Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851677.0534 | 1012063.115 | -160386.0616 | -955751.1284 | 2398136.5924 | -3353887.7208 |
Total P&L (%) | 851.6771 | 1012.0631 | -160.3861 | -955.7511 | 2398.1366 | -3353.8877 |
Avg Daily Profit (%) | 0.4518 | 0.5369 | -0.0851 | 0 | 0.1709 | 0 |
Buy And Hold Return (%) | 352.2871 | 352.2871 | 352.2871 | 352.2871 | 352.2871 | 352.2871 |
Max Trade Drawdown | -250941 | -92709 | -248337 | -5020400 | -419403 | -4738805 |
Profit Factor | 2.4784 | 7.3644 | 0.6154 | 0.8756 | 2.8329 | 0.4738 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 15 | 15 | 30 | 17 | 13 |
Losing Trades | 31 | 15 | 16 | 31 | 13 | 18 |
Profitability (%) | 49.1803 | 50 | 48.3871 | 49.1803 | 56.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.561 | 7.3644 | 0.6565 | 0.9048 | 2.1664 | 0.656 |
Largest Winning Trade | 1036087 | 1036087 | 65739 | 828448 | 828448 | 567697 |
Largest Losing Trade | -223118 | -23807 | -223118 | -2793075 | -387437 | -2793075 |
Avg Bars in Trades | 118 | 116 | 120 | 118 | 116 | 120 |
Avg Bars in Winners | 177 | 153 | 202 | 96 | 130 | 51 |
Avg Bars in Losers | 60 | 80 | 43 | 139 | 98 | 169 |
Bars Traded | 7228 | 3503 | 3725 | 7228 | 3503 | 3725 |
Profit Streak | 16.3926 | 0 | 75.1426 | 0 | 75.3926 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154935 | 582260 | -580887 | -747096 | 519929 | -583954 |
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{ "first_band": { "type": "dcl", "factors": { "length": 8, "offset": 232 } }, "second_band": { "type": "tema", "factors": { "length": 191, "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": [ [ 851677.0533889254, 1012063.1150229278, -160386.061634003, -955751.1284290549, 2398136.592417332, -3353887.7208463857 ], [ 851.677053, 1012.063115, -160.386062, -955.751128, 2398.136592, -3353.887721 ], [ 0.451818, 0.536904, -0.085085, 0, 0.170869, 0 ], [ 352.287066, 352.287066, 352.287066, 352.287066, 352.287066, 352.287066 ], [ -250941, -92709, -248337, -5020400, -419403, -4738805 ], [ 2.478412, 7.364438, 0.615434, 0.87558, 2.832944, 0.47376 ], [ 61, 30, 31, 61, 30, 31 ], [ 30, 15, 15, 30, 17, 13 ], [ 31, 15, 16, 31, 13, 18 ], [ 49.180328, 50, 48.387097, 49.180328, 56.666667, 41.935484 ], [ 2.561026, 7.364438, 0.656463, 0.904766, 2.166369, 0.655976 ], [ 1036087, 1036087, 65739, 828448, 828448, 567697 ], [ -223118, -23807, -223118, -2793075, -387437, -2793075 ], [ 118, 116, 120, 118, 116, 120 ], [ 177, 153, 202, 96, 130, 51 ], [ 60, 80, 43, 139, 98, 169 ], [ 7228, 3503, 3725, 7228, 3503, 3725 ], [ 16.392639, 0, 75.142639, 0, 75.392639, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -154935, 582260, -580887, -747096, 519929, -583954 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7540, "evaluation_days": 1885, "actual_first_datapoint_time": 1596693600000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759548323994, "expiration_time": 1764421920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 8, "offset": 232 } }, "second_band": { "type": "tema", "factors": { "length": 191, "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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