Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306089.7696 | 238800.7439 | 67289.0257 | -11810.5963 | 104837.4707 | -116648.0671 |
Total P&L (%) | 306.0898 | 238.8007 | 67.289 | -11.8106 | 104.8375 | -116.6481 |
Avg Daily Profit (%) | 0.1923 | 0.15 | 0.0423 | -0.0079 | 0.0451 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160491 | -103686 | -118393 | -702145 | -488675 | -476480 |
Profit Factor | 1.247 | 1.3434 | 1.1237 | 0.9963 | 1.0604 | 0.9183 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Losing Trades | 210 | 102 | 108 | 210 | 102 | 108 |
Profitability (%) | 42.4658 | 43.956 | 40.9836 | 42.4658 | 43.956 | 40.9836 |
Ratio Avg Win / Avg Loss | 1.6895 | 1.7128 | 1.6181 | 1.3498 | 1.352 | 1.3224 |
Largest Winning Trade | 177784 | 177784 | 41067 | 407105 | 407105 | 139263 |
Largest Losing Trade | -44061 | -33210 | -44061 | -156559 | -156559 | -119112 |
Avg Bars in Trades | 51 | 69 | 34 | 51 | 69 | 34 |
Avg Bars in Winners | 74 | 94 | 53 | 74 | 94 | 53 |
Avg Bars in Losers | 35 | 49 | 21 | 35 | 49 | 21 |
Bars Traded | 18932 | 12633 | 6299 | 18932 | 12633 | 6299 |
Profit Streak | 21.6393 | 28.7226 | 21.6393 | 21.6393 | 28.7226 | 21.6393 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304327 | 260703 | -222502 | -579084 | -288229 | -581664 |
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{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 125, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19098, "evaluation_days": 1591.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622836800000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759440032475, "expiration_time": 1764385401600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 125, "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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