Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246980.6561 | 264577.6737 | -17597.0176 | -83011.771 | -87368.826 | 4357.055 |
Total P&L (%) | 246.9807 | 264.5777 | -17.597 | -83.0118 | -87.3688 | 4.3571 |
Avg Daily Profit (%) | 0.1556 | 0.1666 | -0.0111 | -0.1116 | -0.1302 | 0.0027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225882 | -170539 | -140636 | -516577 | -435556 | -143064 |
Profit Factor | 1.3908 | 1.6558 | 0.923 | 0.8998 | 0.8522 | 1.0184 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50 | 47.2222 | 52.7778 | 50 | 47.2222 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.3908 | 1.8505 | 0.8259 | 0.8998 | 0.9524 | 0.9112 |
Largest Winning Trade | 345321 | 345321 | 32421 | 345321 | 345321 | 82200 |
Largest Losing Trade | -73291 | -52763 | -73291 | -117359 | -117359 | -75852 |
Avg Bars in Trades | 63 | 73 | 53 | 63 | 73 | 53 |
Avg Bars in Winners | 66 | 74 | 60 | 66 | 74 | 60 |
Avg Bars in Losers | 59 | 72 | 45 | 59 | 72 | 45 |
Bars Traded | 4559 | 2651 | 1908 | 4559 | 2651 | 1908 |
Profit Streak | 0 | 51.7557 | 0 | 0 | 51.7557 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75897 | 373583 | -580420 | -664555 | -580872 | -556642 |
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{ "first_band": { "type": "dema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 115, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4763, "evaluation_days": 1587.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625443200000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759054092145, "expiration_time": 1763161632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 115, "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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