Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623843.9509 | 431008.8442 | 192835.1068 | 250392.6271 | 290022.0164 | -39629.3893 |
Total P&L (%) | 623.844 | 431.0088 | 192.8351 | 250.3926 | 290.022 | -39.6294 |
Avg Daily Profit (%) | 0.3929 | 0.2714 | 0.1214 | 0.079 | 0.0858 | -0.0318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112956 | -79741 | -156791 | -626125 | -470846 | -331098 |
Profit Factor | 1.606 | 1.9177 | 1.3445 | 1.1007 | 1.2322 | 0.968 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 136 | 71 | 65 | 136 | 71 | 65 |
Losing Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Profitability (%) | 53.125 | 55.4688 | 50.7813 | 53.125 | 55.4688 | 50.7813 |
Ratio Avg Win / Avg Loss | 1.417 | 1.5395 | 1.3031 | 0.9712 | 0.9892 | 0.9382 |
Largest Winning Trade | 137933 | 137933 | 42887 | 268593 | 268593 | 106762 |
Largest Losing Trade | -90733 | -38735 | -90733 | -162717 | -149784 | -162717 |
Avg Bars in Trades | 36 | 37 | 36 | 36 | 37 | 36 |
Avg Bars in Winners | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 9414 | 4794 | 4620 | 9414 | 4794 | 4620 |
Profit Streak | 11.103 | 0 | 15.9363 | 11.103 | 0 | 15.9363 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503961 | 445230 | -30057 | -196564 | -79971 | -580312 |
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{ "first_band": { "type": "alma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 107, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9527, "evaluation_days": 1587.83, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623441600000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759098499506, "expiration_time": 1763205264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 107, "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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