Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242202.5053 | 199337.8841 | 42864.6212 | -249352.5898 | -73751.9647 | -175600.6252 |
Total P&L (%) | 242.2025 | 199.3379 | 42.8646 | -249.3526 | -73.752 | -175.6006 |
Avg Daily Profit (%) | 0.1529 | 0.1258 | 0.0271 | 0 | -0.0844 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165650 | -126729 | -147335 | -1418241 | -971333 | -757297 |
Profit Factor | 1.2927 | 1.4856 | 1.1028 | 0.9208 | 0.9561 | 0.8803 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 86 | 40 | 46 | 64 | 31 | 33 |
Losing Trades | 55 | 30 | 25 | 77 | 39 | 38 |
Profitability (%) | 60.9929 | 57.1429 | 64.7887 | 45.3901 | 44.2857 | 46.4789 |
Ratio Avg Win / Avg Loss | 0.8267 | 1.1142 | 0.5993 | 1.1078 | 1.2029 | 1.0137 |
Largest Winning Trade | 57881 | 57881 | 32709 | 273091 | 243449 | 273091 |
Largest Losing Trade | -132300 | -55070 | -132300 | -379725 | -245779 | -379725 |
Avg Bars in Trades | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Winners | 16 | 16 | 16 | 25 | 24 | 26 |
Avg Bars in Losers | 30 | 29 | 30 | 18 | 20 | 17 |
Bars Traded | 3079 | 1550 | 1529 | 3079 | 1550 | 1529 |
Profit Streak | 81.4568 | 83.9568 | 81.4568 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330194 | -115406 | -350935 | -580253 | -675513 | -667161 |
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{ "first_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 54, "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": 1624190400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758884268592, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 54, "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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