Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203087.1382 | 115962.0537 | 87125.0845 | 33728.9071 | -25325.9478 | 59054.8549 |
Total P&L (%) | 203.0871 | 115.9621 | 87.1251 | 33.7289 | -25.3259 | 59.0549 |
Avg Daily Profit (%) | 0.195 | 0.1113 | 0.0836 | 0.0279 | -0.028 | 0.0446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147644 | -64418 | -99423 | -125463 | -123715 | -80367 |
Profit Factor | 1.2557 | 1.3215 | 1.201 | 1.0443 | 0.9331 | 1.1545 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 63.7011 | 63.1206 | 64.2857 | 63.7011 | 63.1206 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.7155 | 0.7721 | 0.6672 | 0.5951 | 0.5452 | 0.6414 |
Largest Winning Trade | 33215 | 30062 | 33215 | 49430 | 29250 | 49430 |
Largest Losing Trade | -61707 | -30510 | -61707 | -66132 | -55799 | -66132 |
Avg Bars in Trades | 87 | 67 | 107 | 87 | 67 | 107 |
Avg Bars in Winners | 61 | 47 | 74 | 61 | 47 | 74 |
Avg Bars in Losers | 134 | 102 | 167 | 134 | 102 | 167 |
Bars Traded | 24626 | 9529 | 15097 | 24626 | 9529 | 15097 |
Profit Streak | 0 | 0 | 14.736 | 0 | 0 | 14.736 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322935 | -44307 | -81216 | -328564 | -579257 | -184059 |
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{ "first_band": { "type": "bbu", "factors": { "length": 241, "offset": 0, "std": 1.07491 } }, "second_band": { "type": "pwma", "factors": { "length": 192, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669240800000, "first_datapoint_time": 1669928400000, "last_datapoint_time": 1759240800000, "evaluation_time": 1759243189180, "expiration_time": 1765720800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 241, "offset": 0, "std": 1.07491 } }, "second_band": { "type": "pwma", "factors": { "length": 192, "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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