Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -824562.5088 | 23389.7323 | -847952.2411 | 357285.9741 | -3460548.0674 | 3817834.0415 |
Total P&L (%) | -824.5625 | 23.3897 | -847.9522 | 357.286 | -3460.5481 | 3817.834 |
Avg Daily Profit (%) | -0.436 | 0.0124 | -0.4484 | 0.0804 | 0 | 0.1942 |
Buy And Hold Return (%) | 408.3906 | 408.3906 | 408.3906 | 408.3906 | 408.3906 | 408.3906 |
Max Trade Drawdown | -957522 | -128582 | -916818 | -2809371 | -3653870 | -1586800 |
Profit Factor | 0.3501 | 1.1004 | 0.1813 | 1.0536 | 0.2082 | 2.6628 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 49 | 23 | 26 | 45 | 20 | 25 |
Losing Trades | 14 | 8 | 6 | 18 | 11 | 7 |
Profitability (%) | 77.7778 | 74.1935 | 81.25 | 71.4286 | 64.5161 | 78.125 |
Ratio Avg Win / Avg Loss | 0.1 | 0.3827 | 0.0418 | 0.4214 | 0.1145 | 0.7456 |
Largest Winning Trade | 41546 | 41546 | 23930 | 5236267 | 172241 | 5236267 |
Largest Losing Trade | -736363 | -60875 | -736363 | -1292497 | -1292497 | -1255057 |
Avg Bars in Trades | 85 | 109 | 62 | 85 | 109 | 62 |
Avg Bars in Winners | 37 | 38 | 36 | 33 | 27 | 38 |
Avg Bars in Losers | 253 | 313 | 174 | 215 | 259 | 147 |
Bars Traded | 5394 | 3401 | 1993 | 5394 | 3401 | 1993 |
Profit Streak | 43.1038 | 43.1038 | 294.7705 | 43.1038 | 43.1038 | 294.7705 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726635 | -449787 | -575345 | -561277 | -577948 | 552863 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcm", "factors": { "length": 193, "offset": 74 } } }
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{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5673, "evaluation_days": 1891, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1604361600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760092167837, "expiration_time": 1764955872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcm", "factors": { "length": 193, "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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