Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183802.1961 | 115859.5304 | 67942.6657 | 11972.2204 | -14012.7351 | 25984.9555 |
Total P&L (%) | 183.8022 | 115.8595 | 67.9427 | 11.9722 | -14.0127 | 25.985 |
Avg Daily Profit (%) | 0.1765 | 0.1112 | 0.0652 | 0.0109 | -0.0145 | 0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182384 | -82273 | -123017 | -110125 | -99984 | -61026 |
Profit Factor | 1.2098 | 1.2583 | 1.1589 | 1.022 | 0.9532 | 1.1061 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 242 | 116 | 126 | 242 | 116 | 126 |
Losing Trades | 118 | 64 | 54 | 118 | 64 | 54 |
Profitability (%) | 67.2222 | 64.4444 | 70 | 67.2222 | 64.4444 | 70 |
Ratio Avg Win / Avg Loss | 0.5899 | 0.6943 | 0.4967 | 0.4983 | 0.5259 | 0.474 |
Largest Winning Trade | 28175 | 28175 | 20090 | 16922 | 16922 | 16361 |
Largest Losing Trade | -67745 | -45910 | -67745 | -79463 | -79463 | -33641 |
Avg Bars in Trades | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Winners | 47 | 44 | 49 | 47 | 44 | 49 |
Avg Bars in Losers | 113 | 110 | 117 | 113 | 110 | 117 |
Bars Traded | 24768 | 12219 | 12549 | 24768 | 12219 | 12549 |
Profit Streak | 0 | 0 | 14.4846 | 0 | 0 | 14.4846 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338414 | -44084 | -149809 | -476652 | -578518 | -268671 |
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{ "first_band": { "type": "vwma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 160, "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": 1669150800000, "first_datapoint_time": 1669723200000, "last_datapoint_time": 1759150800000, "evaluation_time": 1759153069194, "expiration_time": 1765630800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 160, "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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