Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998003.618 | 992505.9104 | 5497.7076 | 294042.6325 | 532253.3762 | -238210.7438 |
Total P&L (%) | 998.0036 | 992.5059 | 5.4977 | 294.0426 | 532.2534 | -238.2107 |
Avg Daily Profit (%) | 0.5283 | 0.5254 | 0.0029 | 0.0726 | 0.0977 | 0 |
Buy And Hold Return (%) | 342.2631 | 342.2631 | 342.2631 | 342.2631 | 342.2631 | 342.2631 |
Max Trade Drawdown | -119882 | -131280 | -78976 | -1632241 | -1218752 | -808609 |
Profit Factor | 2.3246 | 3.5866 | 1.0149 | 1.053 | 1.1964 | 0.9162 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Profitability (%) | 39.0625 | 34.375 | 43.75 | 39.0625 | 34.375 | 43.75 |
Ratio Avg Win / Avg Loss | 3.6264 | 6.8471 | 1.3048 | 1.6426 | 2.2841 | 1.1779 |
Largest Winning Trade | 737782 | 737782 | 37838 | 997546 | 997546 | 337991 |
Largest Losing Trade | -62206 | -26716 | -62206 | -625431 | -220775 | -625431 |
Avg Bars in Trades | 28 | 36 | 19 | 28 | 36 | 19 |
Avg Bars in Winners | 47 | 73 | 27 | 47 | 73 | 27 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 5403 | 3511 | 1892 | 5403 | 3511 | 1892 |
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 | 328115 | 288107 | -561326 | -425875 | -81739 | -581562 |
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{ "first_band": { "type": "wma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.93478 } } }
{ "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": [ [ 998003.6180054278, 992505.9103768645, 5497.7076285642, 294042.6324506523, 532253.3762083256, -238210.7437576732 ], [ 998.003618, 992.50591, 5.497708, 294.042632, 532.253376, -238.210744 ], [ 0.528324, 0.525413, 0.00291, 0.07262, 0.097672, 0 ], [ 342.263122, 342.263122, 342.263122, 342.263122, 342.263122, 342.263122 ], [ -119882, -131280, -78976, -1632241, -1218752, -808609 ], [ 2.324585, 3.586583, 1.014869, 1.052971, 1.196424, 0.916162 ], [ 192, 96, 96, 192, 96, 96 ], [ 75, 33, 42, 75, 33, 42 ], [ 117, 63, 54, 117, 63, 54 ], [ 39.0625, 34.375, 43.75, 39.0625, 34.375, 43.75 ], [ 3.626353, 6.847114, 1.304832, 1.642634, 2.284081, 1.177922 ], [ 737782, 737782, 37838, 997546, 997546, 337991 ], [ -62206, -26716, -62206, -625431, -220775, -625431 ], [ 28, 36, 19, 28, 36, 19 ], [ 47, 73, 27, 47, 73, 27 ], [ 15, 17, 13, 15, 17, 13 ], [ 5403, 3511, 1892, 5403, 3511, 1892 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 328115, 288107, -561326, -425875, -81739, -581562 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5667, "evaluation_days": 1889, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1603641600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759903702301, "expiration_time": 1764777888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.93478 } } }
# | 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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