Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247905.4718 | 202896.1244 | 45009.3474 | -158536.594 | 35856.2351 | -194392.8291 |
Total P&L (%) | 247.9055 | 202.8961 | 45.0093 | -158.5366 | 35.8562 | -194.3928 |
Avg Daily Profit (%) | 0.1566 | 0.1282 | 0.0284 | 0 | 0.0194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190891 | -89703 | -159156 | -220020 | -59336 | -234879 |
Profit Factor | 1.4028 | 1.7954 | 1.1249 | 0.6072 | 1.3641 | 0.363 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 56 | 26 | 30 | 29 | 17 | 12 |
Losing Trades | 28 | 16 | 12 | 55 | 25 | 30 |
Profitability (%) | 66.6667 | 61.9048 | 71.4286 | 34.5238 | 40.4762 | 28.5714 |
Ratio Avg Win / Avg Loss | 0.7014 | 1.1049 | 0.45 | 1.1516 | 2.0061 | 0.9074 |
Largest Winning Trade | 55611 | 55611 | 51439 | 80600 | 30415 | 80600 |
Largest Losing Trade | -132596 | -41344 | -132596 | -174943 | -12654 | -174943 |
Avg Bars in Trades | 219 | 192 | 247 | 219 | 192 | 247 |
Avg Bars in Winners | 187 | 172 | 200 | 255 | 214 | 312 |
Avg Bars in Losers | 284 | 224 | 364 | 201 | 177 | 221 |
Bars Traded | 18460 | 8076 | 10383 | 18460 | 8076 | 10383 |
Profit Streak | 52.9209 | 80.9209 | 52.9209 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373208 | -17093 | -238109 | -584905 | -171662 | -594808 |
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{ "first_band": { "type": "midprice", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 106, "offset": 183, "a": 0.77942 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18999, "evaluation_days": 1583.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623996000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758931567262, "expiration_time": 1763646940800, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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