Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293326.3075 | 208452.2964 | 84874.0111 | 20833.3883 | -184150.4772 | 204983.8655 |
Total P&L (%) | 293.3263 | 208.4523 | 84.874 | 20.8334 | -184.1505 | 204.9839 |
Avg Daily Profit (%) | 0.1852 | 0.1316 | 0.0536 | 0.0119 | 0 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154692 | -87595 | -67097 | -562390 | -513590 | -50800 |
Profit Factor | 1.7572 | 1.8947 | 1.5497 | 1.0215 | 0.7705 | 2.2241 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 19 | 7 | 12 | 19 | 7 | 12 |
Profitability (%) | 80.8081 | 85.7143 | 76 | 80.8081 | 85.7143 | 76 |
Ratio Avg Win / Avg Loss | 0.4173 | 0.3158 | 0.4894 | 0.2426 | 0.1284 | 0.7024 |
Largest Winning Trade | 43312 | 43312 | 24621 | 83607 | 83607 | 40847 |
Largest Losing Trade | -87595 | -87595 | -67097 | -513590 | -513590 | -48800 |
Avg Bars in Trades | 28 | 46 | 10 | 28 | 46 | 10 |
Avg Bars in Winners | 8 | 11 | 6 | 8 | 11 | 6 |
Avg Bars in Losers | 110 | 256 | 24 | 110 | 256 | 24 |
Bars Traded | 2806 | 2278 | 528 | 2806 | 2278 | 528 |
Profit Streak | 129.4767 | 129.4767 | 290.9767 | 129.4767 | 129.4767 | 290.9767 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510697 | -11413 | -296479 | -375632 | -575669 | -272514 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 137, "offset": 0, "scalar": 2 } } }
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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": 1627776000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885986693, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 137, "offset": 0, "scalar": 2 } } }
# | 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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