Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401210.0237 | 391069.6145 | 10140.4092 | -70912.8929 | 96059.4371 | -166972.33 |
Total P&L (%) | 401.21 | 391.0696 | 10.1404 | -70.9129 | 96.0594 | -166.9723 |
Avg Daily Profit (%) | 0.2534 | 0.247 | 0.0064 | -0.078 | 0.0425 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210941 | -172971 | -127005 | -392731 | -184773 | -300946 |
Profit Factor | 1.3785 | 1.7514 | 1.0188 | 0.9529 | 1.143 | 0.7997 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 55.3299 | 54.0816 | 56.5657 | 55.3299 | 54.0816 | 56.5657 |
Ratio Avg Win / Avg Loss | 1.1129 | 1.487 | 0.7823 | 0.7693 | 0.9705 | 0.6141 |
Largest Winning Trade | 364980 | 364980 | 51625 | 110287 | 110287 | 64780 |
Largest Losing Trade | -73126 | -50345 | -73126 | -96090 | -76039 | -96090 |
Avg Bars in Trades | 92 | 120 | 63 | 92 | 120 | 63 |
Avg Bars in Winners | 80 | 102 | 59 | 80 | 102 | 59 |
Avg Bars in Losers | 106 | 142 | 69 | 106 | 142 | 69 |
Bars Traded | 18167 | 11853 | 6314 | 18167 | 11853 | 6314 |
Profit Streak | 14.8191 | 19.8191 | 14.8191 | 14.8191 | 19.8191 | 14.8191 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411706 | 415199 | -546050 | -577982 | -199681 | -579628 |
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{ "first_band": { "type": "sma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 151, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18999, "evaluation_days": 1583.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623002400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758857968522, "expiration_time": 1763646940800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 151, "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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