Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185535.4532 | 101046.047 | 84489.4062 | 46646.2126 | -23242.2314 | 69888.4441 |
Total P&L (%) | 185.5355 | 101.046 | 84.4894 | 46.6462 | -23.2422 | 69.8884 |
Avg Daily Profit (%) | 0.1781 | 0.097 | 0.0811 | 0.0368 | -0.0254 | 0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124645 | -73717 | -105928 | -153333 | -120274 | -64879 |
Profit Factor | 1.2049 | 1.2117 | 1.1973 | 1.0563 | 0.9522 | 1.2038 |
Total Trades | 585 | 293 | 292 | 585 | 293 | 292 |
Winning Trades | 452 | 224 | 228 | 452 | 224 | 228 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 77.265 | 76.4505 | 78.0822 | 77.265 | 76.4505 | 78.0822 |
Ratio Avg Win / Avg Loss | 0.3545 | 0.3733 | 0.3361 | 0.3108 | 0.2933 | 0.3379 |
Largest Winning Trade | 29716 | 29716 | 12552 | 22196 | 16686 | 22196 |
Largest Losing Trade | -62360 | -43309 | -62360 | -102330 | -102330 | -32406 |
Avg Bars in Trades | 42 | 45 | 39 | 42 | 45 | 39 |
Avg Bars in Winners | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Losers | 111 | 124 | 97 | 111 | 124 | 97 |
Bars Traded | 24733 | 13336 | 11397 | 24733 | 13336 | 11397 |
Profit Streak | 9.9753 | 9.9753 | 19.8503 | 9.9753 | 9.9753 | 19.8503 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504682 | -59601 | -83623 | -296967 | -574789 | -120883 |
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{ "first_band": { "type": "fwma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669615200000, "first_datapoint_time": 1670122800000, "last_datapoint_time": 1759615200000, "evaluation_time": 1759616663132, "expiration_time": 1766095200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "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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