Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336391.9436 | 274907.6237 | 61484.3199 | 36317.6982 | 57152.6145 | -20834.9163 |
Total P&L (%) | 336.3919 | 274.9076 | 61.4843 | 36.3177 | 57.1526 | -20.8349 |
Avg Daily Profit (%) | 0.2116 | 0.1729 | 0.0387 | 0.0195 | 0.0284 | -0.0147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127789 | -124110 | -66360 | -527623 | -360030 | -204005 |
Profit Factor | 1.4101 | 1.6033 | 1.1686 | 1.0146 | 1.0401 | 0.9804 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 43.2927 | 40.2439 | 46.3415 | 43.2927 | 40.2439 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.847 | 2.3807 | 1.3531 | 1.329 | 1.5444 | 1.1352 |
Largest Winning Trade | 219838 | 219838 | 48810 | 208048 | 208048 | 119452 |
Largest Losing Trade | -45061 | -45061 | -41009 | -115871 | -115871 | -100405 |
Avg Bars in Trades | 37 | 49 | 24 | 37 | 49 | 24 |
Avg Bars in Winners | 48 | 65 | 33 | 48 | 65 | 33 |
Avg Bars in Losers | 28 | 39 | 16 | 28 | 39 | 16 |
Bars Traded | 6076 | 4065 | 2011 | 6076 | 4065 | 2011 |
Profit Streak | 27.5205 | 28.2705 | 0 | 27.5205 | 28.2705 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301666 | 97657 | -182453 | -375048 | -338721 | -584714 |
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{ "first_band": { "type": "pwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 98, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6359, "evaluation_days": 1589.75, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624017600000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759278569664, "expiration_time": 1763375832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 98, "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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