Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1462222.129 | -69719.2733 | -1392502.8557 | 252756.7237 | -1839478.1411 | 2092234.8648 |
Total P&L (%) | -1462.2221 | -69.7193 | -1392.5029 | 252.7567 | -1839.4781 | 2092.2349 |
Avg Daily Profit (%) | -0.7794 | -0.0372 | -0.7423 | 0.0672 | 0 | 0.1647 |
Buy And Hold Return (%) | 269.4299 | 269.4299 | 269.4299 | 269.4299 | 269.4299 | 269.4299 |
Max Trade Drawdown | -1602351 | -159925 | -1461626 | -3064686 | -2930177 | -2375074 |
Profit Factor | 0.2181 | 0.725 | 0.1386 | 1.0359 | 0.4482 | 1.5651 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 17 | 19 | 38 | 17 | 21 |
Losing Trades | 28 | 15 | 13 | 26 | 15 | 11 |
Profitability (%) | 56.25 | 53.125 | 59.375 | 59.375 | 53.125 | 65.625 |
Ratio Avg Win / Avg Loss | 0.1696 | 0.6397 | 0.0948 | 0.7088 | 0.3955 | 0.8198 |
Largest Winning Trade | 48479 | 37584 | 48479 | 4087162 | 869572 | 4087162 |
Largest Losing Trade | -1123869 | -67073 | -1123869 | -2375074 | -2210129 | -2375074 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 30 | 23 | 35 | 38 | 35 | 40 |
Avg Bars in Losers | 88 | 82 | 94 | 80 | 68 | 96 |
Bars Traded | 3545 | 1641 | 1904 | 3545 | 1641 | 1904 |
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 | -723467 | -580405 | -579595 | -593921 | -580405 | 351589 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 201, "offset": 0 } } }
{ "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": [ [ -1462222.1290354056, -69719.273286038, -1392502.855749368, 252756.723728747, -1839478.1410558044, 2092234.8647845509 ], [ -1462.222129, -69.719273, -1392.502856, 252.756724, -1839.478141, 2092.234865 ], [ -0.779436, -0.037164, -0.742272, 0.067219, 0, 0.164715 ], [ 269.429923, 269.429923, 269.429923, 269.429923, 269.429923, 269.429923 ], [ -1602351, -159925, -1461626, -3064686, -2930177, -2375074 ], [ 0.218115, 0.724992, 0.138626, 1.035923, 0.448187, 1.565079 ], [ 64, 32, 32, 64, 32, 32 ], [ 36, 17, 19, 38, 17, 21 ], [ 28, 15, 13, 26, 15, 11 ], [ 56.25, 53.125, 59.375, 59.375, 53.125, 65.625 ], [ 0.169645, 0.639699, 0.094849, 0.708789, 0.395459, 0.819803 ], [ 48479, 37584, 48479, 4087162, 869572, 4087162 ], [ -1123869, -67073, -1123869, -2375074, -2210129, -2375074 ], [ 55, 51, 59, 55, 51, 59 ], [ 30, 23, 35, 38, 35, 40 ], [ 88, 82, 94, 80, 68, 96 ], [ 3545, 1641, 1904, 3545, 1641, 1904 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -723467, -580405, -579595, -593921, -580405, 351589 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1605312000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758975035705, "expiration_time": 1763577792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 201, "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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