| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1146860.0846 | 32916.5868 | -1179776.6714 | -2744.5658 | -3947569.3506 | 3944824.7848 |
| Total P&L (%) | -1146.8601 | 32.9166 | -1179.7767 | -2.7446 | -3947.5694 | 3944.8248 |
| Avg Daily Profit (%) | -0.6112 | 0.0175 | -0.6288 | -0.0015 | 0 | 0.1974 |
| Buy And Hold Return (%) | 281.2192 | 281.2192 | 281.2192 | 281.2192 | 281.2192 | 281.2192 |
| Max Trade Drawdown | -1198975 | -157216 | -1162754 | -9741741 | -7925195 | -4580237 |
| Profit Factor | 0.4117 | 1.0791 | 0.2306 | 0.9999 | 0.6731 | 1.4824 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 46 | 21 | 25 | 42 | 19 | 23 |
| Losing Trades | 47 | 26 | 21 | 51 | 28 | 23 |
| Profitability (%) | 49.4624 | 44.6809 | 54.3478 | 45.1613 | 40.4255 | 50 |
| Ratio Avg Win / Avg Loss | 0.4207 | 1.336 | 0.1937 | 1.2141 | 0.9919 | 1.4824 |
| Largest Winning Trade | 82394 | 82394 | 40875 | 3399158 | 3015863 | 3399158 |
| Largest Losing Trade | -861897 | -54183 | -861897 | -5321566 | -5321566 | -2570208 |
| Avg Bars in Trades | 57 | 47 | 67 | 57 | 47 | 67 |
| Avg Bars in Winners | 46 | 33 | 57 | 49 | 37 | 58 |
| Avg Bars in Losers | 68 | 59 | 79 | 64 | 54 | 75 |
| Bars Traded | 5347 | 2253 | 3094 | 5347 | 2253 | 3094 |
| Profit Streak | 15.4068 | 28.4068 | 0 | 15.4068 | 28.4068 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -580156 | -470179 | -580140 | -580162 | -583879 | 334345 |
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5629,
"evaluation_days": 1876.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758822344102,
"expiration_time": 1763650656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 155,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 183,
"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": [
[
-1146860.0846197556,
32916.5867870001,
-1179776.6714067562,
-2744.5657731185,
-3947569.350621942,
3944824.784848825
],
[
-1146.860085,
32.916587,
-1179.776671,
-2.744566,
-3947.569351,
3944.824785
],
[
-0.611225,
0.017543,
-0.628768,
-0.001483,
0,
0.197389
],
[
281.219154,
281.219154,
281.219154,
281.219154,
281.219154,
281.219154
],
[
-1198975,
-157216,
-1162754,
-9741741,
-7925195,
-4580237
],
[
0.411723,
1.07908,
0.230554,
0.999864,
0.673056,
1.482379
],
[
93,
47,
46,
93,
47,
46
],
[
46,
21,
25,
42,
19,
23
],
[
47,
26,
21,
51,
28,
23
],
[
49.462366,
44.680851,
54.347826,
45.16129,
40.425532,
50
],
[
0.420674,
1.336004,
0.193666,
1.214121,
0.991872,
1.482379
],
[
82394,
82394,
40875,
3399158,
3015863,
3399158
],
[
-861897,
-54183,
-861897,
-5321566,
-5321566,
-2570208
],
[
57,
47,
67,
57,
47,
67
],
[
46,
33,
57,
49,
37,
58
],
[
68,
59,
79,
64,
54,
75
],
[
5347,
2253,
3094,
5347,
2253,
3094
],
[
15.40676,
28.40676,
0,
15.40676,
28.40676,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-580156,
-470179,
-580140,
-580162,
-583879,
334345
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5629,
"evaluation_days": 1876.33,
"actual_first_datapoint_time": 1596700800000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758822344102,
"expiration_time": 1763650656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 155,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 183,
"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) |
|---|