Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1411163.8582 | 1380051.8906 | 31111.9676 | 592841.5027 | 171560.0931 | 421281.4096 |
Total P&L (%) | 1411.1639 | 1380.0519 | 31.112 | 592.8415 | 171.5601 | 421.2814 |
Avg Daily Profit (%) | 0.7509 | 0.7343 | 0.0166 | 0.103 | 0.0532 | 0.0879 |
Buy And Hold Return (%) | 222.0632 | 222.0632 | 222.0632 | 222.0632 | 222.0632 | 222.0632 |
Max Trade Drawdown | -168704 | -167048 | -61176 | -3753997 | -3945572 | -1188339 |
Profit Factor | 2.5044 | 3.4245 | 1.0844 | 1.0412 | 1.0194 | 1.0763 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 42.5 | 37 | 48 | 42.5 | 37 | 48 |
Ratio Avg Win / Avg Loss | 3.3883 | 5.8309 | 1.1747 | 1.4087 | 1.7357 | 1.166 |
Largest Winning Trade | 1150153 | 1150153 | 36321 | 1999437 | 1999437 | 971152 |
Largest Losing Trade | -34061 | -31855 | -34061 | -1044666 | -1044666 | -548962 |
Avg Bars in Trades | 27 | 37 | 17 | 27 | 37 | 17 |
Avg Bars in Winners | 37 | 58 | 21 | 37 | 58 | 21 |
Avg Bars in Losers | 20 | 25 | 14 | 20 | 25 | 14 |
Bars Traded | 5535 | 3772 | 1762 | 5535 | 3772 | 1762 |
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 | 557919 | 478338 | -465038 | -235173 | -491157 | -220528 |
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{ "first_band": { "type": "kcl", "factors": { "length": 58, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.21714 } } }
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{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5638, "evaluation_days": 1879.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1598342400000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759066814957, "expiration_time": 1763917632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 58, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.21714 } } }
# | 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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