Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255715.1967 | 145737.6334 | 109977.5633 | 138148.8254 | 9878.4153 | 128270.4102 |
Total P&L (%) | 255.7152 | 145.7376 | 109.9776 | 138.1488 | 9.8784 | 128.2704 |
Avg Daily Profit (%) | 0.2455 | 0.1399 | 0.1056 | 0.0833 | 0.009 | 0.0793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83560 | -61083 | -77786 | -208578 | -184690 | -113156 |
Profit Factor | 1.3519 | 1.4108 | 1.2957 | 1.1363 | 1.018 | 1.2763 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 192 | 95 | 97 | 192 | 95 | 97 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 72.4528 | 71.4286 | 73.4848 | 72.4528 | 71.4286 | 73.4848 |
Ratio Avg Win / Avg Loss | 0.514 | 0.5643 | 0.4675 | 0.432 | 0.4072 | 0.4605 |
Largest Winning Trade | 29716 | 29716 | 28360 | 38407 | 38407 | 37407 |
Largest Losing Trade | -58960 | -50351 | -58960 | -153282 | -153282 | -113156 |
Avg Bars in Trades | 93 | 93 | 92 | 93 | 93 | 92 |
Avg Bars in Winners | 59 | 56 | 61 | 59 | 56 | 61 |
Avg Bars in Losers | 183 | 185 | 180 | 183 | 185 | 180 |
Bars Traded | 24726 | 12451 | 12275 | 24726 | 12451 | 12275 |
Profit Streak | 20.0357 | 61.2857 | 20.0357 | 20.0357 | 61.2857 | 20.0357 |
Trades During Streak | 5 | 12 | 2 | 5 | 12 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453735 | -2896 | -49740 | -148074 | -544659 | -84941 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 168, "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": 1669651200000, "first_datapoint_time": 1670252400000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759654283413, "expiration_time": 1766131200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 168, "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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