Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395436.3325 | 291725.5127 | 103710.8198 | 94739.0018 | -24927.1589 | 119666.1607 |
Total P&L (%) | 395.4363 | 291.7255 | 103.7108 | 94.739 | -24.9272 | 119.6662 |
Avg Daily Profit (%) | 0.2497 | 0.1842 | 0.0655 | 0.0421 | -0.0181 | 0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146684 | -84519 | -93751 | -470826 | -332285 | -143554 |
Profit Factor | 1.7285 | 2.1362 | 1.3625 | 1.0926 | 0.9637 | 1.3565 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 71.7949 | 74.1379 | 69.4915 | 71.7949 | 74.1379 | 69.4915 |
Ratio Avg Win / Avg Loss | 0.679 | 0.7452 | 0.5982 | 0.4292 | 0.3362 | 0.5956 |
Largest Winning Trade | 57058 | 57058 | 51622 | 114176 | 114176 | 62773 |
Largest Losing Trade | -82688 | -82688 | -63996 | -332285 | -332285 | -132997 |
Avg Bars in Trades | 71 | 123 | 21 | 71 | 123 | 21 |
Avg Bars in Winners | 35 | 45 | 24 | 35 | 45 | 24 |
Avg Bars in Losers | 164 | 346 | 13 | 164 | 346 | 13 |
Bars Traded | 8403 | 7163 | 1240 | 8403 | 7163 | 1240 |
Profit Streak | 116.4148 | 127.9148 | 116.4148 | 116.4148 | 127.9148 | 116.4148 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464985 | -167195 | -279992 | -252637 | -756745 | -301076 |
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 161, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9501, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624219200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758851841238, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 161, "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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