Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721657.5154 | 1617223.5823 | 104433.9331 | 4267863.9902 | 1323821.845 | 2944042.1452 |
Total P&L (%) | 1721.6575 | 1617.2236 | 104.4339 | 4267.864 | 1323.8218 | 2944.0421 |
Avg Daily Profit (%) | 0.913 | 0.8576 | 0.0554 | 0.2005 | 0.1409 | 0.1813 |
Buy And Hold Return (%) | 352.2054 | 352.2054 | 352.2054 | 352.2054 | 352.2054 | 352.2054 |
Max Trade Drawdown | -76449 | -103905 | -70987 | -3661378 | -1882984 | -2483639 |
Profit Factor | 4.5328 | 7.1306 | 1.4672 | 1.4053 | 1.2255 | 1.6318 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 39.7959 | 32.6531 | 46.9388 | 39.7959 | 32.6531 | 46.9388 |
Ratio Avg Win / Avg Loss | 6.8574 | 14.7069 | 1.6586 | 2.126 | 2.5277 | 1.8447 |
Largest Winning Trade | 1319131 | 1319131 | 56680 | 1680907 | 1680907 | 1462019 |
Largest Losing Trade | -27159 | -27159 | -25152 | -1267435 | -605924 | -1267435 |
Avg Bars in Trades | 54 | 52 | 57 | 54 | 52 | 57 |
Avg Bars in Winners | 82 | 87 | 80 | 82 | 87 | 80 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 5379 | 2559 | 2820 | 5379 | 2559 | 2820 |
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 | 560755 | 482337 | -283617 | 222244 | -12806 | 355444 |
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{ "first_band": { "type": "wma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } } }
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{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5657, "evaluation_days": 1885.67, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1600848000000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759621715064, "expiration_time": 1764481248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "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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