Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1540107.0742 | -56667.087 | -1483439.9872 | 77508.503 | -1928945.7558 | 2006454.2589 |
Total P&L (%) | -1540.1071 | -56.6671 | -1483.44 | 77.5085 | -1928.9458 | 2006.4543 |
Avg Daily Profit (%) | -0.8188 | -0.0301 | -0.7886 | 0.0305 | 0 | 0.1622 |
Buy And Hold Return (%) | 205.8033 | 205.8033 | 205.8033 | 205.8033 | 205.8033 | 205.8033 |
Max Trade Drawdown | -391690 | -75837 | -357244 | -5915665 | -2675787 | -4859557 |
Profit Factor | 0.245 | 0.721 | 0.1924 | 1.0075 | 0.4746 | 1.3028 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 19 | 26 | 47 | 19 | 28 |
Losing Trades | 35 | 21 | 14 | 33 | 21 | 12 |
Profitability (%) | 56.25 | 47.5 | 65 | 58.75 | 47.5 | 70 |
Ratio Avg Win / Avg Loss | 0.1906 | 0.7969 | 0.1036 | 0.7074 | 0.5246 | 0.5583 |
Largest Winning Trade | 41629 | 15850 | 41629 | 2258611 | 273217 | 2258611 |
Largest Losing Trade | -1233332 | -29848 | -1233332 | -4514710 | -685908 | -4514710 |
Avg Bars in Trades | 43 | 13 | 74 | 43 | 13 | 74 |
Avg Bars in Winners | 25 | 7 | 38 | 31 | 8 | 47 |
Avg Bars in Losers | 67 | 18 | 140 | 60 | 16 | 135 |
Bars Traded | 3481 | 520 | 2961 | 3481 | 520 | 2961 |
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 | -603745 | -581444 | -578805 | -554181 | -581444 | 315697 |
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{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.1087 } }, "second_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3762, "evaluation_days": 1881, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1597406400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759172301168, "expiration_time": 1764022752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.1087 } }, "second_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } } }
# | 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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