Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226190.6659 | 263029.2262 | -36838.5603 | -84592.4061 | 126846.7102 | -211439.1163 |
Total P&L (%) | 226.1907 | 263.0292 | -36.8386 | -84.5924 | 126.8467 | -211.4391 |
Avg Daily Profit (%) | 0.1426 | 0.1659 | -0.0232 | -0.1179 | 0.0517 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234281 | -119595 | -180781 | -244610 | -132089 | -252452 |
Profit Factor | 1.1042 | 1.2544 | 0.9676 | 0.9546 | 1.1481 | 0.7898 |
Total Trades | 622 | 311 | 311 | 622 | 311 | 311 |
Winning Trades | 316 | 157 | 159 | 316 | 157 | 159 |
Losing Trades | 306 | 154 | 152 | 306 | 154 | 152 |
Profitability (%) | 50.8039 | 50.4823 | 51.1254 | 50.8039 | 50.4823 | 51.1254 |
Ratio Avg Win / Avg Loss | 1.0693 | 1.2304 | 0.925 | 0.9244 | 1.1262 | 0.755 |
Largest Winning Trade | 119596 | 119596 | 52980 | 86589 | 86589 | 50018 |
Largest Losing Trade | -51945 | -45381 | -51945 | -80686 | -46463 | -80686 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 4651 | 2327 | 2324 | 4651 | 2327 | 2324 |
Profit Streak | 0 | 0 | 15.3234 | 0 | 0 | 15.3234 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104859 | 307641 | -578211 | -577146 | -180112 | -578211 |
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{ "first_band": { "type": "wma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.43375, "nc": 0.78991 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4757, "evaluation_days": 1585.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624665600000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758901542369, "expiration_time": 1762983648000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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