Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455761.8456 | 340526.9603 | 115234.8853 | 107989.61 | 345350.3871 | -237360.7772 |
Total P&L (%) | 455.7618 | 340.527 | 115.2349 | 107.9896 | 345.3504 | -237.3608 |
Avg Daily Profit (%) | 0.2852 | 0.2131 | 0.0721 | 0.0458 | 0.0935 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214289 | -93896 | -161212 | -703826 | -283127 | -563464 |
Profit Factor | 1.245 | 1.3963 | 1.1151 | 1.0217 | 1.1566 | 0.9145 |
Total Trades | 705 | 353 | 352 | 705 | 353 | 352 |
Winning Trades | 362 | 170 | 192 | 362 | 170 | 192 |
Losing Trades | 343 | 183 | 160 | 343 | 183 | 160 |
Profitability (%) | 51.3475 | 48.1586 | 54.5455 | 51.3475 | 48.1586 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.1796 | 1.503 | 0.9293 | 0.9681 | 1.2451 | 0.7621 |
Largest Winning Trade | 123626 | 123626 | 50079 | 241126 | 241126 | 146849 |
Largest Losing Trade | -56411 | -28750 | -56411 | -246048 | -115353 | -246048 |
Avg Bars in Trades | 26 | 26 | 27 | 26 | 26 | 27 |
Avg Bars in Winners | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 18947 | 9355 | 9592 | 18947 | 9355 | 9592 |
Profit Streak | 0 | 0 | 7.1876 | 0 | 0 | 7.1876 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440361 | 373252 | -189395 | -325892 | -115483 | -577944 |
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{ "first_band": { "type": "dema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19175, "evaluation_days": 1597.92, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622800800000, "last_datapoint_time": 1759989600000, "evaluation_time": 1759991412003, "expiration_time": 1764959760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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