Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161756.0504 | 1098935.1927 | 62820.8577 | 1363765.33 | 346980.5901 | 1016784.7399 |
Total P&L (%) | 1161.7561 | 1098.9352 | 62.8209 | 1363.7653 | 346.9806 | 1016.7847 |
Avg Daily Profit (%) | 0.6187 | 0.5853 | 0.0335 | 0.143 | 0.0798 | 0.1286 |
Buy And Hold Return (%) | 286.3176 | 286.3176 | 286.3176 | 286.3176 | 286.3176 | 286.3176 |
Max Trade Drawdown | -131149 | -99161 | -71344 | -7410318 | -5382606 | -3090476 |
Profit Factor | 2.5512 | 3.2898 | 1.2335 | 1.0491 | 1.0185 | 1.1124 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 52.6316 | 52.6316 | 52.6316 | 52.6316 | 52.6316 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.2961 | 2.9608 | 1.1102 | 0.9442 | 0.9167 | 1.0011 |
Largest Winning Trade | 785752 | 785752 | 35180 | 2387416 | 2387416 | 1599037 |
Largest Losing Trade | -45970 | -45970 | -33863 | -3736182 | -3736182 | -1074373 |
Avg Bars in Trades | 34 | 46 | 22 | 34 | 46 | 22 |
Avg Bars in Winners | 39 | 51 | 27 | 39 | 51 | 27 |
Avg Bars in Losers | 28 | 40 | 17 | 28 | 40 | 17 |
Bars Traded | 5239 | 3497 | 1742 | 5239 | 3497 | 1742 |
Profit Streak | 0 | 97.6227 | 0 | 0 | 97.6227 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556095 | -33303 | -363136 | -170249 | -436650 | -169315 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 230, "offset": 0 } } }
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{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5633, "evaluation_days": 1877.67, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1603296000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758927401444, "expiration_time": 1763769312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 230, "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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