Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291335.5612 | 269856.3376 | 21479.2236 | -123467.7218 | 11578.0172 | -135045.739 |
Total P&L (%) | 291.3356 | 269.8563 | 21.4792 | -123.4677 | 11.578 | -135.0457 |
Avg Daily Profit (%) | 0.1828 | 0.1693 | 0.0135 | 0 | 0.0069 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170877 | -125618 | -182194 | -157890 | -28861 | -144641 |
Profit Factor | 1.2227 | 1.403 | 1.0336 | 0.5865 | 1.111 | 0.305 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 150 | 79 | 71 | 129 | 61 | 68 |
Losing Trades | 126 | 59 | 67 | 147 | 77 | 70 |
Profitability (%) | 54.3478 | 57.2464 | 51.4493 | 46.7391 | 44.2029 | 49.2754 |
Ratio Avg Win / Avg Loss | 1.0271 | 1.0478 | 0.9754 | 0.6684 | 1.4024 | 0.3139 |
Largest Winning Trade | 77464 | 77464 | 42793 | 18295 | 18295 | 8534 |
Largest Losing Trade | -116363 | -47173 | -116363 | -77764 | -28861 | -77764 |
Avg Bars in Trades | 34 | 37 | 30 | 34 | 37 | 30 |
Avg Bars in Winners | 32 | 31 | 34 | 35 | 44 | 26 |
Avg Bars in Losers | 35 | 45 | 27 | 33 | 31 | 35 |
Bars Traded | 9413 | 5148 | 4265 | 9413 | 5148 | 4265 |
Profit Streak | 0 | 0 | 0 | 1.4928 | 1.4928 | 11.4928 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327342 | 317622 | -365934 | -582715 | -403709 | -580158 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9562, "evaluation_days": 1593.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623700800000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759607380975, "expiration_time": 1763724384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 125, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9562, "evaluation_days": 1593.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623700800000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759607380975, "expiration_time": 1763724384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 125, "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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