Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273141.0065 | 182751.5507 | 90389.4559 | 170146.6397 | 108337.3917 | 61809.248 |
Total P&L (%) | 273.141 | 182.7516 | 90.3895 | 170.1466 | 108.3374 | 61.8092 |
Avg Daily Profit (%) | 0.1717 | 0.1148 | 0.0568 | 0.0625 | 0.0461 | 0.0302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108942 | -67772 | -107486 | -275860 | -160449 | -239031 |
Profit Factor | 1.6176 | 1.8367 | 1.4038 | 1.1762 | 1.2267 | 1.1268 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.3108 | 2.6239 | 2.0054 | 1.6803 | 1.7524 | 1.6097 |
Largest Winning Trade | 115171 | 115171 | 61979 | 168685 | 168685 | 113037 |
Largest Losing Trade | -35651 | -28172 | -35651 | -105047 | -62350 | -105047 |
Avg Bars in Trades | 59 | 52 | 67 | 59 | 52 | 67 |
Avg Bars in Winners | 102 | 89 | 114 | 102 | 89 | 114 |
Avg Bars in Losers | 30 | 26 | 33 | 30 | 26 | 33 |
Bars Traded | 6102 | 2681 | 3421 | 6102 | 2681 | 3421 |
Profit Streak | 22.1662 | 47.1662 | 22.1662 | 22.1662 | 47.1662 | 22.1662 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316467 | -218259 | -297680 | -136709 | -312612 | -415405 |
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{ "first_band": { "type": "fwma", "factors": { "length": 39, "offset": 143 } }, "second_band": { "type": "swma", "factors": { "length": 16, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6365, "evaluation_days": 1591.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625832000000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759399160926, "expiration_time": 1763509320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 39, "offset": 143 } }, "second_band": { "type": "swma", "factors": { "length": 16, "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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