Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251650.2644 | 178095.5719 | 73554.6925 | -216339.3873 | 85988.4425 | -302327.8298 |
Total P&L (%) | 251.6503 | 178.0956 | 73.5547 | -216.3394 | 85.9884 | -302.3278 |
Avg Daily Profit (%) | 0.1585 | 0.1122 | 0.0463 | 0 | 0.0391 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136152 | -120855 | -136152 | -499758 | -147785 | -432538 |
Profit Factor | 1.3792 | 1.5649 | 1.2111 | 0.7932 | 1.1996 | 0.5087 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 60 | 29 | 31 | 34 | 18 | 16 |
Losing Trades | 34 | 18 | 16 | 60 | 29 | 31 |
Profitability (%) | 63.8298 | 61.7021 | 65.9574 | 36.1702 | 38.2979 | 34.0426 |
Ratio Avg Win / Avg Loss | 0.7815 | 0.9713 | 0.6251 | 1.3998 | 1.9327 | 0.9855 |
Largest Winning Trade | 62833 | 62833 | 39638 | 162525 | 149386 | 162525 |
Largest Losing Trade | -136152 | -66050 | -136152 | -180105 | -67375 | -180105 |
Avg Bars in Trades | 201 | 239 | 163 | 201 | 239 | 163 |
Avg Bars in Winners | 125 | 142 | 109 | 309 | 370 | 240 |
Avg Bars in Losers | 334 | 395 | 267 | 139 | 157 | 123 |
Bars Traded | 18910 | 11242 | 7668 | 18910 | 11242 | 7668 |
Profit Streak | 77.331 | 77.331 | 109.2477 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358369 | -40649 | -129660 | -584238 | -145006 | -586902 |
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{ "first_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 3.05795 } }, "second_band": { "type": "rma", "factors": { "length": 89, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19053, "evaluation_days": 1587.75, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622556000000, "last_datapoint_time": 1759111200000, "evaluation_time": 1759118199514, "expiration_time": 1764049737600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 3.05795 } }, "second_band": { "type": "rma", "factors": { "length": 89, "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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