Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89684.3711 | 303462.1177 | -213777.7466 | -311204.5384 | 2252520.4954 | -2563725.0338 |
Total P&L (%) | 89.6844 | 303.4621 | -213.7777 | -311.2045 | 2252.5205 | -2563.725 |
Avg Daily Profit (%) | 0.0476 | 0.161 | -0.1134 | 0 | 0.1677 | 0 |
Buy And Hold Return (%) | 253.8655 | 253.8655 | 253.8655 | 253.8655 | 253.8655 | 253.8655 |
Max Trade Drawdown | -390551 | -186640 | -261165 | -3873814 | -1058927 | -2941955 |
Profit Factor | 1.0831 | 1.4659 | 0.5 | 0.9498 | 1.8236 | 0.2599 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 136 | 67 | 69 | 110 | 53 | 57 |
Losing Trades | 87 | 44 | 43 | 113 | 58 | 55 |
Profitability (%) | 60.9865 | 60.3604 | 61.6071 | 49.3274 | 47.7477 | 50.8929 |
Ratio Avg Win / Avg Loss | 0.6929 | 0.9627 | 0.3116 | 0.9757 | 1.9957 | 0.2508 |
Largest Winning Trade | 61374 | 61374 | 17921 | 1082925 | 1082925 | 72055 |
Largest Losing Trade | -232342 | -63088 | -232342 | -2941955 | -537085 | -2941955 |
Avg Bars in Trades | 100 | 193 | 8 | 100 | 193 | 8 |
Avg Bars in Winners | 50 | 95 | 7 | 139 | 282 | 6 |
Avg Bars in Losers | 178 | 342 | 9 | 62 | 111 | 9 |
Bars Traded | 22392 | 21463 | 929 | 22392 | 21463 | 929 |
Profit Streak | 0 | 91.489 | 0 | 0.739 | 0 | 18.3223 |
Trades During Streak | 0 | 6 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -423285 | -95706 | -579251 | -583089 | 363130 | -580077 |
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{ "first_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 140, "offset": 0, "std": 1.75478 } } }
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{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22614, "evaluation_days": 1884.5, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1597708800000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759571050521, "expiration_time": 1765426348800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 140, "offset": 0, "std": 1.75478 } } }
# | 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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