Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1488870.8404 | -106021.2397 | -1382849.6007 | 29914.0729 | -2576335.8145 | 2606249.8874 |
Total P&L (%) | -1488.8708 | -106.0212 | -1382.8496 | 29.9141 | -2576.3358 | 2606.2499 |
Avg Daily Profit (%) | -0.7859 | -0.056 | -0.7299 | 0.0138 | 0 | 0.1742 |
Buy And Hold Return (%) | 257.1718 | 257.1718 | 257.1718 | 257.1718 | 257.1718 | 257.1718 |
Max Trade Drawdown | -1605289 | -177274 | -1447409 | -3312420 | -3130296 | -1469104 |
Profit Factor | 0.2052 | 0.6338 | 0.1269 | 1.0049 | 0.3397 | 2.1675 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 48 | 22 | 26 | 46 | 21 | 25 |
Losing Trades | 17 | 10 | 7 | 19 | 11 | 8 |
Profitability (%) | 73.8462 | 68.75 | 78.7879 | 70.7692 | 65.625 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.0727 | 0.2881 | 0.0342 | 0.4151 | 0.1779 | 0.6936 |
Largest Winning Trade | 26777 | 19450 | 26777 | 3290813 | 431606 | 3290813 |
Largest Losing Trade | -1140843 | -62408 | -1140843 | -2101146 | -2101146 | -1425605 |
Avg Bars in Trades | 55 | 66 | 44 | 55 | 66 | 44 |
Avg Bars in Winners | 20 | 20 | 20 | 23 | 24 | 21 |
Avg Bars in Losers | 153 | 167 | 134 | 133 | 146 | 115 |
Bars Traded | 3597 | 2126 | 1471 | 3597 | 2126 | 1471 |
Profit Streak | 136.1338 | 178.1338 | 136.1338 | 136.1338 | 178.1338 | 136.1338 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -712109 | -576968 | -575655 | -688723 | -577373 | 500152 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.3727, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "sinwma", "factors": { "length": 154, "offset": 0 } } }
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{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3789, "evaluation_days": 1894.5, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1603281600000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760325161892, "expiration_time": 1765224144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.3727, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "sinwma", "factors": { "length": 154, "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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