Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258231.7425 | 218194.139 | 40037.6035 | -31789.1227 | -255677.1598 | 223888.037 |
Total P&L (%) | 258.2317 | 218.1941 | 40.0376 | -31.7891 | -255.6772 | 223.888 |
Avg Daily Profit (%) | 0.1627 | 0.1375 | 0.0252 | -0.0241 | 0 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128633 | -131782 | -55691 | -984975 | -968687 | -188093 |
Profit Factor | 1.4512 | 1.5162 | 1.2676 | 0.9847 | 0.8497 | 1.5924 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 51.6129 | 50 | 53.1915 | 51.6129 | 50 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.3605 | 1.5162 | 1.1155 | 0.9232 | 0.8497 | 1.4013 |
Largest Winning Trade | 122950 | 122950 | 22346 | 250456 | 250456 | 98493 |
Largest Losing Trade | -67464 | -67464 | -25585 | -640972 | -640972 | -130631 |
Avg Bars in Trades | 65 | 121 | 10 | 65 | 121 | 10 |
Avg Bars in Winners | 44 | 78 | 13 | 44 | 78 | 13 |
Avg Bars in Losers | 87 | 163 | 7 | 87 | 163 | 7 |
Bars Traded | 6089 | 5578 | 511 | 6089 | 5578 | 511 |
Profit Streak | 13.1874 | 0 | 316.1874 | 13.1874 | 0 | 316.1874 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337449 | -6927 | -159346 | -579714 | -580704 | -90016 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 110, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6349, "evaluation_days": 1587.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624276800000, "last_datapoint_time": 1759039200000, "evaluation_time": 1759055389038, "expiration_time": 1763153352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 110, "offset": 0, "scalar": 2 } } }
# | 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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