Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1986738.195 | 1882791.4036 | 103946.7914 | 4691388.4628 | 2231886.6972 | 2459501.7656 |
Total P&L (%) | 1986.7382 | 1882.7914 | 103.9468 | 4691.3885 | 2231.8867 | 2459.5018 |
Avg Daily Profit (%) | 1.053 | 0.9979 | 0.0551 | 0.2053 | 0.1671 | 0.172 |
Buy And Hold Return (%) | 336.5759 | 336.5759 | 336.5759 | 336.5759 | 336.5759 | 336.5759 |
Max Trade Drawdown | -119088 | -116639 | -69514 | -7126977 | -4901236 | -3361829 |
Profit Factor | 4.524 | 6.8712 | 1.4276 | 1.2164 | 1.1771 | 1.271 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.5293 | 8.9854 | 1.6315 | 1.4867 | 1.5393 | 1.4525 |
Largest Winning Trade | 1507730 | 1507730 | 61241 | 4811031 | 4811031 | 1977009 |
Largest Losing Trade | -32047 | -32047 | -28447 | -1628135 | -1628135 | -1038746 |
Avg Bars in Trades | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Winners | 90 | 94 | 87 | 90 | 94 | 87 |
Avg Bars in Losers | 36 | 31 | 41 | 36 | 31 | 41 |
Bars Traded | 7303 | 3536 | 3767 | 7303 | 3536 | 3767 |
Profit Streak | 0 | 31.5313 | 0 | 0 | 31.5313 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 665063 | -150303 | -453628 | 217086 | -188283 | -162771 |
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{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "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": [ [ 1986738.195009782, 1882791.403570739, 103946.7914390423, 4691388.462782221, 2231886.6972209113, 2459501.7655613087 ], [ 1986.738195, 1882.791404, 103.946791, 4691.388463, 2231.886697, 2459.501766 ], [ 1.052995, 0.997902, 0.055093, 0.205294, 0.167054, 0.171999 ], [ 336.575875, 336.575875, 336.575875, 336.575875, 336.575875, 336.575875 ], [ -119088, -116639, -69514, -7126977, -4901236, -3361829 ], [ 4.523959, 6.871175, 1.427595, 1.21643, 1.177141, 1.270968 ], [ 120, 60, 60, 120, 60, 60 ], [ 54, 26, 28, 54, 26, 28 ], [ 66, 34, 32, 66, 34, 32 ], [ 45, 43.333333, 46.666667, 45, 43.333333, 46.666667 ], [ 5.529284, 8.985383, 1.631537, 1.486748, 1.539339, 1.452535 ], [ 1507730, 1507730, 61241, 4811031, 4811031, 1977009 ], [ -32047, -32047, -28447, -1628135, -1628135, -1038746 ], [ 60, 58, 62, 60, 58, 62 ], [ 90, 94, 87, 90, 94, 87 ], [ 36, 31, 41, 36, 31, 41 ], [ 7303, 3536, 3767, 7303, 3536, 3767 ], [ 0, 31.531305, 0, 0, 31.531305, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 665063, -150303, -453628, 217086, -188283, -162771 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7547, "evaluation_days": 1886.75, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1599717600000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759689904767, "expiration_time": 1764577656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 53, "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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