Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269409.9349 | 161381.171 | 108028.7638 | 174675.2125 | 20710.09 | 153965.1226 |
Total P&L (%) | 269.4099 | 161.3812 | 108.0288 | 174.6752 | 20.7101 | 153.9651 |
Avg Daily Profit (%) | 0.2586 | 0.1549 | 0.1037 | 0.097 | 0.0181 | 0.0895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84727 | -62553 | -83633 | -387316 | -319546 | -182311 |
Profit Factor | 1.3863 | 1.5207 | 1.2788 | 1.1007 | 1.0241 | 1.1761 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 344 | 169 | 175 | 344 | 169 | 175 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 83.9024 | 82.439 | 85.3659 | 83.9024 | 82.439 | 85.3659 |
Ratio Avg Win / Avg Loss | 0.266 | 0.3239 | 0.2192 | 0.2112 | 0.2181 | 0.2016 |
Largest Winning Trade | 28280 | 28280 | 18750 | 71798 | 41365 | 71798 |
Largest Losing Trade | -69450 | -45058 | -69450 | -259556 | -259556 | -182311 |
Avg Bars in Trades | 59 | 54 | 63 | 59 | 54 | 63 |
Avg Bars in Winners | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Losers | 207 | 181 | 237 | 207 | 181 | 237 |
Bars Traded | 24303 | 11228 | 13075 | 24303 | 11228 | 13075 |
Profit Streak | 4.6079 | 4.6079 | 18.3163 | 4.6079 | 4.6079 | 18.3163 |
Trades During Streak | 10 | 5 | 8 | 10 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534483 | 466357 | -49370 | -167088 | -364899 | -95094 |
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{ "first_band": { "type": "fwma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 183, "offset": 0, "a": 0.77232 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669507200000, "first_datapoint_time": 1670400000000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759509324212, "expiration_time": 1765987200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 183, "offset": 0, "a": 0.77232 } } }
# | 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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