Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249695.4309 | 145206.1783 | 104489.2526 | 186205.8637 | -50673.4274 | 236879.291 |
Total P&L (%) | 249.6954 | 145.2062 | 104.4893 | 186.2059 | -50.6734 | 236.8793 |
Avg Daily Profit (%) | 0.2397 | 0.1394 | 0.1003 | 0.101 | -0.0678 | 0.1167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122369 | -76059 | -104896 | -680693 | -424358 | -348250 |
Profit Factor | 1.2802 | 1.3312 | 1.2309 | 1.1007 | 0.9507 | 1.2885 |
Total Trades | 801 | 400 | 401 | 801 | 400 | 401 |
Winning Trades | 623 | 313 | 310 | 623 | 313 | 310 |
Losing Trades | 178 | 87 | 91 | 178 | 87 | 91 |
Profitability (%) | 77.7778 | 78.25 | 77.3067 | 77.7778 | 78.25 | 77.3067 |
Ratio Avg Win / Avg Loss | 0.3658 | 0.37 | 0.3613 | 0.3145 | 0.2643 | 0.3782 |
Largest Winning Trade | 26204 | 26204 | 14569 | 85675 | 48733 | 85675 |
Largest Losing Trade | -56598 | -41508 | -56598 | -378553 | -378553 | -176650 |
Avg Bars in Trades | 30 | 29 | 32 | 30 | 29 | 32 |
Avg Bars in Winners | 14 | 13 | 16 | 14 | 13 | 16 |
Avg Bars in Losers | 87 | 89 | 86 | 87 | 89 | 86 |
Bars Traded | 24742 | 11897 | 12845 | 24742 | 11897 | 12845 |
Profit Streak | 6.8816 | 6.8816 | 11.2566 | 6.8816 | 6.8816 | 11.2566 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 577062 | -2165 | -54405 | -159793 | -574617 | -32244 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.67543, "nb": 0.1, "nc": 0.79164 } }, "second_band": { "type": "t3", "factors": { "length": 144, "offset": 0, "a": 0.65013 } } }
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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": 1669244400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758892169154, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.67543, "nb": 0.1, "nc": 0.79164 } }, "second_band": { "type": "t3", "factors": { "length": 144, "offset": 0, "a": 0.65013 } } }
# | 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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