Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430943.5974 | 297568.001 | 133375.5964 | 178151.2807 | -109949.5879 | 288100.8685 |
Total P&L (%) | 430.9436 | 297.568 | 133.3756 | 178.1513 | -109.9496 | 288.1009 |
Avg Daily Profit (%) | 0.2706 | 0.1868 | 0.0837 | 0.0643 | 0 | 0.0852 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137096 | -127442 | -64392 | -727933 | -694939 | -151099 |
Profit Factor | 1.803 | 1.8217 | 1.7643 | 1.093 | 0.9262 | 1.6761 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 70.7865 | 68.1818 | 73.3333 | 70.7865 | 68.1818 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.7441 | 0.8501 | 0.6416 | 0.4511 | 0.4322 | 0.6095 |
Largest Winning Trade | 124021 | 124021 | 37116 | 170791 | 170791 | 85682 |
Largest Losing Trade | -65662 | -65662 | -64392 | -487377 | -487377 | -116614 |
Avg Bars in Trades | 97 | 178 | 18 | 97 | 178 | 18 |
Avg Bars in Winners | 54 | 93 | 18 | 54 | 93 | 18 |
Avg Bars in Losers | 203 | 361 | 17 | 203 | 361 | 17 |
Bars Traded | 8684 | 7872 | 812 | 8684 | 7872 | 812 |
Profit Streak | 74.1211 | 0 | 124.1211 | 74.1211 | 0 | 124.1211 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454841 | 381681 | -76254 | -223272 | -578362 | -74505 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9556, "evaluation_days": 1592.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624276800000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759517664931, "expiration_time": 1763635392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 223, "offset": 0, "std": 2.11845 } }, "second_band": { "type": "kcu", "factors": { "length": 165, "offset": 63, "scalar": 1 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9556, "evaluation_days": 1592.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624276800000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759517664931, "expiration_time": 1763635392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 223, "offset": 0, "std": 2.11845 } }, "second_band": { "type": "kcu", "factors": { "length": 165, "offset": 63, "scalar": 1 } } }
# | 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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