Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168530.009 | 247591.1261 | -79061.1171 | -106716.1181 | 113451.7156 | -220167.8337 |
Total P&L (%) | 168.53 | 247.5911 | -79.0611 | -106.7161 | 113.4517 | -220.1678 |
Avg Daily Profit (%) | 0.1061 | 0.1559 | -0.0498 | 0 | 0.0478 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260486 | -158547 | -184378 | -230477 | -22720 | -237246 |
Profit Factor | 1.1356 | 1.3742 | 0.8641 | 0.7067 | 2.4764 | 0.2328 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 101 | 48 | 53 | 84 | 46 | 38 |
Losing Trades | 85 | 45 | 40 | 102 | 47 | 55 |
Profitability (%) | 54.3011 | 51.6129 | 56.9892 | 45.1613 | 49.4624 | 40.8602 |
Ratio Avg Win / Avg Loss | 0.9557 | 1.2883 | 0.6521 | 0.8581 | 2.5302 | 0.337 |
Largest Winning Trade | 203475 | 203475 | 29778 | 81184 | 81184 | 12129 |
Largest Losing Trade | -127574 | -53217 | -127574 | -230295 | -11355 | -230295 |
Avg Bars in Trades | 16 | 19 | 13 | 16 | 19 | 13 |
Avg Bars in Winners | 16 | 17 | 15 | 17 | 21 | 11 |
Avg Bars in Losers | 16 | 21 | 11 | 15 | 16 | 14 |
Bars Traded | 3052 | 1805 | 1247 | 3052 | 1805 | 1247 |
Profit Streak | 14.6537 | 38.6537 | 14.6537 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121089 | 338161 | -579310 | -581407 | -124643 | -584360 |
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{ "first_band": { "type": "linreg", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3176, "evaluation_days": 1588, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626350400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759074080413, "expiration_time": 1763176896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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