Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1917113.6422 | 1759887.3217 | 157226.3205 | 6623726.8639 | 2679925.2779 | 3943801.5861 |
Total P&L (%) | 1917.1136 | 1759.8873 | 157.2263 | 6623.7269 | 2679.9253 | 3943.8016 |
Avg Daily Profit (%) | 1.0122 | 0.9292 | 0.083 | 0.2224 | 0.1757 | 0.1955 |
Buy And Hold Return (%) | 285.8813 | 285.8813 | 285.8813 | 285.8813 | 285.8813 | 285.8813 |
Max Trade Drawdown | -93054 | -110205 | -41704 | -11976272 | -8899837 | -5758538 |
Profit Factor | 4.4135 | 6.1599 | 1.7129 | 1.1552 | 1.1097 | 1.2163 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 32.2835 | 26.5625 | 38.0952 | 32.2835 | 26.5625 | 38.0952 |
Ratio Avg Win / Avg Loss | 9.2576 | 17.0303 | 2.7834 | 2.4232 | 3.068 | 1.9765 |
Largest Winning Trade | 1426229 | 1426229 | 57410 | 7878261 | 7878261 | 4855837 |
Largest Losing Trade | -30860 | -30860 | -13521 | -2455591 | -2455591 | -2192022 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 103 | 113 | 95 | 103 | 113 | 95 |
Avg Bars in Losers | 16 | 21 | 11 | 16 | 21 | 11 |
Bars Traded | 5669 | 2946 | 2723 | 5669 | 2946 | 2723 |
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 | 502775 | -141142 | -396241 | -46968 | -253315 | -142904 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 3, "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": [ [ 1917113.642220292, 1759887.3217394154, 157226.3204808764, 6623726.863904705, 2679925.277854499, 3943801.586050203 ], [ 1917.113642, 1759.887322, 157.22632, 6623.726864, 2679.925278, 3943.801586 ], [ 1.012204, 0.929191, 0.083013, 0.222434, 0.175709, 0.195533 ], [ 285.881334, 285.881334, 285.881334, 285.881334, 285.881334, 285.881334 ], [ -93054, -110205, -41704, -11976272, -8899837, -5758538 ], [ 4.413525, 6.159896, 1.712875, 1.155247, 1.109688, 1.216293 ], [ 127, 64, 63, 127, 64, 63 ], [ 41, 17, 24, 41, 17, 24 ], [ 86, 47, 39, 86, 47, 39 ], [ 32.283465, 26.5625, 38.095238, 32.283465, 26.5625, 38.095238 ], [ 9.257638, 17.030302, 2.783421, 2.4232, 3.067961, 1.976475 ], [ 1426229, 1426229, 57410, 7878261, 7878261, 4855837 ], [ -30860, -30860, -13521, -2455591, -2455591, -2192022 ], [ 44, 46, 43, 44, 46, 43 ], [ 103, 113, 95, 103, 113, 95 ], [ 16, 21, 11, 16, 21, 11 ], [ 5669, 2946, 2723, 5669, 2946, 2723 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 502775, -141142, -396241, -46968, -253315, -142904 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5682, "evaluation_days": 1894, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1596758400000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760333740229, "expiration_time": 1765222848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 3, "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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