Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2143232.9912 | 2077819.7859 | 65413.2054 | 1367594.1771 | -3839760.3897 | 5207354.5668 |
Total P&L (%) | 2143.233 | 2077.8198 | 65.4132 | 1367.5942 | -3839.7604 | 5207.3546 |
Avg Daily Profit (%) | 1.1367 | 1.102 | 0.0347 | 0.1426 | 0 | 0.2109 |
Buy And Hold Return (%) | 320.0781 | 320.0781 | 320.0781 | 320.0781 | 320.0781 | 320.0781 |
Max Trade Drawdown | -178295 | -102602 | -76374 | -15281490 | -10081685 | -5199805 |
Profit Factor | 5.3001 | 7.5713 | 1.359 | 1.0433 | 0.8371 | 1.652 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 53.0303 | 45.4545 | 60.6061 | 53.0303 | 45.4545 | 60.6061 |
Ratio Avg Win / Avg Loss | 4.6944 | 9.0855 | 0.8833 | 0.9241 | 1.0045 | 1.0738 |
Largest Winning Trade | 1747926 | 1747926 | 46973 | 5859970 | 5859970 | 2526052 |
Largest Losing Trade | -57787 | -33863 | -57787 | -4163530 | -4163530 | -2533522 |
Avg Bars in Trades | 51 | 75 | 27 | 51 | 75 | 27 |
Avg Bars in Winners | 51 | 83 | 27 | 51 | 83 | 27 |
Avg Bars in Losers | 50 | 68 | 26 | 50 | 68 | 26 |
Bars Traded | 3369 | 2475 | 894 | 3369 | 2475 | 894 |
Profit Streak | 126.021 | 0 | 147.521 | 126.021 | 0 | 147.521 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106269 | 713698 | -311348 | -306346 | -580903 | 444568 |
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{ "first_band": { "type": "sma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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": [ [ 2143232.9912320804, 2077819.7858650521, 65413.2053670296, 1367594.1770516632, -3839760.3897242807, 5207354.566775941 ], [ 2143.232991, 2077.819786, 65.413205, 1367.594177, -3839.76039, 5207.354567 ], [ 1.136692, 1.101999, 0.034693, 0.142568, 0, 0.210865 ], [ 320.078095, 320.078095, 320.078095, 320.078095, 320.078095, 320.078095 ], [ -178295, -102602, -76374, -15281490, -10081685, -5199805 ], [ 5.300089, 7.571258, 1.358984, 1.043333, 0.837113, 1.65196 ], [ 66, 33, 33, 66, 33, 33 ], [ 35, 15, 20, 35, 15, 20 ], [ 31, 18, 13, 31, 18, 13 ], [ 53.030303, 45.454545, 60.606061, 53.030303, 45.454545, 60.606061 ], [ 4.694365, 9.08551, 0.883339, 0.924095, 1.004536, 1.073774 ], [ 1747926, 1747926, 46973, 5859970, 5859970, 2526052 ], [ -57787, -33863, -57787, -4163530, -4163530, -2533522 ], [ 51, 75, 27, 51, 75, 27 ], [ 51, 83, 27, 51, 83, 27 ], [ 50, 68, 26, 50, 68, 26 ], [ 3369, 2475, 894, 3369, 2475, 894 ], [ 126.020994, 0, 147.520995, 126.020995, 0, 147.520995 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -106269, 713698, -311348, -306346, -580903, 444568 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3771, "evaluation_days": 1885.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759581013932, "expiration_time": 1764423216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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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