Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329326.3254 | 205265.3057 | 124061.0197 | 349339.9361 | 61353.1827 | 287986.7534 |
Total P&L (%) | 329.3263 | 205.2653 | 124.061 | 349.3399 | 61.3532 | 287.9868 |
Avg Daily Profit (%) | 0.3162 | 0.1971 | 0.1191 | 0.1444 | 0.0459 | 0.1302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73655 | -63020 | -61475 | -285625 | -273651 | -113542 |
Profit Factor | 1.4506 | 1.5738 | 1.3325 | 1.2237 | 1.0686 | 1.4319 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 177 | 87 | 90 | 177 | 87 | 90 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 71.6599 | 70.7317 | 72.5806 | 71.6599 | 70.7317 | 72.5806 |
Ratio Avg Win / Avg Loss | 0.5737 | 0.6512 | 0.5034 | 0.484 | 0.4422 | 0.5409 |
Largest Winning Trade | 32743 | 32743 | 27339 | 87206 | 77068 | 87206 |
Largest Losing Trade | -60913 | -50694 | -60913 | -245736 | -245736 | -113542 |
Avg Bars in Trades | 100 | 100 | 100 | 100 | 100 | 100 |
Avg Bars in Winners | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Losers | 193 | 198 | 189 | 193 | 198 | 189 |
Bars Traded | 24774 | 12373 | 12401 | 24774 | 12373 | 12401 |
Profit Streak | 11.124 | 52.4573 | 11.124 | 11.124 | 52.4573 | 11.124 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473198 | 423766 | -31766 | 101488 | -274805 | -16301 |
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{ "first_band": { "type": "ema", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 124, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669172400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758887914610, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 124, "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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