Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946885.5277 | 1062919.423 | -116033.8953 | -59158.4512 | 115583.7874 | -174742.2386 |
Total P&L (%) | 946.8855 | 1062.9194 | -116.0339 | -59.1585 | 115.5838 | -174.7422 |
Avg Daily Profit (%) | 0.5007 | 0.5621 | -0.0614 | -0.0473 | 0.0406 | 0 |
Buy And Hold Return (%) | 192.4776 | 192.4776 | 192.4776 | 192.4776 | 192.4776 | 192.4776 |
Max Trade Drawdown | -169038 | -166500 | -104278 | -887119 | -938395 | -377005 |
Profit Factor | 2.0417 | 2.7907 | 0.6321 | 0.9763 | 1.0675 | 0.7769 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Profitability (%) | 40.8163 | 32.8767 | 48.6486 | 40.8163 | 32.8767 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.9605 | 5.6976 | 0.6672 | 1.4156 | 2.1796 | 0.8201 |
Largest Winning Trade | 791085 | 791085 | 26084 | 758666 | 758666 | 123344 |
Largest Losing Trade | -36519 | -33624 | -36519 | -264890 | -264890 | -238943 |
Avg Bars in Trades | 150 | 261 | 42 | 150 | 261 | 42 |
Avg Bars in Winners | 172 | 380 | 34 | 172 | 380 | 34 |
Avg Bars in Losers | 136 | 203 | 49 | 136 | 203 | 49 |
Bars Traded | 22193 | 19081 | 3112 | 22193 | 19081 | 3112 |
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 | 356450 | -63143 | -645761 | -582293 | -528139 | -645761 |
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{ "first_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.66863 } } }
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{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22692, "evaluation_days": 1891, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1597413600000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760131674031, "expiration_time": 1766008166400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.66863 } } }
# | 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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