Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289288.9876 | 198606.702 | 90682.2856 | 58722.516 | 53091.5787 | 5630.9374 |
Total P&L (%) | 289.289 | 198.6067 | 90.6823 | 58.7225 | 53.0916 | 5.6309 |
Avg Daily Profit (%) | 0.1817 | 0.1248 | 0.057 | 0.029 | 0.0268 | 0.0034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111511 | -132982 | -104888 | -131234 | -123838 | -103231 |
Profit Factor | 1.4245 | 1.4965 | 1.3222 | 1.0975 | 1.1548 | 1.0217 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 44.2308 | 42.3077 | 46.1538 | 44.2308 | 42.3077 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.7961 | 2.0407 | 1.5425 | 1.3838 | 1.5747 | 1.192 |
Largest Winning Trade | 144314 | 144314 | 61044 | 89295 | 89295 | 40201 |
Largest Losing Trade | -41080 | -34855 | -41080 | -48633 | -40745 | -48633 |
Avg Bars in Trades | 58 | 58 | 59 | 58 | 58 | 59 |
Avg Bars in Winners | 90 | 93 | 88 | 90 | 93 | 88 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 6123 | 3055 | 3068 | 6123 | 3055 | 3068 |
Profit Streak | 52.9916 | 52.9916 | 75.7416 | 52.9916 | 52.9916 | 75.7416 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319048 | -206530 | -296102 | -268650 | -389879 | -731200 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6367, "evaluation_days": 1591.75, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625529600000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759448876737, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 139, "offset": 0, "multiplier": 3.16643 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6367, "evaluation_days": 1591.75, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625529600000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759448876737, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 139, "offset": 0, "multiplier": 3.16643 } } }
# | 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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