Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -939069.6474 | 26547.0917 | -965616.7391 | 423149.8826 | -2388372.6244 | 2811522.5069 |
Total P&L (%) | -939.0696 | 26.5471 | -965.6167 | 423.1499 | -2388.3726 | 2811.5225 |
Avg Daily Profit (%) | -0.5007 | 0.0142 | -0.5149 | 0.0883 | 0 | 0.1799 |
Buy And Hold Return (%) | 285.9558 | 285.9558 | 285.9558 | 285.9558 | 285.9558 | 285.9558 |
Max Trade Drawdown | -1110067 | -132555 | -1063329 | -3090704 | -2998327 | -1498231 |
Profit Factor | 0.3538 | 1.1047 | 0.195 | 1.0629 | 0.4434 | 2.1549 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 74 | 35 | 39 | 72 | 34 | 38 |
Losing Trades | 17 | 10 | 7 | 19 | 11 | 8 |
Profitability (%) | 81.3187 | 77.7778 | 84.7826 | 79.1209 | 75.5556 | 82.6087 |
Ratio Avg Win / Avg Loss | 0.0813 | 0.3156 | 0.035 | 0.2805 | 0.1435 | 0.4537 |
Largest Winning Trade | 43215 | 43215 | 14738 | 2883476 | 219885 | 2883476 |
Largest Losing Trade | -867697 | -61207 | -867697 | -1990812 | -1990812 | -1381834 |
Avg Bars in Trades | 78 | 98 | 58 | 78 | 98 | 58 |
Avg Bars in Winners | 31 | 36 | 27 | 38 | 40 | 37 |
Avg Bars in Losers | 281 | 317 | 229 | 227 | 278 | 156 |
Bars Traded | 7123 | 4453 | 2670 | 7123 | 4453 | 2670 |
Profit Streak | 157.9594 | 157.9594 | 280.4594 | 157.9594 | 157.9594 | 280.4594 |
Trades During Streak | 19 | 9 | 11 | 19 | 9 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574506 | -441579 | -574832 | -238590 | -575869 | 537181 |
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{ "first_band": { "type": "wma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 200, "offset": 74 } } }
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{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1602590400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862890536, "expiration_time": 1763576496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 200, "offset": 74 } } }
# | 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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