Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1262831.9029 | 1222007.9876 | 40823.9153 | 852150.257 | 139408.2305 | 712742.0265 |
Total P&L (%) | 1262.8319 | 1222.008 | 40.8239 | 852.1503 | 139.4082 | 712.742 |
Avg Daily Profit (%) | 0.6678 | 0.6462 | 0.0216 | 0.1192 | 0.0462 | 0.1109 |
Buy And Hold Return (%) | 204.8246 | 204.8246 | 204.8246 | 204.8246 | 204.8246 | 204.8246 |
Max Trade Drawdown | -138065 | -158682 | -18849 | -4062565 | -4607957 | -248382 |
Profit Factor | 3.4101 | 3.8217 | 1.4492 | 1.0879 | 1.0162 | 1.6382 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 67 | 26 | 41 | 67 | 26 | 41 |
Losing Trades | 62 | 38 | 24 | 62 | 38 | 24 |
Profitability (%) | 51.938 | 40.625 | 63.0769 | 51.938 | 40.625 | 63.0769 |
Ratio Avg Win / Avg Loss | 3.1556 | 5.5855 | 0.8483 | 1.0067 | 1.4853 | 0.9589 |
Largest Winning Trade | 947545 | 947545 | 13857 | 3315065 | 3315065 | 259122 |
Largest Losing Trade | -60801 | -60801 | -8391 | -2900372 | -2900372 | -124298 |
Avg Bars in Trades | 171 | 334 | 11 | 171 | 334 | 11 |
Avg Bars in Winners | 168 | 412 | 13 | 168 | 412 | 13 |
Avg Bars in Losers | 175 | 281 | 9 | 175 | 281 | 9 |
Bars Traded | 22175 | 21410 | 765 | 22175 | 21410 | 765 |
Profit Streak | 0 | 107.1444 | 0 | 0 | 107.1444 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 669399 | -124052 | -460177 | -158738 | -641814 | -176641 |
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{ "first_band": { "type": "bbl", "factors": { "length": 249, "offset": 0, "std": 3.56088 } }, "second_band": { "type": "dema", "factors": { "length": 145, "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": [ [ 1262831.9028760765, 1222007.98757912, 40823.9152969558, 852150.2570105793, 139408.2304749506, 712742.0265356303 ], [ 1262.831903, 1222.007988, 40.823915, 852.150257, 139.40823, 712.742027 ], [ 0.667812, 0.646223, 0.021589, 0.119244, 0.046177, 0.110862 ], [ 204.824561, 204.824561, 204.824561, 204.824561, 204.824561, 204.824561 ], [ -138065, -158682, -18849, -4062565, -4607957, -248382 ], [ 3.410115, 3.821657, 1.449158, 1.087884, 1.016249, 1.638203 ], [ 129, 64, 65, 129, 64, 65 ], [ 67, 26, 41, 67, 26, 41 ], [ 62, 38, 24, 62, 38, 24 ], [ 51.937984, 40.625, 63.076923, 51.937984, 40.625, 63.076923 ], [ 3.155629, 5.585499, 0.848288, 1.006699, 1.485287, 0.958948 ], [ 947545, 947545, 13857, 3315065, 3315065, 259122 ], [ -60801, -60801, -8391, -2900372, -2900372, -124298 ], [ 171, 334, 11, 171, 334, 11 ], [ 168, 412, 13, 168, 412, 13 ], [ 175, 281, 9, 175, 281, 9 ], [ 22175, 21410, 765, 22175, 21410, 765 ], [ 0, 107.144426, 0, 0, 107.144426, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 669399, -124052, -460177, -158738, -641814, -176641 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22692, "evaluation_days": 1891, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1597744800000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760131678408, "expiration_time": 1766008166400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 249, "offset": 0, "std": 3.56088 } }, "second_band": { "type": "dema", "factors": { "length": 145, "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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