Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1565457.738 | 1441795.8719 | 123661.8661 | 6791556.808 | 2934235.6731 | 3857321.1349 |
Total P&L (%) | 1565.4577 | 1441.7959 | 123.6619 | 6791.5568 | 2934.2357 | 3857.3211 |
Avg Daily Profit (%) | 0.8287 | 0.7633 | 0.0655 | 0.2243 | 0.1808 | 0.1949 |
Buy And Hold Return (%) | 304.7411 | 304.7411 | 304.7411 | 304.7411 | 304.7411 | 304.7411 |
Max Trade Drawdown | -59474 | -93430 | -39131 | -4869200 | -2701217 | -3365678 |
Profit Factor | 5.0355 | 7.9716 | 1.6828 | 1.4887 | 1.3961 | 1.5944 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 37.1429 | 28.5714 | 45.7143 | 37.1429 | 28.5714 | 45.7143 |
Ratio Avg Win / Avg Loss | 8.5215 | 19.9289 | 1.9983 | 2.5194 | 3.4903 | 1.8934 |
Largest Winning Trade | 1082308 | 1082308 | 58990 | 2786587 | 2152956 | 2786587 |
Largest Losing Trade | -34113 | -25992 | -34113 | -1568797 | -949804 | -1568797 |
Avg Bars in Trades | 77 | 65 | 89 | 77 | 65 | 89 |
Avg Bars in Winners | 159 | 151 | 164 | 159 | 151 | 164 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 5446 | 2300 | 3146 | 5446 | 2300 | 3146 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84007 | 206071 | -269787 | -93183 | -4427 | 335236 |
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{ "first_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 1.43832 } }, "second_band": { "type": "dcm", "factors": { "length": 12, "offset": 0 } } }
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{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5667, "evaluation_days": 1889, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1600502400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759903699516, "expiration_time": 1764777888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 1.43832 } }, "second_band": { "type": "dcm", "factors": { "length": 12, "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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