Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425689.7886 | 220472.7253 | 205217.0634 | 682929.6809 | 323011.5095 | 359918.1713 |
Total P&L (%) | 425.6898 | 220.4727 | 205.2171 | 682.9297 | 323.0115 | 359.9182 |
Avg Daily Profit (%) | 0.2671 | 0.1384 | 0.1288 | 0.1292 | 0.0905 | 0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132953 | -92091 | -61563 | -2219213 | -1334048 | -885165 |
Profit Factor | 1.9556 | 1.8194 | 2.1632 | 1.2078 | 1.1629 | 1.2761 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 73.8636 | 68.1818 | 79.5455 | 73.8636 | 68.1818 | 79.5455 |
Ratio Avg Win / Avg Loss | 0.692 | 0.8491 | 0.5563 | 0.4274 | 0.5427 | 0.3281 |
Largest Winning Trade | 54238 | 54238 | 43153 | 580322 | 580322 | 369819 |
Largest Losing Trade | -61563 | -51359 | -61563 | -877506 | -773288 | -877506 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Losers | 47 | 41 | 57 | 47 | 41 | 57 |
Bars Traded | 2945 | 1365 | 1580 | 2945 | 1365 | 1580 |
Profit Streak | 51.3151 | 51.3151 | 103.8151 | 51.3151 | 51.3151 | 103.8151 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509429 | -4675 | -14513 | -17216 | -112098 | -61555 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3187, "evaluation_days": 1593.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1629504000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759563221218, "expiration_time": 1763666352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 177, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3187, "evaluation_days": 1593.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1629504000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759563221218, "expiration_time": 1763666352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 177, "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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