Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917768.8304 | 835246.9975 | 82521.8329 | 36497.1929 | 117646.0978 | -81148.9049 |
Total P&L (%) | 917.7688 | 835.247 | 82.5218 | 36.4972 | 117.6461 | -81.1489 |
Avg Daily Profit (%) | 0.4894 | 0.4454 | 0.044 | 0.0166 | 0.0415 | -0.0889 |
Buy And Hold Return (%) | 186.8742 | 186.8742 | 186.8742 | 186.8742 | 186.8742 | 186.8742 |
Max Trade Drawdown | -123776 | -65504 | -132279 | -285029 | -230002 | -318341 |
Profit Factor | 2.9149 | 5.3563 | 1.287 | 1.0354 | 1.2614 | 0.8606 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 63.7681 | 68.5714 | 58.8235 | 63.7681 | 68.5714 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.6562 | 2.455 | 0.9009 | 0.5883 | 0.5782 | 0.6024 |
Largest Winning Trade | 388652 | 388652 | 59900 | 138756 | 138756 | 109302 |
Largest Losing Trade | -98392 | -55672 | -98392 | -235095 | -174880 | -235095 |
Avg Bars in Trades | 159 | 162 | 155 | 159 | 162 | 155 |
Avg Bars in Winners | 129 | 118 | 143 | 129 | 118 | 143 |
Avg Bars in Losers | 210 | 258 | 173 | 210 | 258 | 173 |
Bars Traded | 10986 | 5684 | 5302 | 10986 | 5684 | 5302 |
Profit Streak | 32.572 | 84.072 | 0 | 32.572 | 84.072 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89009 | 710844 | -300447 | -623432 | -301738 | -579651 |
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{ "first_band": { "type": "midprice", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } } }
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{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11252, "evaluation_days": 1875.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1598716800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758807819164, "expiration_time": 1763576064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "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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