Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549358.2092 | 424128.2306 | 125229.9786 | -125391.8677 | 1306487.8857 | -1431879.7534 |
Total P&L (%) | 549.3582 | 424.1282 | 125.23 | -125.3919 | 1306.4879 | -1431.8798 |
Avg Daily Profit (%) | 0.3468 | 0.2678 | 0.0791 | 0 | 0.167 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203448 | -106718 | -128690 | -2943783 | -403690 | -2943783 |
Profit Factor | 1.8883 | 2.259 | 1.4447 | 0.975 | 1.9594 | 0.6086 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 34 | 14 | 20 | 36 | 16 | 20 |
Losing Trades | 26 | 16 | 10 | 24 | 14 | 10 |
Profitability (%) | 56.6667 | 46.6667 | 66.6667 | 60 | 53.3333 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.444 | 2.5817 | 0.7224 | 0.65 | 1.7145 | 0.3043 |
Largest Winning Trade | 376992 | 376992 | 57434 | 864096 | 864096 | 697971 |
Largest Losing Trade | -103364 | -57624 | -103364 | -2943783 | -335215 | -2943783 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 2905 | 1453 | 1452 | 2905 | 1453 | 1452 |
Profit Streak | 41.4767 | 0 | 65.9767 | 0 | 186.9767 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160319 | 401629 | -85420 | -752981 | 475939 | -578665 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1631750400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885988829, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.02573, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "jma", "factors": { "length": 217, "offset": 12 } } }
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{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1631750400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885988829, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.02573, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "jma", "factors": { "length": 217, "offset": 12 } } }
# | 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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