Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1303950.7321 | -23281.672 | -1280669.0601 | 959275.9246 | -14116316.2682 | 15075592.1928 |
Total P&L (%) | -1303.9507 | -23.2817 | -1280.6691 | 959.2759 | -14116.3163 | 15075.5922 |
Avg Daily Profit (%) | -0.6924 | -0.0124 | -0.68 | 0.1254 | 0 | 0.267 |
Buy And Hold Return (%) | 357.6901 | 357.6901 | 357.6901 | 357.6901 | 357.6901 | 357.6901 |
Max Trade Drawdown | -1352250 | -137623 | -1336502 | -18336507 | -17991703 | -5473524 |
Profit Factor | 0.3419 | 0.9252 | 0.2332 | 1.0238 | 0.4637 | 2.0824 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 201 | 88 | 113 | 187 | 85 | 102 |
Losing Trades | 69 | 47 | 22 | 83 | 50 | 33 |
Profitability (%) | 74.4444 | 65.1852 | 83.7037 | 69.2593 | 62.963 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.1174 | 0.4941 | 0.0454 | 0.4544 | 0.2728 | 0.6737 |
Largest Winning Trade | 17050 | 17050 | 15189 | 10876976 | 1635438 | 10876976 |
Largest Losing Trade | -1066625 | -57477 | -1066625 | -10635107 | -10635107 | -4644685 |
Avg Bars in Trades | 27 | 16 | 37 | 27 | 16 | 37 |
Avg Bars in Winners | 9 | 4 | 13 | 13 | 5 | 19 |
Avg Bars in Losers | 78 | 38 | 163 | 58 | 35 | 93 |
Bars Traded | 7327 | 2210 | 5117 | 7327 | 2210 | 5117 |
Profit Streak | 10.132 | 92.132 | 10.132 | 10.132 | 92.132 | 10.132 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574297 | -577326 | -575345 | -218750 | -577614 | 514381 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.73385, "nb": 0.40417, "nc": 0.42881 } }, "second_band": { "type": "kcl", "factors": { "length": 187, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7533, "evaluation_days": 1883.25, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1600711200000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759396205777, "expiration_time": 1764266184000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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) |
---|