Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216006.896 | 241579.6273 | -25572.7313 | -224174.8117 | 11437.0424 | -235611.8541 |
Total P&L (%) | 216.0069 | 241.5796 | -25.5727 | -224.1748 | 11.437 | -235.6119 |
Avg Daily Profit (%) | 0.1364 | 0.1526 | -0.0161 | 0 | 0.0068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236798 | -114032 | -197207 | -272216 | -99040 | -256752 |
Profit Factor | 1.3263 | 1.9376 | 0.9367 | 0.65 | 1.0565 | 0.4622 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 19 | 20 | 20 | 12 | 8 |
Losing Trades | 21 | 11 | 10 | 40 | 18 | 22 |
Profitability (%) | 65 | 63.3333 | 66.6667 | 33.3333 | 40 | 26.6667 |
Ratio Avg Win / Avg Loss | 0.7142 | 1.1218 | 0.4684 | 1.2999 | 1.5848 | 1.2712 |
Largest Winning Trade | 207746 | 207746 | 41450 | 71915 | 47584 | 71915 |
Largest Losing Trade | -156650 | -61491 | -156650 | -194592 | -35111 | -194592 |
Avg Bars in Trades | 151 | 181 | 122 | 151 | 181 | 122 |
Avg Bars in Winners | 122 | 146 | 100 | 213 | 228 | 191 |
Avg Bars in Losers | 206 | 242 | 166 | 120 | 149 | 97 |
Bars Traded | 9114 | 5437 | 3677 | 9114 | 5437 | 3677 |
Profit Streak | 179.0784 | 179.0784 | 276.5784 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182463 | 461571 | -577315 | -759370 | -465920 | -601627 |
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{ "first_band": { "type": "t3", "factors": { "length": 52, "offset": 0, "a": 0.6084 } }, "second_band": { "type": "ema", "factors": { "length": 166, "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": 1624291200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758937971736, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 52, "offset": 0, "a": 0.6084 } }, "second_band": { "type": "ema", "factors": { "length": 166, "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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