Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592851.0234 | 392288.4633 | 200562.5601 | 792884.4499 | -43633.7868 | 836518.2367 |
Total P&L (%) | 592.851 | 392.2885 | 200.5626 | 792.8845 | -43.6338 | 836.5182 |
Avg Daily Profit (%) | 0.3733 | 0.247 | 0.1263 | 0.1379 | -0.0361 | 0.1409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128765 | -76555 | -91209 | -3515909 | -3105455 | -1718270 |
Profit Factor | 1.7324 | 1.8312 | 1.5944 | 1.0524 | 0.9951 | 1.1339 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 55.2239 | 50.7463 | 59.7015 | 55.2239 | 50.7463 | 59.7015 |
Ratio Avg Win / Avg Loss | 1.4047 | 1.7773 | 1.0762 | 0.8533 | 0.9658 | 0.7654 |
Largest Winning Trade | 124170 | 124170 | 40610 | 1243640 | 1243640 | 903572 |
Largest Losing Trade | -54518 | -54518 | -40842 | -1898558 | -1898558 | -1117293 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 4735 | 2385 | 2350 | 4735 | 2385 | 2350 |
Profit Streak | 31.3626 | 31.3626 | 43.3626 | 31.3626 | 31.3626 | 43.3626 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494018 | -104546 | -137429 | -171008 | -696821 | -194211 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.03953, "nb": 0.1, "nc": 0.17689 } }, "second_band": { "type": "dcu", "factors": { "length": 4, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4765, "evaluation_days": 1588.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1621987200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759106530544, "expiration_time": 1763220960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.03953, "nb": 0.1, "nc": 0.17689 } }, "second_band": { "type": "dcu", "factors": { "length": 4, "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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