Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252639.8003 | 234854.492 | 17785.3083 | -64867.661 | -60993.8196 | -3873.8413 |
Total P&L (%) | 252.6398 | 234.8545 | 17.7853 | -64.8677 | -60.9938 | -3.8738 |
Avg Daily Profit (%) | 0.1595 | 0.1483 | 0.0112 | -0.066 | -0.0594 | -0.0025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149624 | -145886 | -81537 | -222562 | -221157 | -54792 |
Profit Factor | 1.286 | 1.3969 | 1.061 | 0.8973 | 0.8644 | 0.9787 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 60 | 60.9756 | 59.0361 | 60 | 60.9756 | 59.0361 |
Ratio Avg Win / Avg Loss | 0.8574 | 0.894 | 0.7362 | 0.5982 | 0.5532 | 0.6791 |
Largest Winning Trade | 118532 | 118532 | 31646 | 81160 | 81160 | 21225 |
Largest Losing Trade | -72963 | -72963 | -64537 | -102649 | -102649 | -41113 |
Avg Bars in Trades | 36 | 65 | 8 | 36 | 65 | 8 |
Avg Bars in Winners | 25 | 43 | 7 | 25 | 43 | 7 |
Avg Bars in Losers | 52 | 99 | 9 | 52 | 99 | 9 |
Bars Traded | 6044 | 5357 | 688 | 6044 | 5357 | 688 |
Profit Streak | 46.8291 | 46.8291 | 71.3291 | 46.8291 | 46.8291 | 71.3291 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330698 | 63217 | -338491 | -577199 | -582976 | -578006 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622700000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758938036138, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 15, "offset": 0, "std": 1.54166 } }, "second_band": { "type": "bbm", "factors": { "length": 37, "offset": 0, "std": 1.61625 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622700000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758938036138, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 15, "offset": 0, "std": 1.54166 } }, "second_band": { "type": "bbm", "factors": { "length": 37, "offset": 0, "std": 1.61625 } } }
# | 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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