Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472210.139 | 365225.9517 | 106984.1874 | 146220.0943 | -1026692.0937 | 1172912.188 |
Total P&L (%) | 472.2101 | 365.226 | 106.9842 | 146.2201 | -1026.6921 | 1172.9122 |
Avg Daily Profit (%) | 0.2949 | 0.2281 | 0.0668 | 0.0563 | 0 | 0.159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189511 | -131545 | -80519 | -4178586 | -3075877 | -1272127 |
Profit Factor | 1.7584 | 1.8572 | 1.5443 | 1.0136 | 0.8739 | 1.4518 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 62.7907 | 62.7907 | 62.7907 | 62.7907 | 62.7907 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.042 | 1.1006 | 0.9151 | 0.6007 | 0.5178 | 0.8604 |
Largest Winning Trade | 179981 | 179981 | 49450 | 1896840 | 1896840 | 599289 |
Largest Losing Trade | -75230 | -75230 | -38896 | -1268618 | -1268618 | -886523 |
Avg Bars in Trades | 220 | 323 | 118 | 220 | 323 | 118 |
Avg Bars in Winners | 161 | 240 | 81 | 161 | 240 | 81 |
Avg Bars in Losers | 321 | 461 | 180 | 321 | 461 | 180 |
Bars Traded | 18975 | 13889 | 5086 | 18975 | 13889 | 5086 |
Profit Streak | 57.9837 | 57.9837 | 76.4837 | 57.9837 | 57.9837 | 76.4837 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516158 | 466659 | -100731 | -321283 | -578089 | 364051 |
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{ "first_band": { "type": "kcl", "factors": { "length": 177, "offset": 218, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 216, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19215, "evaluation_days": 1601.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623470400000, "last_datapoint_time": 1760277600000, "evaluation_time": 1760283389005, "expiration_time": 1765258128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 177, "offset": 218, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 216, "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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