Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1425825.4105 | 1383729.1637 | 42096.2469 | 878340.4232 | 421469.5427 | 456870.8804 |
Total P&L (%) | 1425.8254 | 1383.7292 | 42.0962 | 878.3404 | 421.4695 | 456.8709 |
Avg Daily Profit (%) | 0.7539 | 0.7316 | 0.0223 | 0.1207 | 0.0874 | 0.0908 |
Buy And Hold Return (%) | 305.7483 | 305.7483 | 305.7483 | 305.7483 | 305.7483 | 305.7483 |
Max Trade Drawdown | -125292 | -73285 | -127556 | -377745 | -312510 | -269319 |
Profit Factor | 3.3359 | 5.7502 | 1.1319 | 1.4124 | 1.4076 | 1.417 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 52.2124 | 50 | 54.386 | 52.2124 | 50 | 54.386 |
Ratio Avg Win / Avg Loss | 3.0532 | 5.7502 | 0.9494 | 1.2927 | 1.4076 | 1.1884 |
Largest Winning Trade | 1070334 | 1070334 | 57917 | 337339 | 292039 | 337339 |
Largest Losing Trade | -54055 | -40629 | -54055 | -211790 | -126341 | -211790 |
Avg Bars in Trades | 48 | 42 | 53 | 48 | 42 | 53 |
Avg Bars in Winners | 61 | 50 | 70 | 61 | 50 | 70 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 5440 | 2399 | 3041 | 5440 | 2399 | 3041 |
Profit Streak | 0 | 16.348 | 0 | 0 | 16.348 | 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 | 651759 | -160308 | -585473 | -33377 | -303095 | -262388 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5674, "evaluation_days": 1891.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1602604800000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760113269571, "expiration_time": 1764985536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 206, "offset": 0 } }, "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": [ [ 1425825.4105195007, 1383729.163652332, 42096.2468671688, 878340.4231660969, 421469.5427296216, 456870.8804364752 ], [ 1425.825411, 1383.729164, 42.096247, 878.340423, 421.469543, 456.87088 ], [ 0.753874, 0.731617, 0.022257, 0.120659, 0.087357, 0.090833 ], [ 305.748317, 305.748317, 305.748317, 305.748317, 305.748317, 305.748317 ], [ -125292, -73285, -127556, -377745, -312510, -269319 ], [ 3.33589, 5.750159, 1.131923, 1.412441, 1.407642, 1.416969 ], [ 113, 56, 57, 113, 56, 57 ], [ 59, 28, 31, 59, 28, 31 ], [ 54, 28, 26, 54, 28, 26 ], [ 52.212389, 50, 54.385965, 52.212389, 50, 54.385965 ], [ 3.053187, 5.750159, 0.949355, 1.292743, 1.407642, 1.188426 ], [ 1070334, 1070334, 57917, 337339, 292039, 337339 ], [ -54055, -40629, -54055, -211790, -126341, -211790 ], [ 48, 42, 53, 48, 42, 53 ], [ 61, 50, 70, 61, 50, 70 ], [ 33, 34, 32, 33, 34, 32 ], [ 5440, 2399, 3041, 5440, 2399, 3041 ], [ 0, 16.348027, 0, 0, 16.348027, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 651759, -160308, -585473, -33377, -303095, -262388 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5674, "evaluation_days": 1891.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1602604800000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760113269571, "expiration_time": 1764985536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 206, "offset": 0 } }, "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) |
---|