Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223793.1058 | 1167215.2383 | 56577.8676 | 1663286.593 | 912966.7815 | 750319.8115 |
Total P&L (%) | 1223.7931 | 1167.2152 | 56.5779 | 1663.2866 | 912.9668 | 750.3198 |
Avg Daily Profit (%) | 0.6479 | 0.6179 | 0.03 | 0.152 | 0.1227 | 0.1134 |
Buy And Hold Return (%) | 339.6856 | 339.6856 | 339.6856 | 339.6856 | 339.6856 | 339.6856 |
Max Trade Drawdown | -60229 | -83335 | -45933 | -1686197 | -1035383 | -1241306 |
Profit Factor | 3.23 | 5.5966 | 1.1919 | 1.201 | 1.2195 | 1.1823 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 51.4286 | 42.3077 | 60.3774 | 51.4286 | 42.3077 | 60.3774 |
Ratio Avg Win / Avg Loss | 3.0505 | 7.6318 | 0.7822 | 1.1343 | 1.6629 | 0.7759 |
Largest Winning Trade | 831120 | 831120 | 62170 | 1163224 | 1163224 | 1073037 |
Largest Losing Trade | -40115 | -23844 | -40115 | -689207 | -411365 | -689207 |
Avg Bars in Trades | 52 | 41 | 62 | 52 | 41 | 62 |
Avg Bars in Winners | 75 | 70 | 78 | 75 | 70 | 78 |
Avg Bars in Losers | 27 | 20 | 38 | 27 | 20 | 38 |
Bars Traded | 5486 | 2163 | 3323 | 5486 | 2163 | 3323 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573427 | -165928 | -508487 | 221250 | -214586 | -247069 |
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5667, "evaluation_days": 1889, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1601596800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759899573490, "expiration_time": 1764777888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1223793.1058216575, 1167215.2382553937, 56577.8675662632, 1663286.593041291, 912966.7815461712, 750319.8114951202 ], [ 1223.793106, 1167.215238, 56.577868, 1663.286593, 912.966782, 750.319811 ], [ 0.647852, 0.617901, 0.029951, 0.152035, 0.122652, 0.113375 ], [ 339.685552, 339.685552, 339.685552, 339.685552, 339.685552, 339.685552 ], [ -60229, -83335, -45933, -1686197, -1035383, -1241306 ], [ 3.229975, 5.596628, 1.191878, 1.200994, 1.219467, 1.182322 ], [ 105, 52, 53, 105, 52, 53 ], [ 54, 22, 32, 54, 22, 32 ], [ 51, 30, 21, 51, 30, 21 ], [ 51.428571, 42.307692, 60.377358, 51.428571, 42.307692, 60.377358 ], [ 3.050532, 7.631765, 0.78217, 1.134272, 1.662909, 0.775899 ], [ 831120, 831120, 62170, 1163224, 1163224, 1073037 ], [ -40115, -23844, -40115, -689207, -411365, -689207 ], [ 52, 41, 62, 52, 41, 62 ], [ 75, 70, 78, 75, 70, 78 ], [ 27, 20, 38, 27, 20, 38 ], [ 5486, 2163, 3323, 5486, 2163, 3323 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 573427, -165928, -508487, 221250, -214586, -247069 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5667, "evaluation_days": 1889, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1601596800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759899573490, "expiration_time": 1764777888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|