Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355179.0245 | 218218.9606 | 136960.0639 | 416628.804 | 11058.302 | 405570.5019 |
Total P&L (%) | 355.179 | 218.219 | 136.9601 | 416.6288 | 11.0583 | 405.5705 |
Avg Daily Profit (%) | 0.341 | 0.2095 | 0.1315 | 0.1578 | 0.0101 | 0.1557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105298 | -68290 | -86811 | -289364 | -350091 | -130371 |
Profit Factor | 1.2656 | 1.3143 | 1.213 | 1.1483 | 1.0068 | 1.3447 |
Total Trades | 1212 | 606 | 606 | 1212 | 606 | 606 |
Winning Trades | 610 | 312 | 298 | 610 | 312 | 298 |
Losing Trades | 602 | 294 | 308 | 602 | 294 | 308 |
Profitability (%) | 50.33 | 51.4851 | 49.1749 | 50.33 | 51.4851 | 49.1749 |
Ratio Avg Win / Avg Loss | 1.249 | 1.2385 | 1.2537 | 1.1333 | 0.9487 | 1.3898 |
Largest Winning Trade | 42229 | 41656 | 42229 | 214620 | 128407 | 214620 |
Largest Losing Trade | -68031 | -49039 | -68031 | -240669 | -240669 | -68624 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 24859 | 12647 | 12212 | 24859 | 12647 | 12212 |
Profit Streak | 2.7489 | 0 | 2.9156 | 2.7489 | 0 | 2.9156 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500804 | 394349 | -16606 | -44913 | -523895 | 321807 |
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{ "first_band": { "type": "jma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 59 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669150800000, "first_datapoint_time": 1669500000000, "last_datapoint_time": 1759150800000, "evaluation_time": 1759154306464, "expiration_time": 1765630800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 59 } } }
# | 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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