Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2139435.5992 | 2052522.4062 | 86913.1931 | 1706177.5387 | -3348767.2537 | 5054944.7925 |
Total P&L (%) | 2139.4356 | 2052.5224 | 86.9132 | 1706.1775 | -3348.7673 | 5054.9448 |
Avg Daily Profit (%) | 1.1347 | 1.0886 | 0.0461 | 0.1536 | 0 | 0.2093 |
Buy And Hold Return (%) | 320.0781 | 320.0781 | 320.0781 | 320.0781 | 320.0781 | 320.0781 |
Max Trade Drawdown | -158015 | -90975 | -70954 | -18270304 | -12444585 | -5873348 |
Profit Factor | 5.2649 | 6.7465 | 1.6017 | 1.0405 | 0.8971 | 1.5254 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 50 | 42.8571 | 57.1429 | 50 | 42.8571 | 57.1429 |
Ratio Avg Win / Avg Loss | 5.2649 | 8.9953 | 1.2013 | 1.0405 | 1.1961 | 1.1441 |
Largest Winning Trade | 1749574 | 1749574 | 41973 | 6939033 | 6939033 | 3146714 |
Largest Losing Trade | -57787 | -33360 | -57787 | -3942193 | -3942193 | -3111740 |
Avg Bars in Trades | 47 | 69 | 25 | 47 | 69 | 25 |
Avg Bars in Winners | 54 | 89 | 28 | 54 | 89 | 28 |
Avg Bars in Losers | 41 | 55 | 22 | 41 | 55 | 22 |
Bars Traded | 3344 | 2449 | 895 | 3344 | 2449 | 895 |
Profit Streak | 113.021 | 0 | 147.521 | 113.021 | 0 | 147.521 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76979 | 675564 | -293045 | -267691 | -581898 | 422471 |
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{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 4.76559 } }, "second_band": { "type": "midprice", "factors": { "length": 133, "offset": 0 } } }
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{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3771, "evaluation_days": 1885.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759581015216, "expiration_time": 1764423216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 4.76559 } }, "second_band": { "type": "midprice", "factors": { "length": 133, "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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