Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320481.9649 | 169881.7067 | 150600.2582 | -622188.182 | 23087.7645 | -645275.9465 |
Total P&L (%) | 320.482 | 169.8817 | 150.6003 | -622.1882 | 23.0878 | -645.2759 |
Avg Daily Profit (%) | 0.2023 | 0.1072 | 0.0951 | 0 | 0.0131 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141398 | -78807 | -160447 | -2265070 | -874376 | -1946072 |
Profit Factor | 1.4989 | 1.5263 | 1.4712 | 0.8817 | 1.0101 | 0.7825 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 97 | 45 | 52 | 59 | 28 | 31 |
Losing Trades | 29 | 18 | 11 | 67 | 35 | 32 |
Profitability (%) | 76.9841 | 71.4286 | 82.5397 | 46.8254 | 44.4444 | 49.2063 |
Ratio Avg Win / Avg Loss | 0.4481 | 0.6105 | 0.3112 | 1.0013 | 1.2626 | 0.8077 |
Largest Winning Trade | 50012 | 50012 | 32494 | 389099 | 389099 | 338345 |
Largest Losing Trade | -131599 | -45692 | -131599 | -1523555 | -342950 | -1523555 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 13 | 10 | 16 | 34 | 33 | 36 |
Avg Bars in Losers | 56 | 48 | 69 | 13 | 11 | 15 |
Bars Traded | 2952 | 1326 | 1626 | 2952 | 1326 | 1626 |
Profit Streak | 38.5344 | 74.0344 | 38.5344 | 0 | 0 | 0 |
Trades During Streak | 8 | 7 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478364 | -192060 | -207334 | -579733 | -538453 | -727489 |
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{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 178, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1629547200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758890975034, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 178, "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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