Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1493438.3259 | 1521565.2886 | -28126.9627 | 148544.2582 | 324435.077 | -175890.8188 |
Total P&L (%) | 1493.4383 | 1521.5653 | -28.127 | 148.5443 | 324.4351 | -175.8908 |
Avg Daily Profit (%) | 0.7955 | 0.8105 | -0.015 | 0.0485 | 0.077 | 0 |
Buy And Hold Return (%) | 165.7518 | 165.7518 | 165.7518 | 165.7518 | 165.7518 | 165.7518 |
Max Trade Drawdown | -165339 | -129569 | -83380 | -1649749 | -1508557 | -637623 |
Profit Factor | 2.5886 | 4.1093 | 0.9376 | 1.0218 | 1.0858 | 0.9417 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 36.3636 | 34.3434 | 38.3838 | 36.3636 | 34.3434 | 38.3838 |
Ratio Avg Win / Avg Loss | 4.53 | 7.856 | 1.5051 | 1.7882 | 2.0757 | 1.5117 |
Largest Winning Trade | 1319242 | 1319242 | 46421 | 1175287 | 1175287 | 405756 |
Largest Losing Trade | -28708 | -27771 | -28708 | -458815 | -458815 | -270470 |
Avg Bars in Trades | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Winners | 43 | 48 | 38 | 43 | 48 | 38 |
Avg Bars in Losers | 19 | 18 | 19 | 19 | 18 | 19 |
Bars Traded | 5528 | 2877 | 2651 | 5528 | 2877 | 2651 |
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 | 506701 | 511767 | -582530 | -493285 | -228443 | -582530 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } } }
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{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5632, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1598803200000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758888922656, "expiration_time": 1763739648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "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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