Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269292.0441 | 282393.9291 | -13101.885 | -99482.6158 | 41751.6149 | -141234.2307 |
Total P&L (%) | 269.292 | 282.3939 | -13.1019 | -99.4826 | 41.7516 | -141.2342 |
Avg Daily Profit (%) | 0.1688 | 0.177 | -0.0082 | -0.3294 | 0.0219 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223220 | -82845 | -180139 | -106976 | -351 | -119406 |
Profit Factor | 1.347 | 2.218 | 0.9759 | 0.3152 | 34.4887 | 0.0194 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 52.2936 | 51.8519 | 52.7273 | 52.2936 | 51.8519 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.2289 | 2.0596 | 0.875 | 0.2875 | 32.0252 | 0.0174 |
Largest Winning Trade | 249959 | 249959 | 56856 | 29138 | 29138 | 951 |
Largest Losing Trade | -99076 | -42591 | -99076 | -100736 | -175 | -100736 |
Avg Bars in Trades | 56 | 45 | 66 | 56 | 45 | 66 |
Avg Bars in Winners | 56 | 49 | 62 | 56 | 49 | 62 |
Avg Bars in Losers | 56 | 41 | 71 | 56 | 41 | 71 |
Bars Traded | 6137 | 2458 | 3679 | 6137 | 2458 | 3679 |
Profit Streak | 27.214 | 49.964 | 27.214 | 27.214 | 49.964 | 27.214 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335733 | -167179 | -759938 | -579177 | -335729 | -759661 |
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{ "first_band": { "type": "alma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6382, "evaluation_days": 1595.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624838400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759770486101, "expiration_time": 1763887536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 1 } } }
# | 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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