Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966115.1921 | 978718.0955 | -12602.9034 | 205503.4745 | 311448.119 | -105944.6445 |
Total P&L (%) | 966.1152 | 978.7181 | -12.6029 | 205.5035 | 311.4481 | -105.9446 |
Avg Daily Profit (%) | 0.5118 | 0.5185 | -0.0067 | 0.0592 | 0.075 | 0 |
Buy And Hold Return (%) | 308.94 | 308.94 | 308.94 | 308.94 | 308.94 | 308.94 |
Max Trade Drawdown | -76994 | -106155 | -82750 | -961983 | -1078454 | -496907 |
Profit Factor | 2.7898 | 4.0566 | 0.9426 | 1.0594 | 1.1363 | 0.9099 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 43.662 | 34.2857 | 52.7778 | 43.662 | 34.2857 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.5997 | 7.7751 | 0.8434 | 1.367 | 2.1779 | 0.8141 |
Largest Winning Trade | 843655 | 843655 | 34535 | 723641 | 723641 | 227858 |
Largest Losing Trade | -52825 | -52825 | -51926 | -659609 | -659609 | -295408 |
Avg Bars in Trades | 98 | 154 | 43 | 98 | 154 | 43 |
Avg Bars in Winners | 138 | 280 | 49 | 138 | 280 | 49 |
Avg Bars in Losers | 66 | 88 | 37 | 66 | 88 | 37 |
Bars Traded | 6976 | 5400 | 1576 | 6976 | 5400 | 1576 |
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 | -80712 | 316106 | -580420 | -528615 | -331697 | -580420 |
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7550, "evaluation_days": 1887.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1601488800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759767421053, "expiration_time": 1764644400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 12, "offset": 211 } }, "second_band": { "type": "bbu", "factors": { "length": 134, "offset": 0, "std": 3.38504 } } }
{ "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": [ [ 966115.1921318246, 978718.0955105212, -12602.9033786962, 205503.474517348, 311448.1189720033, -105944.6444546558 ], [ 966.115192, 978.718096, -12.602903, 205.503475, 311.448119, -105.944644 ], [ 0.511849, 0.518526, -0.006677, 0.059185, 0.074969, 0 ], [ 308.940005, 308.940005, 308.940005, 308.940005, 308.940005, 308.940005 ], [ -76994, -106155, -82750, -961983, -1078454, -496907 ], [ 2.789778, 4.056562, 0.942608, 1.059386, 1.136308, 0.909878 ], [ 71, 35, 36, 71, 35, 36 ], [ 31, 12, 19, 31, 12, 19 ], [ 40, 23, 17, 40, 23, 17 ], [ 43.661972, 34.285714, 52.777778, 43.661972, 34.285714, 52.777778 ], [ 3.599714, 7.775077, 0.843386, 1.36695, 2.177923, 0.814102 ], [ 843655, 843655, 34535, 723641, 723641, 227858 ], [ -52825, -52825, -51926, -659609, -659609, -295408 ], [ 98, 154, 43, 98, 154, 43 ], [ 138, 280, 49, 138, 280, 49 ], [ 66, 88, 37, 66, 88, 37 ], [ 6976, 5400, 1576, 6976, 5400, 1576 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -80712, 316106, -580420, -528615, -331697, -580420 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7550, "evaluation_days": 1887.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1601488800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759767421053, "expiration_time": 1764644400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 12, "offset": 211 } }, "second_band": { "type": "bbu", "factors": { "length": 134, "offset": 0, "std": 3.38504 } } }
# | 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) |
---|