Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287251.4561 | 165964.3154 | 121287.1406 | 308798.4885 | 75617.1492 | 233181.3393 |
Total P&L (%) | 287.2515 | 165.9643 | 121.2871 | 308.7985 | 75.6171 | 233.1813 |
Avg Daily Profit (%) | 0.2758 | 0.1593 | 0.1164 | 0.1353 | 0.0541 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145980 | -59583 | -108222 | -231506 | -175649 | -120066 |
Profit Factor | 1.3532 | 1.4312 | 1.2831 | 1.2984 | 1.1378 | 1.4799 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 457 | 231 | 226 | 457 | 231 | 226 |
Losing Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Profitability (%) | 84.3173 | 85.2399 | 83.3948 | 84.3173 | 85.2399 | 83.3948 |
Ratio Avg Win / Avg Loss | 0.2517 | 0.2478 | 0.2555 | 0.2415 | 0.197 | 0.2947 |
Largest Winning Trade | 26204 | 26204 | 18750 | 53125 | 40023 | 53125 |
Largest Losing Trade | -60812 | -41354 | -60812 | -175649 | -175649 | -94736 |
Avg Bars in Trades | 45 | 44 | 47 | 45 | 44 | 47 |
Avg Bars in Winners | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Losers | 167 | 177 | 158 | 167 | 177 | 158 |
Bars Traded | 24796 | 12045 | 12751 | 24796 | 12045 | 12751 |
Profit Streak | 11.7329 | 53.3163 | 11.7329 | 11.7329 | 53.3163 | 11.7329 |
Trades During Streak | 4 | 18 | 2 | 4 | 18 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581049 | 488408 | -33068 | -4909 | -184295 | -32973 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669194000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758933324608, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.62344 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669194000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758933324608, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.62344 } } }
# | 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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