Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248121.0958 | 121145.4577 | 126975.6382 | -162432.9363 | -189061.4618 | 26628.5255 |
Total P&L (%) | 248.1211 | 121.1455 | 126.9756 | -162.4329 | -189.0615 | 26.6285 |
Avg Daily Profit (%) | 0.1566 | 0.0765 | 0.0802 | 0 | 0 | 0.0149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124533 | -96328 | -121375 | -663671 | -536039 | -475257 |
Profit Factor | 1.3887 | 1.3883 | 1.3891 | 0.885 | 0.7353 | 1.0381 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 116 | 57 | 59 | 50 | 25 | 25 |
Losing Trades | 34 | 18 | 16 | 100 | 50 | 50 |
Profitability (%) | 77.3333 | 76 | 78.6667 | 33.3333 | 33.3333 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.407 | 0.4384 | 0.3767 | 1.7701 | 1.4705 | 2.0762 |
Largest Winning Trade | 43312 | 43312 | 33136 | 109685 | 88863 | 109685 |
Largest Losing Trade | -111334 | -47204 | -111334 | -355017 | -199911 | -355017 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 12 | 9 | 14 | 37 | 34 | 39 |
Avg Bars in Losers | 45 | 47 | 43 | 10 | 10 | 11 |
Bars Traded | 2951 | 1375 | 1576 | 2951 | 1375 | 1576 |
Profit Streak | 49.4727 | 49.4727 | 64.4727 | 0 | 0 | 0 |
Trades During Streak | 15 | 7 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463543 | -143304 | -138016 | -583417 | -642273 | -417000 |
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{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 167, "offset": 0 } } }
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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": 1629072000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758972043284, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 167, "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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