Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -413611.9407 | 161149.8743 | -574761.8149 | -61444.184 | -6773905.0301 | 6712460.8462 |
Total P&L (%) | -413.6119 | 161.1499 | -574.7618 | -61.4442 | -6773.905 | 6712.4608 |
Avg Daily Profit (%) | -0.2185 | 0.0851 | -0.3036 | -0.0503 | 0 | 0.2232 |
Buy And Hold Return (%) | 220.999 | 220.999 | 220.999 | 220.999 | 220.999 | 220.999 |
Max Trade Drawdown | -625148 | -173276 | -655434 | -8760873 | -7080247 | -3251977 |
Profit Factor | 0.6524 | 1.5215 | 0.3475 | 0.9944 | 0.0916 | 2.8656 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 45 | 22 | 23 | 39 | 18 | 21 |
Losing Trades | 28 | 14 | 14 | 34 | 18 | 16 |
Profitability (%) | 61.6438 | 61.1111 | 62.1622 | 53.4247 | 50 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.4059 | 0.9683 | 0.2115 | 0.8669 | 0.0916 | 2.1833 |
Largest Winning Trade | 110145 | 110145 | 31466 | 9082509 | 203196 | 9082509 |
Largest Losing Trade | -553666 | -58875 | -553666 | -3894815 | -3894815 | -1788938 |
Avg Bars in Trades | 49 | 61 | 37 | 49 | 61 | 37 |
Avg Bars in Winners | 35 | 36 | 34 | 30 | 30 | 30 |
Avg Bars in Losers | 72 | 101 | 43 | 71 | 92 | 47 |
Bars Traded | 3624 | 2225 | 1399 | 3624 | 2225 | 1399 |
Profit Streak | 155.4043 | 155.4043 | 315.4043 | 155.4043 | 155.4043 | 315.4043 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653856 | -242905 | -577829 | -654921 | -579815 | 574382 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 102, "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": [ [ -413611.9406538184, 161149.8742781696, -574761.8149319878, -61444.1839804513, -6773905.0301429005, 6712460.846162451 ], [ -413.611941, 161.149874, -574.761815, -61.444184, -6773.90503, 6712.460846 ], [ -0.218495, 0.085129, -0.303625, -0.050334, 0, 0.223246 ], [ 220.998954, 220.998954, 220.998954, 220.998954, 220.998954, 220.998954 ], [ -625148, -173276, -655434, -8760873, -7080247, -3251977 ], [ 0.6524, 1.521535, 0.34754, 0.994442, 0.091609, 2.865615 ], [ 73, 36, 37, 73, 36, 37 ], [ 45, 22, 23, 39, 18, 21 ], [ 28, 14, 14, 34, 18, 16 ], [ 61.643836, 61.111111, 62.162162, 53.424658, 50, 56.756757 ], [ 0.405938, 0.96825, 0.211546, 0.866949, 0.091609, 2.183326 ], [ 110145, 110145, 31466, 9082509, 203196, 9082509 ], [ -553666, -58875, -553666, -3894815, -3894815, -1788938 ], [ 49, 61, 37, 49, 61, 37 ], [ 35, 36, 34, 30, 30, 30 ], [ 72, 101, 43, 71, 92, 47 ], [ 3624, 2225, 1399, 3624, 2225, 1399 ], [ 155.404271, 155.404271, 315.404271, 155.404271, 155.404272, 315.404272 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -653856, -242905, -577829, -654921, -579815, 574382 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3786, "evaluation_days": 1893, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1601035200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760218929061, "expiration_time": 1765090656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 102, "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) |
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