 1885.67,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1601568000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759607400158,
"expiration_time": 1764481248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 170,
"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": [
[
-1233521.4494113557,
-87279.1923527796,
-1146242.2570585757,
-24885.1346704923,
-2710089.701256432,
2685204.56658594
],
[
-1233.521449,
-87.279192,
-1146.242257,
-24.885135,
-2710.089701,
2685.204567
],
[
-0.654156,
-0.046286,
-0.60787,
-0.015174,
0,
0.176587
],
[
330.818827,
330.818827,
330.818827,
330.818827,
330.818827,
330.818827
],
[
-1379619,
-195989,
-1205336,
-2940541,
-3046679,
-1684843
],
[
0.221783,
0.68987,
0.120732,
0.995697,
0.23212,
2.191704
],
[
97,
49,
48,
97,
49,
48
],
[
74,
38,
36,
74,
37,
37
],
[
23,
11,
12,
23,
12,
11
],
[
76.28866,
77.55102,
75,
76.28866,
75.510204,
77.083333
],
[
0.068932,
0.199699,
0.040244,
0.309473,
0.075282,
0.651588
],
[
30172,
30172,
11834,
3992646,
255958,
3992646
],
[
-881253,
-63690,
-881253,
-1771544,
-1771544,
-1636217
],
[
56,
65,
46,
56,
65,
46
],
[
21,
22,
21,
27,
25,
29
],
[
168,
216,
124,
149,
191,
104
],
[
5475,
3224,
2251,
5475,
3224,
2251
],
[
10.493057,
10.493057,
10.826391,
10.493057,
10.493057,
10.826391
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575735,
-576458,
-576803,
-575735,
-576722,
485081
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5657,
"evaluation_days": 1885.67,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1601568000000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759607400158,
"expiration_time": 1764481248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 170,
"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) |
|---|