Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270725.0637 | 155965.0318 | 114760.0319 | 280684.6714 | 766.5761 | 279918.0953 |
Total P&L (%) | 270.7251 | 155.965 | 114.76 | 280.6847 | 0.7666 | 279.9181 |
Avg Daily Profit (%) | 0.2599 | 0.1497 | 0.1102 | 0.1284 | 0.0007 | 0.1282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81268 | -87500 | -48082 | -272637 | -330804 | -98330 |
Profit Factor | 1.436 | 1.3503 | 1.6534 | 1.2017 | 1.0007 | 1.9331 |
Total Trades | 439 | 219 | 220 | 439 | 219 | 220 |
Winning Trades | 355 | 187 | 168 | 355 | 187 | 168 |
Losing Trades | 84 | 32 | 52 | 84 | 32 | 52 |
Profitability (%) | 80.8656 | 85.3881 | 76.3636 | 80.8656 | 85.3881 | 76.3636 |
Ratio Avg Win / Avg Loss | 0.3398 | 0.2311 | 0.5118 | 0.2844 | 0.1712 | 0.5983 |
Largest Winning Trade | 21822 | 16644 | 21822 | 102217 | 56956 | 102217 |
Largest Losing Trade | -47445 | -47445 | -40764 | -270731 | -270731 | -61960 |
Avg Bars in Trades | 56 | 103 | 8 | 56 | 103 | 8 |
Avg Bars in Winners | 23 | 40 | 4 | 23 | 40 | 4 |
Avg Bars in Losers | 194 | 473 | 22 | 194 | 473 | 22 |
Bars Traded | 24611 | 22742 | 1869 | 24611 | 22742 | 1869 |
Profit Streak | 12.4827 | 13.941 | 12.4827 | 12.4827 | 13.941 | 12.4827 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547823 | 446449 | -40178 | -15925 | -572189 | -15569 |
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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": 1669366800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758854105030, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 178, "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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