Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484707.0239 | 327057.4401 | 157649.5838 | 436390.2444 | 201395.837 | 234994.4074 |
Total P&L (%) | 484.707 | 327.0574 | 157.6496 | 436.3902 | 201.3958 | 234.9944 |
Avg Daily Profit (%) | 0.3061 | 0.2065 | 0.0996 | 0.1061 | 0.0697 | 0.0764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99226 | -114028 | -30680 | -451339 | -311236 | -165640 |
Profit Factor | 2.1866 | 2.2587 | 2.0605 | 1.3863 | 1.2983 | 1.5172 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 65.5172 | 65.5172 | 65.5172 | 65.5172 | 65.5172 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.1508 | 1.1888 | 1.0845 | 0.7296 | 0.6833 | 0.7985 |
Largest Winning Trade | 280080 | 280080 | 38110 | 110564 | 110564 | 89478 |
Largest Losing Trade | -61836 | -61836 | -41368 | -145565 | -145565 | -141340 |
Avg Bars in Trades | 155 | 204 | 106 | 155 | 204 | 106 |
Avg Bars in Winners | 109 | 154 | 64 | 109 | 154 | 64 |
Avg Bars in Losers | 244 | 300 | 187 | 244 | 300 | 187 |
Bars Traded | 9036 | 5937 | 3099 | 9036 | 5937 | 3099 |
Profit Streak | 104.9892 | 177.8225 | 104.9892 | 104.9892 | 177.8225 | 104.9892 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164556 | 510402 | -54738 | -228487 | -98159 | -88711 |
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{ "first_band": { "type": "wma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 244, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9501, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1625414400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758887067815, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 244, "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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