Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282695.2606 | 232973.6594 | 49721.6012 | -286174.549 | -865749.9264 | 579575.3774 |
Total P&L (%) | 282.6953 | 232.9737 | 49.7216 | -286.1745 | -865.7499 | 579.5754 |
Avg Daily Profit (%) | 0.1769 | 0.1458 | 0.0311 | 0 | 0 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272692 | -97913 | -238269 | -2996550 | -1765145 | -1744682 |
Profit Factor | 1.2832 | 1.4869 | 1.0957 | 0.9474 | 0.7009 | 1.2278 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 89 | 38 | 51 | 87 | 45 | 42 |
Losing Trades | 82 | 47 | 35 | 84 | 40 | 44 |
Profitability (%) | 52.0468 | 44.7059 | 59.3023 | 50.8772 | 52.9412 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.1823 | 1.8391 | 0.7519 | 0.9147 | 0.623 | 1.2862 |
Largest Winning Trade | 66138 | 66138 | 48536 | 736897 | 253640 | 736897 |
Largest Losing Trade | -144814 | -35704 | -144814 | -960817 | -805181 | -960817 |
Avg Bars in Trades | 110 | 116 | 104 | 110 | 116 | 104 |
Avg Bars in Winners | 115 | 119 | 113 | 109 | 117 | 100 |
Avg Bars in Losers | 104 | 113 | 91 | 111 | 114 | 108 |
Bars Traded | 18873 | 9887 | 8986 | 18873 | 9887 | 8986 |
Profit Streak | 0 | 0 | 0 | 17.8476 | 25.8476 | 17.8476 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308389 | 56301 | -268720 | -578701 | -580181 | -32945 |
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{ "first_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 2.21833 } }, "second_band": { "type": "kcu", "factors": { "length": 159, "offset": 0, "scalar": 5 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19173, "evaluation_days": 1597.75, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623060000000, "last_datapoint_time": 1759975200000, "evaluation_time": 1759983630896, "expiration_time": 1764944841600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 176, "offset": 0, "std": 2.21833 } }, "second_band": { "type": "kcu", "factors": { "length": 159, "offset": 0, "scalar": 5 } } }
# | 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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