Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335466.6015 | 274192.6326 | 61273.9688 | -850372.2612 | 543146.2352 | -1393518.4964 |
Total P&L (%) | 335.4666 | 274.1926 | 61.274 | -850.3723 | 543.1462 | -1393.5185 |
Avg Daily Profit (%) | 0.2108 | 0.1723 | 0.0385 | 0 | 0.117 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -334828 | -75617 | -270658 | -9037907 | -1866679 | -7548395 |
Profit Factor | 1.3181 | 1.7795 | 1.0872 | 0.9541 | 1.0898 | 0.8883 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 126 | 61 | 65 | 107 | 49 | 58 |
Losing Trades | 82 | 43 | 39 | 101 | 55 | 46 |
Profitability (%) | 60.5769 | 58.6538 | 62.5 | 51.4423 | 47.1154 | 55.7692 |
Ratio Avg Win / Avg Loss | 0.8578 | 1.2544 | 0.6523 | 0.9006 | 1.2232 | 0.7045 |
Largest Winning Trade | 55115 | 55115 | 46232 | 1340880 | 818632 | 1340880 |
Largest Losing Trade | -195111 | -25833 | -195111 | -7153243 | -686421 | -7153243 |
Avg Bars in Trades | 88 | 49 | 127 | 88 | 49 | 127 |
Avg Bars in Winners | 66 | 36 | 94 | 100 | 60 | 134 |
Avg Bars in Losers | 122 | 68 | 182 | 75 | 40 | 117 |
Bars Traded | 18398 | 5177 | 13221 | 18398 | 5177 | 13221 |
Profit Streak | 64.6078 | 64.6078 | 66.8578 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365119 | 412749 | -265603 | -579502 | -159493 | -580307 |
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{ "first_band": { "type": "dcu", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 171, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19093, "evaluation_days": 1591.08, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623146400000, "last_datapoint_time": 1759399200000, "evaluation_time": 1759401315002, "expiration_time": 1764348105600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 171, "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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