Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568273.7084 | 325894.0028 | 242379.7056 | 2125554.313 | 1459396.0125 | 666158.3005 |
Total P&L (%) | 568.2737 | 325.894 | 242.3797 | 2125.5543 | 1459.396 | 666.1583 |
Avg Daily Profit (%) | 0.3574 | 0.2049 | 0.1524 | 0.1953 | 0.1729 | 0.1281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91903 | -65240 | -65176 | -1894829 | -1391563 | -1251404 |
Profit Factor | 2.0254 | 2.1677 | 1.8809 | 1.2528 | 1.3398 | 1.1619 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 62.7119 | 57.6271 | 67.7966 | 62.7119 | 57.6271 | 67.7966 |
Ratio Avg Win / Avg Loss | 1.2043 | 1.5939 | 0.8934 | 0.7449 | 0.9852 | 0.5519 |
Largest Winning Trade | 114919 | 114919 | 60451 | 1291257 | 1291257 | 675638 |
Largest Losing Trade | -59627 | -33295 | -59627 | -1049653 | -592352 | -1049653 |
Avg Bars in Trades | 75 | 75 | 74 | 75 | 75 | 74 |
Avg Bars in Winners | 66 | 59 | 71 | 66 | 59 | 71 |
Avg Bars in Losers | 89 | 96 | 80 | 89 | 96 | 80 |
Bars Traded | 8858 | 4456 | 4402 | 8858 | 4456 | 4402 |
Profit Streak | 45.937 | 45.937 | 64.7703 | 45.937 | 45.937 | 64.7703 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558027 | -163347 | -165394 | 342222 | -168667 | -239036 |
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{ "first_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.74155 } }, "second_band": { "type": "zlma", "factors": { "length": 233, "offset": 52 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9541, "evaluation_days": 1590.17, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1626004800000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759300155430, "expiration_time": 1763412912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.74155 } }, "second_band": { "type": "zlma", "factors": { "length": 233, "offset": 52 } } }
# | 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) |
---|