Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1629735.8953 | -141340.2048 | -1488395.6905 | -23674.1099 | -1558997.1453 | 1535323.0354 |
Total P&L (%) | -1629.7359 | -141.3402 | -1488.3957 | -23.6741 | -1558.9971 | 1535.323 |
Avg Daily Profit (%) | -0.8687 | -0.0753 | -0.7934 | -0.0144 | 0 | 0.1491 |
Buy And Hold Return (%) | 236.3173 | 236.3173 | 236.3173 | 236.3173 | 236.3173 | 236.3173 |
Max Trade Drawdown | -1720151 | -207289 | -1548552 | -2881322 | -2459901 | -1507560 |
Profit Factor | 0.1834 | 0.5346 | 0.1203 | 0.9955 | 0.4373 | 1.6269 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 15 | 20 | 37 | 16 | 21 |
Losing Trades | 26 | 16 | 10 | 24 | 15 | 9 |
Profitability (%) | 57.377 | 48.3871 | 66.6667 | 60.6557 | 51.6129 | 70 |
Ratio Avg Win / Avg Loss | 0.1362 | 0.5702 | 0.0602 | 0.6457 | 0.4099 | 0.6972 |
Largest Winning Trade | 30351 | 23844 | 30351 | 2313659 | 462185 | 2313659 |
Largest Losing Trade | -1130147 | -61173 | -1130147 | -1791869 | -1791869 | -1440009 |
Avg Bars in Trades | 59 | 68 | 51 | 59 | 68 | 51 |
Avg Bars in Winners | 29 | 29 | 28 | 36 | 37 | 36 |
Avg Bars in Losers | 101 | 104 | 96 | 94 | 100 | 85 |
Bars Traded | 3647 | 2112 | 1535 | 3647 | 2112 | 1535 |
Profit Streak | 119.6364 | 161.1364 | 119.6364 | 119.6364 | 161.1364 | 119.6364 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744399 | -580092 | -577706 | -743974 | -579255 | 354172 |
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{ "first_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 43, "offset": 0, "a": 0.32952 } } }
{ "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": [ [ -1629735.8953198453, -141340.2047898023, -1488395.690530043, -23674.1098962877, -1558997.1452545645, 1535323.0353582767 ], [ -1629.735895, -141.340205, -1488.395691, -23.67411, -1558.997145, 1535.323035 ], [ -0.868729, -0.075341, -0.793388, -0.0144, 0, 0.149068 ], [ 236.31728, 236.31728, 236.31728, 236.31728, 236.31728, 236.31728 ], [ -1720151, -207289, -1548552, -2881322, -2459901, -1507560 ], [ 0.183369, 0.534602, 0.120325, 0.995464, 0.437271, 1.626882 ], [ 61, 31, 30, 61, 31, 30 ], [ 35, 15, 20, 37, 16, 21 ], [ 26, 16, 10, 24, 15, 9 ], [ 57.377049, 48.387097, 66.666667, 60.655738, 51.612903, 70 ], [ 0.136217, 0.570243, 0.060162, 0.645707, 0.409941, 0.697235 ], [ 30351, 23844, 30351, 2313659, 462185, 2313659 ], [ -1130147, -61173, -1130147, -1791869, -1791869, -1440009 ], [ 59, 68, 51, 59, 68, 51 ], [ 29, 29, 28, 36, 37, 36 ], [ 101, 104, 96, 94, 100, 85 ], [ 3647, 2112, 1535, 3647, 2112, 1535 ], [ 119.636438, 161.136438, 119.636438, 119.636438, 161.136438, 119.636438 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -744399, -580092, -577706, -743974, -579255, 354172 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1598486400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758856588222, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 43, "offset": 0, "a": 0.32952 } } }
# | 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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