Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175796.8932 | 268150.9839 | -92354.0907 | 79731.2741 | -100585.766 | 180317.0401 |
Total P&L (%) | 175.7969 | 268.151 | -92.3541 | 79.7313 | -100.5858 | 180.317 |
Avg Daily Profit (%) | 0.1107 | 0.1688 | -0.0581 | 0.0369 | 0 | 0.0649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -405709 | -162430 | -344485 | -349015 | -247927 | -239196 |
Profit Factor | 1.0957 | 1.3377 | 0.9114 | 1.0393 | 0.9076 | 1.1917 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 248 | 117 | 131 | 218 | 111 | 107 |
Losing Trades | 202 | 108 | 94 | 232 | 114 | 118 |
Profitability (%) | 55.1111 | 52 | 58.2222 | 48.4444 | 49.3333 | 47.5556 |
Ratio Avg Win / Avg Loss | 0.8925 | 1.2348 | 0.654 | 1.106 | 0.9321 | 1.3143 |
Largest Winning Trade | 55820 | 55820 | 31339 | 236790 | 55171 | 236790 |
Largest Losing Trade | -241420 | -49925 | -241420 | -205653 | -205653 | -163081 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 9 |
Avg Bars in Losers | 12 | 11 | 13 | 11 | 11 | 11 |
Bars Traded | 4602 | 2197 | 2405 | 4602 | 2197 | 2405 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158866 | 317792 | -578812 | -318864 | -580137 | -115934 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4766, "evaluation_days": 1588.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626336000000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759159256582, "expiration_time": 1763250624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.47852, "nc": 0.31086 } }, "second_band": { "type": "linreg", "factors": { "length": 155, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4766, "evaluation_days": 1588.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626336000000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759159256582, "expiration_time": 1763250624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.47852, "nc": 0.31086 } }, "second_band": { "type": "linreg", "factors": { "length": 155, "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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