Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527698.8408 | 309374.8684 | 218323.9724 | 2102374.865 | 486515.1406 | 1615859.7244 |
Total P&L (%) | 527.6988 | 309.3749 | 218.324 | 2102.3749 | 486.5151 | 1615.8597 |
Avg Daily Profit (%) | 0.3316 | 0.1944 | 0.1372 | 0.1945 | 0.1112 | 0.1788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92374 | -86016 | -9010 | -1163798 | -1163798 | -22779 |
Profit Factor | 3.188 | 2.475 | 7.9476 | 2.0645 | 1.252 | 37.2381 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 7 | 4 | 3 | 7 | 4 | 3 |
Profitability (%) | 88.3333 | 86.6667 | 90 | 88.3333 | 86.6667 | 90 |
Ratio Avg Win / Avg Loss | 0.4211 | 0.3808 | 0.8831 | 0.2727 | 0.1926 | 4.1376 |
Largest Winning Trade | 38614 | 38614 | 24141 | 462704 | 462704 | 294886 |
Largest Losing Trade | -86016 | -86016 | -16055 | -1163798 | -1163798 | -22779 |
Avg Bars in Trades | 69 | 124 | 15 | 69 | 124 | 15 |
Avg Bars in Winners | 24 | 38 | 11 | 24 | 38 | 11 |
Avg Bars in Losers | 410 | 684 | 45 | 410 | 684 | 45 |
Bars Traded | 4187 | 3731 | 456 | 4187 | 3731 | 456 |
Profit Streak | 132.1137 | 132.1137 | 910.447 | 132.1137 | 132.1137 | 910.447 |
Trades During Streak | 3 | 1 | 19 | 3 | 1 | 19 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154971 | 524528 | 89377 | -158312 | -41320 | 827826 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4774, "evaluation_days": 1591.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628352000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759373021821, "expiration_time": 1763487936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 225, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4774, "evaluation_days": 1591.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628352000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759373021821, "expiration_time": 1763487936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 225, "offset": 0, "scalar": 4 } } }
# | 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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