Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478797.4946 | 529889.1861 | -51091.6915 | -45914.1688 | 735988.3777 | -781902.5466 |
Total P&L (%) | 478.7975 | 529.8892 | -51.0917 | -45.9142 | 735.9884 | -781.9025 |
Avg Daily Profit (%) | 0.253 | 0.28 | -0.027 | -0.0325 | 0.1123 | 0 |
Buy And Hold Return (%) | 196.4016 | 196.4016 | 196.4016 | 196.4016 | 196.4016 | 196.4016 |
Max Trade Drawdown | -182632 | -143806 | -200449 | -656999 | -216556 | -998797 |
Profit Factor | 1.259 | 1.5613 | 0.9435 | 0.9817 | 1.8288 | 0.516 |
Total Trades | 483 | 242 | 241 | 483 | 242 | 241 |
Winning Trades | 244 | 119 | 125 | 244 | 119 | 125 |
Losing Trades | 239 | 123 | 116 | 239 | 123 | 116 |
Profitability (%) | 50.5176 | 49.1736 | 51.8672 | 50.5176 | 49.1736 | 51.8672 |
Ratio Avg Win / Avg Loss | 1.2332 | 1.6138 | 0.8756 | 0.9615 | 1.8902 | 0.4788 |
Largest Winning Trade | 280915 | 280915 | 29744 | 218121 | 218121 | 84121 |
Largest Losing Trade | -81410 | -35718 | -81410 | -548529 | -74477 | -548529 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3679 | 1843 | 1836 | 3679 | 1843 | 1836 |
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 | 245033 | 316826 | -579552 | -577909 | -41011 | -579552 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3785, "evaluation_days": 1892.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1601078400000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760162467359, "expiration_time": 1765046160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.36951, "nc": 0.93298 } }, "second_band": { "type": "sma", "factors": { "length": 103, "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": [ [ 478797.4946144465, 529889.1861320686, -51091.6915176217, -45914.1688471515, 735988.3777137019, -781902.5465608537 ], [ 478.797495, 529.889186, -51.091692, -45.914169, 735.988378, -781.902547 ], [ 0.252997, 0.279994, -0.026997, -0.03247, 0.112266, 0 ], [ 196.401632, 196.401632, 196.401632, 196.401632, 196.401632, 196.401632 ], [ -182632, -143806, -200449, -656999, -216556, -998797 ], [ 1.259012, 1.561292, 0.943514, 0.98166, 1.828753, 0.515968 ], [ 483, 242, 241, 483, 242, 241 ], [ 244, 119, 125, 244, 119, 125 ], [ 239, 123, 116, 239, 123, 116 ], [ 50.517598, 49.173554, 51.86722, 50.517598, 49.173554, 51.86722 ], [ 1.233213, 1.613772, 0.875581, 0.961544, 1.890224, 0.478818 ], [ 280915, 280915, 29744, 218121, 218121, 84121 ], [ -81410, -35718, -81410, -548529, -74477, -548529 ], [ 7, 7, 7, 7, 7, 7 ], [ 7, 7, 7, 7, 7, 7 ], [ 7, 7, 7, 7, 7, 7 ], [ 3679, 1843, 1836, 3679, 1843, 1836 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 245033, 316826, -579552, -577909, -41011, -579552 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3785, "evaluation_days": 1892.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1601078400000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760162467359, "expiration_time": 1765046160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.36951, "nc": 0.93298 } }, "second_band": { "type": "sma", "factors": { "length": 103, "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) |
---|