Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338793.9702 | 282733.9618 | 56060.0084 | -39555.0082 | 17695.4208 | -57250.4289 |
Total P&L (%) | 338.794 | 282.734 | 56.06 | -39.555 | 17.6954 | -57.2504 |
Avg Daily Profit (%) | 0.2132 | 0.1779 | 0.0353 | -0.0317 | 0.0103 | -0.0535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -319680 | -140158 | -225008 | -159532 | -72967 | -105733 |
Profit Factor | 1.1679 | 1.2636 | 1.0593 | 0.9328 | 1.0603 | 0.8062 |
Total Trades | 581 | 291 | 290 | 581 | 291 | 290 |
Winning Trades | 358 | 170 | 188 | 358 | 170 | 188 |
Losing Trades | 223 | 121 | 102 | 223 | 121 | 102 |
Profitability (%) | 61.6179 | 58.4192 | 64.8276 | 61.6179 | 58.4192 | 64.8276 |
Ratio Avg Win / Avg Loss | 0.7275 | 0.8994 | 0.5747 | 0.5811 | 0.7547 | 0.4374 |
Largest Winning Trade | 67867 | 67867 | 31924 | 39619 | 39619 | 21714 |
Largest Losing Trade | -53922 | -53922 | -39327 | -46696 | -46696 | -42036 |
Avg Bars in Trades | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Winners | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 6258 | 3435 | 2823 | 6258 | 3435 | 2823 |
Profit Streak | 6.8936 | 6.8936 | 15.8936 | 6.8936 | 6.8936 | 15.8936 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23338 | 328288 | -298955 | -574335 | -339958 | -576077 |
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6356, "evaluation_days": 1589, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623650400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759202802956, "expiration_time": 1763309088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 80, "offset": 0, "multiplier": 1.19586 } } }
# | 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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