Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274638.3685 | 446484.3149 | -171845.9464 | 2141417.4389 | 818469.3971 | 1322948.0419 |
Total P&L (%) | 274.6384 | 446.4843 | -171.8459 | 2141.4174 | 818.4694 | 1322.948 |
Avg Daily Profit (%) | 0.1459 | 0.2371 | -0.0913 | 0.1653 | 0.1179 | 0.1411 |
Buy And Hold Return (%) | 253.2004 | 253.2004 | 253.2004 | 253.2004 | 253.2004 | 253.2004 |
Max Trade Drawdown | -262791 | -67956 | -371102 | -1338005 | -1154556 | -793973 |
Profit Factor | 1.333 | 2.5014 | 0.6741 | 1.3314 | 1.2139 | 1.5022 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 57 | 28 | 29 | 53 | 25 | 28 |
Losing Trades | 42 | 22 | 20 | 46 | 25 | 21 |
Profitability (%) | 57.5758 | 56 | 59.1837 | 53.5354 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.9822 | 1.9654 | 0.4649 | 1.1556 | 1.2139 | 1.1267 |
Largest Winning Trade | 161137 | 161137 | 29525 | 1164737 | 742369 | 1164737 |
Largest Losing Trade | -262791 | -54851 | -262791 | -904059 | -904059 | -760443 |
Avg Bars in Trades | 74 | 81 | 66 | 74 | 81 | 66 |
Avg Bars in Winners | 66 | 69 | 63 | 61 | 71 | 52 |
Avg Bars in Losers | 84 | 97 | 70 | 88 | 92 | 84 |
Bars Traded | 7336 | 4092 | 3244 | 7336 | 4092 | 3244 |
Profit Streak | 31.8009 | 40.5509 | 0 | 31.8009 | 40.5509 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137343 | -174489 | -579491 | 334066 | -218108 | -3053 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 24, "offset": 41 } }, "second_band": { "type": "alma", "factors": { "length": 120, "offset": 0 } } }
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{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7531, "evaluation_days": 1882.75, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1599264000000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759346001213, "expiration_time": 1764221688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 24, "offset": 41 } }, "second_band": { "type": "alma", "factors": { "length": 120, "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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