Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214518.7185 | 135424.7918 | 79093.9267 | 88021.0987 | 2932.2299 | 85088.8688 |
Total P&L (%) | 214.5187 | 135.4248 | 79.0939 | 88.0211 | 2.9322 | 85.0889 |
Avg Daily Profit (%) | 0.2059 | 0.13 | 0.0759 | 0.0606 | 0.0028 | 0.0591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195253 | -80452 | -143993 | -173101 | -113273 | -92750 |
Profit Factor | 1.2274 | 1.2955 | 1.1631 | 1.0972 | 1.0061 | 1.2001 |
Total Trades | 789 | 394 | 395 | 789 | 394 | 395 |
Winning Trades | 536 | 270 | 266 | 536 | 270 | 266 |
Losing Trades | 253 | 124 | 129 | 253 | 124 | 129 |
Profitability (%) | 67.9341 | 68.5279 | 67.3418 | 67.9341 | 68.5279 | 67.3418 |
Ratio Avg Win / Avg Loss | 0.5794 | 0.595 | 0.5641 | 0.5179 | 0.4621 | 0.582 |
Largest Winning Trade | 28175 | 28175 | 20277 | 50517 | 42352 | 50517 |
Largest Losing Trade | -64370 | -35834 | -64370 | -107380 | -107380 | -45631 |
Avg Bars in Trades | 31 | 30 | 31 | 31 | 30 | 31 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 58 | 61 | 55 | 58 | 61 | 55 |
Bars Traded | 24470 | 12148 | 12322 | 24470 | 12148 | 12322 |
Profit Streak | 6.0233 | 6.8149 | 6.0233 | 6.0233 | 6.8149 | 6.0233 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492394 | -16481 | -129899 | -219162 | -565767 | -111717 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 165, "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": 1670335200000, "first_datapoint_time": 1670925600000, "last_datapoint_time": 1760335200000, "evaluation_time": 1760337209829, "expiration_time": 1766815200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 165, "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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