Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310689.9189 | 253241.2536 | 57448.6654 | -185486.9907 | 32493.8632 | -217980.8539 |
Total P&L (%) | 310.6899 | 253.2413 | 57.4487 | -185.487 | 32.4939 | -217.9809 |
Avg Daily Profit (%) | 0.1953 | 0.1592 | 0.0361 | 0 | 0.0177 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189841 | -94583 | -128823 | -299528 | -125172 | -121657 |
Profit Factor | 1.4524 | 1.8571 | 1.1468 | 0.7031 | 1.1682 | 0.4948 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 61 | 29 | 32 | 33 | 19 | 14 |
Losing Trades | 33 | 18 | 15 | 61 | 28 | 33 |
Profitability (%) | 64.8936 | 61.7021 | 68.0851 | 35.1064 | 40.4255 | 29.7872 |
Ratio Avg Win / Avg Loss | 0.7858 | 1.1527 | 0.5376 | 1.2996 | 1.7216 | 1.1663 |
Largest Winning Trade | 105811 | 105811 | 42915 | 143951 | 34475 | 143951 |
Largest Losing Trade | -139342 | -43602 | -139342 | -187380 | -21648 | -187380 |
Avg Bars in Trades | 197 | 184 | 211 | 197 | 184 | 211 |
Avg Bars in Winners | 156 | 144 | 166 | 256 | 242 | 276 |
Avg Bars in Losers | 274 | 247 | 307 | 166 | 144 | 184 |
Bars Traded | 18606 | 8654 | 9952 | 18606 | 8654 | 9952 |
Profit Streak | 60.4412 | 88.6079 | 60.4412 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390207 | 440774 | -202770 | -584652 | -210144 | -587745 |
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{ "first_band": { "type": "midprice", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 230, "offset": 212 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19093, "evaluation_days": 1591.08, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625097600000, "last_datapoint_time": 1759399200000, "evaluation_time": 1759401320338, "expiration_time": 1764348105600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 230, "offset": 212 } } }
# | 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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