Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1487696.4588 | 1384735.8037 | 102960.6552 | 1987806.1429 | -969474.536 | 2957280.6789 |
Total P&L (%) | 1487.6965 | 1384.7358 | 102.9607 | 1987.8061 | -969.4745 | 2957.2807 |
Avg Daily Profit (%) | 0.7859 | 0.7315 | 0.0544 | 0.1607 | 0 | 0.1808 |
Buy And Hold Return (%) | 205.5763 | 205.5763 | 205.5763 | 205.5763 | 205.5763 | 205.5763 |
Max Trade Drawdown | -121948 | -78546 | -65203 | -7127277 | -5957736 | -2988908 |
Profit Factor | 4.2224 | 5.8537 | 1.5837 | 1.0865 | 0.9395 | 1.4244 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 50.7463 | 47.0588 | 54.5455 | 50.7463 | 47.0588 | 54.5455 |
Ratio Avg Win / Avg Loss | 4.0982 | 6.5854 | 1.3198 | 1.0545 | 1.0569 | 1.187 |
Largest Winning Trade | 1108291 | 1108291 | 40977 | 3969228 | 3969228 | 1560152 |
Largest Losing Trade | -44068 | -41085 | -44068 | -2323060 | -2323060 | -1691101 |
Avg Bars in Trades | 53 | 81 | 24 | 53 | 81 | 24 |
Avg Bars in Winners | 54 | 80 | 31 | 54 | 80 | 31 |
Avg Bars in Losers | 52 | 82 | 15 | 52 | 82 | 15 |
Bars Traded | 3565 | 2772 | 793 | 3565 | 2772 | 793 |
Profit Streak | 0 | 0 | 154.2952 | 0 | 0 | 154.2952 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100632 | 707918 | -282051 | -238593 | -580272 | 392853 |
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{ "first_band": { "type": "wma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 148, "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": [ [ 1487696.458842425, 1384735.8036763421, 102960.6551660824, 1987806.1429451057, -969474.5359539227, 2957280.6788990274 ], [ 1487.696459, 1384.735804, 102.960655, 1987.806143, -969.474536, 2957.280679 ], [ 0.785894, 0.731503, 0.05439, 0.160652, 0, 0.180835 ], [ 205.576301, 205.576301, 205.576301, 205.576301, 205.576301, 205.576301 ], [ -121948, -78546, -65203, -7127277, -5957736, -2988908 ], [ 4.222366, 5.853665, 1.583739, 1.086487, 0.939468, 1.424417 ], [ 67, 34, 33, 67, 34, 33 ], [ 34, 16, 18, 34, 16, 18 ], [ 33, 18, 15, 33, 18, 15 ], [ 50.746269, 47.058824, 54.545455, 50.746269, 47.058824, 54.545455 ], [ 4.098179, 6.585373, 1.319783, 1.054532, 1.056902, 1.187014 ], [ 1108291, 1108291, 40977, 3969228, 3969228, 1560152 ], [ -44068, -41085, -44068, -2323060, -2323060, -1691101 ], [ 53, 81, 24, 53, 81, 24 ], [ 54, 80, 31, 54, 80, 31 ], [ 52, 82, 15, 52, 82, 15 ], [ 3565, 2772, 793, 3565, 2772, 793 ], [ 0, 0, 154.295193, 0, 0, 154.295193 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -100632, 707918, -282051, -238593, -580272, 392853 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3786, "evaluation_days": 1893, "actual_first_datapoint_time": 1596672000000, "first_datapoint_time": 1605312000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760209504681, "expiration_time": 1765090656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 148, "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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