Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -952717.1763 | 956.617 | -953673.7933 | 119538.9264 | -10413477.695 | 10533016.6213 |
Total P&L (%) | -952.7172 | 0.9566 | -953.6738 | 119.5389 | -10413.4777 | 10533.0166 |
Avg Daily Profit (%) | -0.5038 | 0.0005 | -0.5043 | 0.0416 | 0 | 0.2471 |
Buy And Hold Return (%) | 333.9804 | 333.9804 | 333.9804 | 333.9804 | 333.9804 | 333.9804 |
Max Trade Drawdown | -1123321 | -182944 | -1037025 | -9596552 | -10566139 | -3981522 |
Profit Factor | 0.3165 | 1.0043 | 0.1863 | 1.0062 | 0.1669 | 2.533 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 66 | 33 | 33 | 54 | 26 | 28 |
Losing Trades | 16 | 8 | 8 | 28 | 15 | 13 |
Profitability (%) | 80.4878 | 80.4878 | 80.4878 | 65.8537 | 63.4146 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.0767 | 0.2435 | 0.0452 | 0.5217 | 0.0963 | 1.1761 |
Largest Winning Trade | 37940 | 20553 | 37940 | 13847188 | 1349609 | 13847188 |
Largest Losing Trade | -802767 | -66962 | -802767 | -6505527 | -6505527 | -2255733 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 13 | 12 | 14 | 12 | 6 | 19 |
Avg Bars in Losers | 168 | 174 | 163 | 102 | 109 | 95 |
Bars Traded | 3578 | 1796 | 1782 | 3578 | 1796 | 1782 |
Profit Streak | 14.3151 | 155.3151 | 14.3151 | 14.3151 | 155.3151 | 14.3151 |
Trades During Streak | 3 | 8 | 1 | 3 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -583847 | -569887 | -576212 | -523483 | -577501 | 545692 |
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3782, "evaluation_days": 1891, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760038420763, "expiration_time": 1764912672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 153, "offset": 0, "a": 0.71207 } } }
{ "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": [ [ -952717.1763042611, 956.617034654, -953673.7933389149, 119538.9263544351, -10413477.69495596, 10533016.621310392 ], [ -952.717176, 0.956617, -953.673793, 119.538926, -10413.477695, 10533.016621 ], [ -0.503817, 0.000506, -0.504322, 0.041593, 0, 0.247082 ], [ 333.980449, 333.980449, 333.980449, 333.980449, 333.980449, 333.980449 ], [ -1123321, -182944, -1037025, -9596552, -10566139, -3981522 ], [ 0.316545, 1.004311, 0.186348, 1.006171, 0.166864, 2.533043 ], [ 82, 41, 41, 82, 41, 41 ], [ 66, 33, 33, 54, 26, 28 ], [ 16, 8, 8, 28, 15, 13 ], [ 80.487805, 80.487805, 80.487805, 65.853659, 63.414634, 68.292683 ], [ 0.076738, 0.243469, 0.045175, 0.521719, 0.096268, 1.176055 ], [ 37940, 20553, 37940, 13847188, 1349609, 13847188 ], [ -802767, -66962, -802767, -6505527, -6505527, -2255733 ], [ 43, 43, 43, 43, 43, 43 ], [ 13, 12, 14, 12, 6, 19 ], [ 168, 174, 163, 102, 109, 95 ], [ 3578, 1796, 1782, 3578, 1796, 1782 ], [ 14.315055, 155.315055, 14.315055, 14.315055, 155.315055, 14.315055 ], [ 3, 8, 1, 3, 8, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -583847, -569887, -576212, -523483, -577501, 545692 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3782, "evaluation_days": 1891, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760038420763, "expiration_time": 1764912672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 153, "offset": 0, "a": 0.71207 } } }
# | 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) |
---|