Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 18730.913 | 288362.2881 | -269631.3751 | -108830.7454 | 3302344.4323 | -3411175.1778 |
Total P&L (%) | 18.7309 | 288.3623 | -269.6314 | -108.8307 | 3302.3444 | -3411.1752 |
Avg Daily Profit (%) | 0.0099 | 0.1531 | -0.1432 | 0 | 0.1875 | 0 |
Buy And Hold Return (%) | 392.801 | 392.801 | 392.801 | 392.801 | 392.801 | 392.801 |
Max Trade Drawdown | -452861 | -198714 | -333979 | -4156264 | -969072 | -4549046 |
Profit Factor | 1.0051 | 1.1767 | 0.8657 | 0.995 | 1.4107 | 0.7487 |
Total Trades | 1788 | 894 | 894 | 1788 | 894 | 894 |
Winning Trades | 830 | 421 | 409 | 961 | 498 | 463 |
Losing Trades | 958 | 473 | 485 | 827 | 396 | 431 |
Profitability (%) | 46.4206 | 47.0917 | 45.7494 | 53.7472 | 55.7047 | 51.7897 |
Ratio Avg Win / Avg Loss | 1.1602 | 1.3221 | 1.0266 | 0.8562 | 1.1218 | 0.6969 |
Largest Winning Trade | 70388 | 70388 | 31200 | 766966 | 766966 | 348566 |
Largest Losing Trade | -157586 | -27076 | -157586 | -3586704 | -397573 | -3586704 |
Avg Bars in Trades | 2 | 1 | 2 | 2 | 1 | 2 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 1 | 2 |
Avg Bars in Losers | 1 | 1 | 2 | 2 | 1 | 2 |
Bars Traded | 3759 | 1699 | 2060 | 3759 | 1699 | 2060 |
Profit Streak | 0 | 0 | 0 | 4.1821 | 5.1821 | 4.1821 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -554163 | -180996 | -575956 | -572026 | 555143 | -575788 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1596672000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759335729997, "expiration_time": 1764200736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 18730.9129949706, 288362.288128559, -269631.3751335878, -108830.7454302776, 3302344.4323373204, -3411175.177767597 ], [ 18.730913, 288.362288, -269.631375, -108.830745, 3302.344432, -3411.175178 ], [ 0.009947, 0.15314, -0.143192, 0, 0.187486, 0 ], [ 392.801047, 392.801047, 392.801047, 392.801047, 392.801047, 392.801047 ], [ -452861, -198714, -333979, -4156264, -969072, -4549046 ], [ 1.005146, 1.176737, 0.86572, 0.994965, 1.410713, 0.748666 ], [ 1788, 894, 894, 1788, 894, 894 ], [ 830, 421, 409, 961, 498, 463 ], [ 958, 473, 485, 827, 396, 431 ], [ 46.420582, 47.091723, 45.749441, 53.747204, 55.704698, 51.789709 ], [ 1.160157, 1.322083, 1.026587, 0.856229, 1.121772, 0.696922 ], [ 70388, 70388, 31200, 766966, 766966, 348566 ], [ -157586, -27076, -157586, -3586704, -397573, -3586704 ], [ 2, 1, 2, 2, 1, 2 ], [ 2, 2, 2, 2, 1, 2 ], [ 1, 1, 2, 2, 1, 2 ], [ 3759, 1699, 2060, 3759, 1699, 2060 ], [ 0, 0, 0, 4.18206, 5.18206, 4.18206 ], [ 0, 0, 0, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -554163, -180996, -575956, -572026, 555143, -575788 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1596672000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759335729997, "expiration_time": 1764200736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
---|