Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1392708.3128 | 1342039.2032 | 50669.1096 | 1326518.7018 | 1159304.7919 | 167213.9099 |
Total P&L (%) | 1392.7083 | 1342.0392 | 50.6691 | 1326.5187 | 1159.3048 | 167.2139 |
Avg Daily Profit (%) | 0.7429 | 0.7159 | 0.027 | 0.1419 | 0.1352 | 0.0524 |
Buy And Hold Return (%) | 240.1719 | 240.1719 | 240.1719 | 240.1719 | 240.1719 | 240.1719 |
Max Trade Drawdown | -147051 | -103625 | -92692 | -1917853 | -1250831 | -1258587 |
Profit Factor | 3.6392 | 5.9698 | 1.1966 | 1.2025 | 1.3543 | 1.051 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 37.0787 | 34.0909 | 40 | 37.0787 | 34.0909 | 40 |
Ratio Avg Win / Avg Loss | 6.1756 | 11.5417 | 1.795 | 2.0406 | 2.6184 | 1.5765 |
Largest Winning Trade | 1027560 | 1027560 | 57692 | 1718033 | 1718033 | 812304 |
Largest Losing Trade | -34530 | -34530 | -34071 | -490504 | -450659 | -490504 |
Avg Bars in Trades | 245 | 205 | 285 | 245 | 205 | 285 |
Avg Bars in Winners | 428 | 373 | 475 | 428 | 373 | 475 |
Avg Bars in Losers | 137 | 118 | 158 | 137 | 118 | 158 |
Bars Traded | 21865 | 9025 | 12840 | 21865 | 9025 | 12840 |
Profit Streak | 44.0955 | 44.0955 | 44.2621 | 44.0955 | 44.0955 | 44.2621 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551062 | 519734 | -328491 | -6981 | -17644 | -454811 |
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{ "first_band": { "type": "rma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } } }
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{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22497, "evaluation_days": 1874.75, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1598356800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758961048903, "expiration_time": 1764553622400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 113, "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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