Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342603.947 | 205465.1439 | 137138.8031 | 777488.5447 | 85380.2861 | 692108.2586 |
Total P&L (%) | 342.6039 | 205.4651 | 137.1388 | 777.4885 | 85.3803 | 692.1083 |
Avg Daily Profit (%) | 0.3289 | 0.1972 | 0.1317 | 0.2087 | 0.0593 | 0.1989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77376 | -88537 | -39825 | -616255 | -731462 | -161914 |
Profit Factor | 1.5865 | 1.4877 | 1.8419 | 1.2645 | 1.0367 | 2.1293 |
Total Trades | 407 | 203 | 204 | 407 | 203 | 204 |
Winning Trades | 329 | 172 | 157 | 329 | 172 | 157 |
Losing Trades | 78 | 31 | 47 | 78 | 31 | 47 |
Profitability (%) | 80.8354 | 84.7291 | 76.9608 | 80.8354 | 84.7291 | 76.9608 |
Ratio Avg Win / Avg Loss | 0.3761 | 0.2681 | 0.5514 | 0.2998 | 0.1868 | 0.6374 |
Largest Winning Trade | 21822 | 20047 | 21822 | 228689 | 112096 | 228689 |
Largest Losing Trade | -47445 | -47445 | -35058 | -605705 | -605705 | -97182 |
Avg Bars in Trades | 58 | 108 | 7 | 58 | 108 | 7 |
Avg Bars in Winners | 25 | 45 | 3 | 25 | 45 | 3 |
Avg Bars in Losers | 193 | 456 | 20 | 193 | 456 | 20 |
Bars Traded | 23628 | 22071 | 1557 | 23628 | 22071 | 1557 |
Profit Streak | 0 | 25.5994 | 0 | 0 | 25.5994 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539577 | 498170 | -12266 | 446759 | -288929 | 489064 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 158, "offset": 0, "scalar": 5 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669611600000, "first_datapoint_time": 1670176800000, "last_datapoint_time": 1759611600000, "evaluation_time": 1759612985888, "expiration_time": 1766091600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 158, "offset": 0, "scalar": 5 } } }
# | 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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