Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -46462.0125 | 325641.2632 | -372103.2758 | -120014.4768 | 2898356.7153 | -3018371.1922 |
Total P&L (%) | -46.462 | 325.6413 | -372.1033 | -120.0145 | 2898.3567 | -3018.3712 |
Avg Daily Profit (%) | -0.0246 | 0.1724 | -0.197 | 0 | 0.1802 | 0 |
Buy And Hold Return (%) | 344.1854 | 344.1854 | 344.1854 | 344.1854 | 344.1854 | 344.1854 |
Max Trade Drawdown | -620047 | -220959 | -426414 | -4386603 | -465952 | -4245085 |
Profit Factor | 0.9498 | 2.0416 | 0.3927 | 0.9793 | 3.7803 | 0.3636 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 20 | 25 | 49 | 27 | 22 |
Losing Trades | 49 | 27 | 22 | 45 | 20 | 25 |
Profitability (%) | 47.8723 | 42.5532 | 53.1915 | 52.1277 | 57.4468 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.0342 | 2.7562 | 0.3456 | 0.8993 | 2.8002 | 0.4132 |
Largest Winning Trade | 399377 | 399377 | 28856 | 922165 | 922165 | 528419 |
Largest Losing Trade | -307693 | -52523 | -307693 | -3531183 | -316191 | -3531183 |
Avg Bars in Trades | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Winners | 44 | 46 | 43 | 40 | 42 | 37 |
Avg Bars in Losers | 31 | 25 | 39 | 35 | 24 | 44 |
Bars Traded | 3581 | 1638 | 1943 | 3581 | 1638 | 1943 |
Profit Streak | 0 | 200.601 | 0 | 25.101 | 0 | 105.101 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579688 | -155939 | -580283 | -579708 | 569367 | -580980 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3777, "evaluation_days": 1888.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1604793600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759803929755, "expiration_time": 1764690192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 23, "offset": 130 } }, "second_band": { "type": "t3", "factors": { "length": 189, "offset": 0, "a": 0.76445 } } }
{ "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": [ [ -46462.0125281928, 325641.2632237609, -372103.2757519532, -120014.4768371977, 2898356.715313742, -3018371.192150941 ], [ -46.462013, 325.641263, -372.103276, -120.014477, 2898.356715, -3018.371192 ], [ -0.024603, 0.172434, -0.197036, 0, 0.180234, 0 ], [ 344.185444, 344.185444, 344.185444, 344.185444, 344.185444, 344.185444 ], [ -620047, -220959, -426414, -4386603, -465952, -4245085 ], [ 0.949788, 2.041618, 0.392677, 0.979257, 3.780273, 0.363645 ], [ 94, 47, 47, 94, 47, 47 ], [ 45, 20, 25, 49, 27, 22 ], [ 49, 27, 22, 45, 20, 25 ], [ 47.87234, 42.553191, 53.191489, 52.12766, 57.446809, 46.808511 ], [ 1.034214, 2.756185, 0.345556, 0.899317, 2.800202, 0.413233 ], [ 399377, 399377, 28856, 922165, 922165, 528419 ], [ -307693, -52523, -307693, -3531183, -316191, -3531183 ], [ 38, 34, 41, 38, 34, 41 ], [ 44, 46, 43, 40, 42, 37 ], [ 31, 25, 39, 35, 24, 44 ], [ 3581, 1638, 1943, 3581, 1638, 1943 ], [ 0, 200.601039, 0, 25.101039, 0, 105.101039 ], [ 0, 4, 0, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579688, -155939, -580283, -579708, 569367, -580980 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3777, "evaluation_days": 1888.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1604793600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759803929755, "expiration_time": 1764690192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 23, "offset": 130 } }, "second_band": { "type": "t3", "factors": { "length": 189, "offset": 0, "a": 0.76445 } } }
# | 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) |
---|