Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172957.6179 | 1111137.8835 | 61819.7344 | 1284490.4072 | 164115.5598 | 1120374.8474 |
Total P&L (%) | 1172.9576 | 1111.1379 | 61.8197 | 1284.4904 | 164.1156 | 1120.3748 |
Avg Daily Profit (%) | 0.6254 | 0.5924 | 0.033 | 0.1402 | 0.0518 | 0.1335 |
Buy And Hold Return (%) | 324.2424 | 324.2424 | 324.2424 | 324.2424 | 324.2424 | 324.2424 |
Max Trade Drawdown | -113343 | -144718 | -42348 | -3176112 | -3525991 | -546910 |
Profit Factor | 3.9205 | 4.9364 | 1.518 | 1.1834 | 1.031 | 1.6551 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 45.9016 | 40 | 51.6129 | 45.9016 | 40 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.6206 | 7.4045 | 1.4231 | 1.3947 | 1.5465 | 1.5517 |
Largest Winning Trade | 818898 | 818898 | 23762 | 2685565 | 2685565 | 656797 |
Largest Losing Trade | -39079 | -39079 | -29084 | -988974 | -988974 | -453004 |
Avg Bars in Trades | 114 | 178 | 51 | 114 | 178 | 51 |
Avg Bars in Winners | 158 | 282 | 65 | 158 | 282 | 65 |
Avg Bars in Losers | 77 | 109 | 37 | 77 | 109 | 37 |
Bars Traded | 6976 | 5365 | 1611 | 6976 | 5365 | 1611 |
Profit Streak | 221.2421 | 221.2421 | 246.2421 | 221.2421 | 221.2421 | 246.2421 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150072 | 484071 | -311696 | -192682 | -477798 | -12465 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 69, "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": [ [ 1172957.6179076987, 1111137.883549456, 61819.7343582429, 1284490.4071973588, 164115.5598263521, 1120374.847371006 ], [ 1172.957618, 1111.137884, 61.819734, 1284.490407, 164.11556, 1120.374847 ], [ 0.625411, 0.592449, 0.032962, 0.140216, 0.051798, 0.13348 ], [ 324.242424, 324.242424, 324.242424, 324.242424, 324.242424, 324.242424 ], [ -113343, -144718, -42348, -3176112, -3525991, -546910 ], [ 3.920515, 4.936364, 1.517963, 1.183385, 1.031, 1.655095 ], [ 61, 30, 31, 61, 30, 31 ], [ 28, 12, 16, 28, 12, 16 ], [ 33, 18, 15, 33, 18, 15 ], [ 45.901639, 40, 51.612903, 45.901639, 40, 51.612903 ], [ 4.620607, 7.404545, 1.42309, 1.394704, 1.5465, 1.551652 ], [ 818898, 818898, 23762, 2685565, 2685565, 656797 ], [ -39079, -39079, -29084, -988974, -988974, -453004 ], [ 114, 178, 51, 114, 178, 51 ], [ 158, 282, 65, 158, 282, 65 ], [ 77, 109, 37, 77, 109, 37 ], [ 6976, 5365, 1611, 6976, 5365, 1611 ], [ 221.24211, 221.24211, 246.24211, 221.24211, 221.24211, 246.24211 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150072, 484071, -311696, -192682, -477798, -12465 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1600711200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758995318317, "expiration_time": 1763576496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 69, "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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