Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1346518.4477 | 1329383.6168 | 17134.8309 | 411759.4521 | 1114195.8472 | -702436.395 |
Total P&L (%) | 1346.5184 | 1329.3836 | 17.1348 | 411.7595 | 1114.1958 | -702.4364 |
Avg Daily Profit (%) | 0.7152 | 0.7061 | 0.0091 | 0.0868 | 0.1327 | 0 |
Buy And Hold Return (%) | 256.0907 | 256.0907 | 256.0907 | 256.0907 | 256.0907 | 256.0907 |
Max Trade Drawdown | -135584 | -107715 | -87467 | -2350905 | -2309544 | -1596201 |
Profit Factor | 3.096 | 4.8991 | 1.0568 | 1.0455 | 1.2054 | 0.8067 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.8244 | 6.0518 | 1.3055 | 1.2914 | 1.489 | 0.9965 |
Largest Winning Trade | 951773 | 951773 | 48781 | 2163792 | 2163792 | 589364 |
Largest Losing Trade | -67633 | -41727 | -67633 | -1166068 | -1166068 | -922337 |
Avg Bars in Trades | 92 | 123 | 61 | 92 | 123 | 61 |
Avg Bars in Winners | 128 | 171 | 85 | 128 | 171 | 85 |
Avg Bars in Losers | 63 | 84 | 42 | 63 | 84 | 42 |
Bars Traded | 7023 | 4680 | 2343 | 7023 | 4680 | 2343 |
Profit Streak | 0 | 135.8008 | 0 | 0 | 135.8008 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38629 | 626900 | -506493 | -312985 | -19332 | -582811 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } } }
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{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7531, "evaluation_days": 1882.75, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759345991313, "expiration_time": 1764221688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "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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