Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366892.3875 | 260015.7644 | 106876.6231 | 276729.9145 | 181933.0015 | 94796.913 |
Total P&L (%) | 366.8924 | 260.0158 | 106.8766 | 276.7299 | 181.933 | 94.7969 |
Avg Daily Profit (%) | 0.2299 | 0.1629 | 0.067 | 0.0831 | 0.065 | 0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102344 | -97934 | -51309 | -336769 | -163531 | -186162 |
Profit Factor | 1.9843 | 1.9851 | 1.9823 | 1.2857 | 1.2747 | 1.3093 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50 | 44.1176 | 55.8824 | 50 | 44.1176 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.9843 | 2.5144 | 1.565 | 1.2857 | 1.6147 | 1.0336 |
Largest Winning Trade | 187927 | 187927 | 65375 | 255884 | 255884 | 94157 |
Largest Losing Trade | -46165 | -46165 | -20419 | -116395 | -116395 | -76100 |
Avg Bars in Trades | 45 | 64 | 27 | 45 | 64 | 27 |
Avg Bars in Winners | 53 | 79 | 32 | 53 | 79 | 32 |
Avg Bars in Losers | 37 | 52 | 19 | 37 | 52 | 19 |
Bars Traded | 3097 | 2179 | 918 | 3097 | 2179 | 918 |
Profit Streak | 12.501 | 0 | 202.001 | 12.501 | 0 | 202.001 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101237 | 315745 | -97318 | -194840 | -107450 | -134514 |
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{ "first_band": { "type": "bbm", "factors": { "length": 172, "offset": 0, "std": 4.56082 } }, "second_band": { "type": "vwma", "factors": { "length": 63, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3192, "evaluation_days": 1596, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624838400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759795287185, "expiration_time": 1763888832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 172, "offset": 0, "std": 4.56082 } }, "second_band": { "type": "vwma", "factors": { "length": 63, "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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