Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286287.5795 | 175046.3841 | 111241.1954 | 295254.3671 | 130058.1765 | 165196.1906 |
Total P&L (%) | 286.2876 | 175.0464 | 111.2412 | 295.2544 | 130.0582 | 165.1962 |
Avg Daily Profit (%) | 0.2748 | 0.168 | 0.1068 | 0.132 | 0.08 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93873 | -73375 | -80187 | -137423 | -141719 | -90098 |
Profit Factor | 1.3795 | 1.4676 | 1.2927 | 1.2864 | 1.2425 | 1.3338 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 224 | 110 | 114 | 224 | 110 | 114 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 72.4919 | 71.4286 | 73.5484 | 72.4919 | 71.4286 | 73.5484 |
Ratio Avg Win / Avg Loss | 0.5235 | 0.587 | 0.4649 | 0.4881 | 0.497 | 0.4797 |
Largest Winning Trade | 43912 | 43912 | 28615 | 69972 | 45112 | 69972 |
Largest Losing Trade | -58715 | -33044 | -58715 | -103922 | -103922 | -58923 |
Avg Bars in Trades | 79 | 84 | 73 | 79 | 84 | 73 |
Avg Bars in Winners | 49 | 53 | 46 | 49 | 53 | 46 |
Avg Bars in Losers | 156 | 164 | 148 | 156 | 164 | 148 |
Bars Traded | 24465 | 13076 | 11389 | 24465 | 13076 | 11389 |
Profit Streak | 24.8853 | 63.927 | 24.8853 | 24.8853 | 63.927 | 24.8853 |
Trades During Streak | 10 | 12 | 5 | 10 | 12 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482249 | 414364 | -47192 | -12206 | -83332 | -64432 |
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{ "first_band": { "type": "sma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 155, "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": 1670065200000, "first_datapoint_time": 1670619600000, "last_datapoint_time": 1760065200000, "evaluation_time": 1760066090810, "expiration_time": 1766545200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 155, "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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