Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314651.5792 | 272892.3976 | 41759.1816 | -38949.1449 | 2973.4342 | -41922.5791 |
Total P&L (%) | 314.6516 | 272.8924 | 41.7592 | -38.9491 | 2.9734 | -41.9226 |
Avg Daily Profit (%) | 0.1978 | 0.1716 | 0.0263 | -0.031 | 0.0018 | -0.0342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187329 | -158735 | -81912 | -717949 | -487997 | -277174 |
Profit Factor | 1.3193 | 1.4974 | 1.0956 | 0.987 | 1.0017 | 0.9675 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 50.7042 | 46.2264 | 55.1402 | 50.7042 | 46.2264 | 55.1402 |
Ratio Avg Win / Avg Loss | 1.2826 | 1.7419 | 0.8913 | 0.9596 | 1.1653 | 0.7871 |
Largest Winning Trade | 203209 | 203209 | 53455 | 190451 | 190451 | 103034 |
Largest Losing Trade | -59563 | -59563 | -47327 | -220041 | -197668 | -220041 |
Avg Bars in Trades | 43 | 61 | 25 | 43 | 61 | 25 |
Avg Bars in Winners | 33 | 43 | 25 | 33 | 43 | 25 |
Avg Bars in Losers | 53 | 76 | 25 | 53 | 76 | 25 |
Bars Traded | 9215 | 6507 | 2708 | 9215 | 6507 | 2708 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324369 | 289437 | -276239 | -579571 | -576471 | -580103 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 142, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9544, "evaluation_days": 1590.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623945600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759344623557, "expiration_time": 1763457408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 142, "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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