Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055048.0152 | 1062058.7587 | -7010.7435 | 224893.3426 | 288290.4686 | -63397.126 |
Total P&L (%) | 1055.048 | 1062.0588 | -7.0107 | 224.8933 | 288.2905 | -63.3971 |
Avg Daily Profit (%) | 0.5609 | 0.5646 | -0.0037 | 0.0627 | 0.0721 | -0.0534 |
Buy And Hold Return (%) | 195.7475 | 195.7475 | 195.7475 | 195.7475 | 195.7475 | 195.7475 |
Max Trade Drawdown | -162636 | -175115 | -37547 | -2368499 | -2234904 | -254688 |
Profit Factor | 2.7834 | 3.3878 | 0.9522 | 1.0561 | 1.0895 | 0.9196 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 50 | 39.5833 | 60.4167 | 50 | 39.5833 | 60.4167 |
Ratio Avg Win / Avg Loss | 2.7834 | 5.1709 | 0.6239 | 1.0561 | 1.6629 | 0.6025 |
Largest Winning Trade | 851224 | 851224 | 16898 | 1918369 | 1918369 | 106138 |
Largest Losing Trade | -36179 | -36179 | -17334 | -766295 | -766295 | -254688 |
Avg Bars in Trades | 38 | 70 | 6 | 38 | 70 | 6 |
Avg Bars in Winners | 43 | 99 | 6 | 43 | 99 | 6 |
Avg Bars in Losers | 33 | 51 | 7 | 33 | 51 | 7 |
Bars Traded | 3690 | 3380 | 310 | 3690 | 3380 | 310 |
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 | 562206 | 454353 | -579061 | -387290 | -240253 | -579061 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3762, "evaluation_days": 1881, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1598918400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759172295868, "expiration_time": 1764022752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 152, "offset": 0, "std": 1.35388 } }, "second_band": { "type": "pwma", "factors": { "length": 14, "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": [ [ 1055048.015218071, 1062058.7587406554, -7010.7435225847, 224893.3425684871, 288290.4685837355, -63397.1260152488 ], [ 1055.048015, 1062.058759, -7.010744, 224.893343, 288.290469, -63.397126 ], [ 0.560897, 0.564625, -0.003727, 0.062663, 0.072146, -0.053417 ], [ 195.747488, 195.747488, 195.747488, 195.747488, 195.747488, 195.747488 ], [ -162636, -175115, -37547, -2368499, -2234904, -254688 ], [ 2.783426, 3.387834, 0.952245, 1.056083, 1.089483, 0.919576 ], [ 96, 48, 48, 96, 48, 48 ], [ 48, 19, 29, 48, 19, 29 ], [ 48, 29, 19, 48, 29, 19 ], [ 50, 39.583333, 60.416667, 50, 39.583333, 60.416667 ], [ 2.783426, 5.170904, 0.623885, 1.056083, 1.662894, 0.602481 ], [ 851224, 851224, 16898, 1918369, 1918369, 106138 ], [ -36179, -36179, -17334, -766295, -766295, -254688 ], [ 38, 70, 6, 38, 70, 6 ], [ 43, 99, 6, 43, 99, 6 ], [ 33, 51, 7, 33, 51, 7 ], [ 3690, 3380, 310, 3690, 3380, 310 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 562206, 454353, -579061, -387290, -240253, -579061 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3762, "evaluation_days": 1881, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1598918400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759172295868, "expiration_time": 1764022752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 152, "offset": 0, "std": 1.35388 } }, "second_band": { "type": "pwma", "factors": { "length": 14, "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) |
---|