| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -612441.0554 | 65232.7272 | -677673.7827 | 179802.4524 | -3603639.5688 | 3783442.0212 |
| Total P&L (%) | -612.4411 | 65.2327 | -677.6738 | 179.8025 | -3603.6396 | 3783.442 |
| Avg Daily Profit (%) | -0.3252 | 0.0346 | -0.3599 | 0.0547 | 0 | 0.1945 |
| Buy And Hold Return (%) | 239.0746 | 239.0746 | 239.0746 | 239.0746 | 239.0746 | 239.0746 |
| Max Trade Drawdown | -770473 | -141019 | -739096 | -4723257 | -4410816 | -1587832 |
| Profit Factor | 0.457 | 1.2763 | 0.2401 | 1.0186 | 0.4232 | 2.1057 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 54 | 26 | 28 | 46 | 22 | 24 |
| Losing Trades | 34 | 18 | 16 | 42 | 22 | 20 |
| Profitability (%) | 61.3636 | 59.0909 | 63.6364 | 52.2727 | 50 | 54.5455 |
| Ratio Avg Win / Avg Loss | 0.2877 | 0.8836 | 0.1372 | 0.93 | 0.4232 | 1.7548 |
| Largest Winning Trade | 40012 | 40012 | 27001 | 5130034 | 1021678 | 5130034 |
| Largest Losing Trade | -501526 | -79648 | -501526 | -3863272 | -3863272 | -954435 |
| Avg Bars in Trades | 39 | 52 | 26 | 39 | 52 | 26 |
| Avg Bars in Winners | 20 | 22 | 18 | 17 | 15 | 19 |
| Avg Bars in Losers | 69 | 95 | 40 | 63 | 88 | 34 |
| Bars Traded | 3471 | 2303 | 1168 | 3471 | 2303 | 1168 |
| Profit Streak | 47.6821 | 48.1821 | 47.6821 | 47.6821 | 48.1821 | 47.6821 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577803 | -312322 | -578113 | -485930 | -580158 | 485314 |
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3766,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1606780800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759335732742,
"expiration_time": 1764200736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 199,
"offset": 0,
"multiplier": 1.13466
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 235,
"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": [
[
-612441.0554268793,
65232.7272324322,
-677673.782659312,
179802.452446557,
-3603639.5687769307,
3783442.0212234864
],
[
-612.441055,
65.232727,
-677.673783,
179.802452,
-3603.639569,
3783.442021
],
[
-0.325248,
0.034643,
-0.35989,
0.054657,
0,
0.194523
],
[
239.074637,
239.074637,
239.074637,
239.074637,
239.074637,
239.074637
],
[
-770473,
-141019,
-739096,
-4723257,
-4410816,
-1587832
],
[
0.457005,
1.276338,
0.240134,
1.018594,
0.423236,
2.105724
],
[
88,
44,
44,
88,
44,
44
],
[
54,
26,
28,
46,
22,
24
],
[
34,
18,
16,
42,
22,
20
],
[
61.363636,
59.090909,
63.636364,
52.272727,
50,
54.545455
],
[
0.287744,
0.883618,
0.13722,
0.930021,
0.423236,
1.75477
],
[
40012,
40012,
27001,
5130034,
1021678,
5130034
],
[
-501526,
-79648,
-501526,
-3863272,
-3863272,
-954435
],
[
39,
52,
26,
39,
52,
26
],
[
20,
22,
18,
17,
15,
19
],
[
69,
95,
40,
63,
88,
34
],
[
3471,
2303,
1168,
3471,
2303,
1168
],
[
47.682092,
48.182092,
47.682092,
47.682092,
48.182092,
47.682092
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577803,
-312322,
-578113,
-485930,
-580158,
485314
]
]
}
{
"trading_pair": "MANA_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3766,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1596672000000,
"first_datapoint_time": 1606780800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759335732742,
"expiration_time": 1764200736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 199,
"offset": 0,
"multiplier": 1.13466
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 235,
"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) |
|---|