Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604440.6397 | 395078.8434 | 209361.7963 | 1315716.2662 | -78698.9832 | 1394415.2494 |
Total P&L (%) | 604.4406 | 395.0788 | 209.3618 | 1315.7163 | -78.699 | 1394.4152 |
Avg Daily Profit (%) | 0.3789 | 0.2477 | 0.1313 | 0.1663 | -0.0969 | 0.1697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126795 | -137316 | -17076 | -1014860 | -1247090 | -210250 |
Profit Factor | 2.1641 | 1.9409 | 3.1072 | 1.277 | 0.9793 | 2.4825 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 66.9173 | 63.6364 | 70.1493 | 66.9173 | 63.6364 | 70.1493 |
Ratio Avg Win / Avg Loss | 1.0699 | 1.1091 | 1.3222 | 0.6313 | 0.5596 | 1.0564 |
Largest Winning Trade | 229816 | 229816 | 31085 | 464303 | 360075 | 464303 |
Largest Losing Trade | -70800 | -70800 | -13040 | -639992 | -639992 | -205248 |
Avg Bars in Trades | 137 | 240 | 35 | 137 | 240 | 35 |
Avg Bars in Winners | 83 | 141 | 31 | 83 | 141 | 31 |
Avg Bars in Losers | 246 | 414 | 44 | 246 | 414 | 44 |
Bars Traded | 18258 | 15880 | 2378 | 18258 | 15880 | 2378 |
Profit Streak | 23.5919 | 23.5919 | 78.5919 | 23.5919 | 23.5919 | 78.5919 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 597002 | -111263 | -125672 | 361324 | -702645 | -101300 |
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{ "first_band": { "type": "dcl", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 237, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19141, "evaluation_days": 1595.08, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623621600000, "last_datapoint_time": 1759744800000, "evaluation_time": 1759752741861, "expiration_time": 1764706147200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 237, "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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