Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -925988.4318 | 969.7052 | -926958.137 | -5775.33 | -2627329.8022 | 2621554.4723 |
Total P&L (%) | -925.9884 | 0.9697 | -926.9581 | -5.7753 | -2627.3298 | 2621.5545 |
Avg Daily Profit (%) | -0.4932 | 0.0005 | -0.4938 | -0.0032 | 0 | 0.1761 |
Buy And Hold Return (%) | 276.2485 | 276.2485 | 276.2485 | 276.2485 | 276.2485 | 276.2485 |
Max Trade Drawdown | -1100697 | -175345 | -1006666 | -4255185 | -3895121 | -1777932 |
Profit Factor | 0.3734 | 1.0032 | 0.2125 | 0.9993 | 0.4995 | 1.8762 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 158 | 80 | 78 | 150 | 75 | 75 |
Losing Trades | 31 | 14 | 17 | 39 | 19 | 20 |
Profitability (%) | 83.5979 | 85.1064 | 82.1053 | 79.3651 | 79.7872 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.0733 | 0.1756 | 0.0463 | 0.2598 | 0.1265 | 0.5003 |
Largest Winning Trade | 15291 | 15291 | 10327 | 3142269 | 424773 | 3142269 |
Largest Losing Trade | -773210 | -61565 | -773210 | -2644392 | -2644392 | -1603984 |
Avg Bars in Trades | 28 | 36 | 20 | 28 | 36 | 20 |
Avg Bars in Winners | 10 | 13 | 6 | 11 | 15 | 7 |
Avg Bars in Losers | 122 | 171 | 82 | 92 | 121 | 65 |
Bars Traded | 5377 | 3465 | 1911 | 5377 | 3465 | 1911 |
Profit Streak | 7.1823 | 63.5156 | 7.1823 | 7.1823 | 63.5156 | 7.1823 |
Trades During Streak | 2 | 12 | 1 | 2 | 12 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573844 | -570489 | -575747 | -574554 | -575250 | 479043 |
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{ "first_band": { "type": "ssf", "factors": { "length": 3, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 216, "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": [ [ -925988.4317592393, 969.7052429907, -926958.1370022298, -5775.3299779363, -2627329.8022417403, 2621554.472263805 ], [ -925.988432, 0.969705, -926.958137, -5.77533, -2627.329802, 2621.554472 ], [ -0.493248, 0.000517, -0.493764, -0.003169, 0, 0.176138 ], [ 276.248461, 276.248461, 276.248461, 276.248461, 276.248461, 276.248461 ], [ -1100697, -175345, -1006666, -4255185, -3895121, -1777932 ], [ 0.373434, 1.003225, 0.212544, 0.999299, 0.499457, 1.876176 ], [ 189, 94, 95, 189, 94, 95 ], [ 158, 80, 78, 150, 75, 75 ], [ 31, 14, 17, 39, 19, 20 ], [ 83.597884, 85.106383, 82.105263, 79.365079, 79.787234, 78.947368 ], [ 0.073269, 0.175564, 0.046324, 0.259818, 0.126529, 0.500314 ], [ 15291, 15291, 10327, 3142269, 424773, 3142269 ], [ -773210, -61565, -773210, -2644392, -2644392, -1603984 ], [ 28, 36, 20, 28, 36, 20 ], [ 10, 13, 6, 11, 15, 7 ], [ 122, 171, 82, 92, 121, 65 ], [ 5377, 3465, 1911, 5377, 3465, 1911 ], [ 7.182299, 63.515632, 7.182299, 7.182299, 63.515632, 7.182299 ], [ 2, 12, 1, 2, 12, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573844, -570489, -575747, -574554, -575250, 479043 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5632, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758889350636, "expiration_time": 1763739648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 3, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 216, "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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