Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234879.2339 | 172953.1996 | 61926.0342 | -131365.036 | -138606.3425 | 7241.3065 |
Total P&L (%) | 234.8792 | 172.9532 | 61.926 | -131.365 | -138.6063 | 7.2413 |
Avg Daily Profit (%) | 0.1483 | 0.1092 | 0.0391 | 0 | 0 | 0.0044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215238 | -135131 | -109241 | -869018 | -719322 | -200669 |
Profit Factor | 1.3262 | 1.4282 | 1.1959 | 0.8973 | 0.8324 | 1.016 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 169 | 87 | 82 | 69 | 32 | 37 |
Losing Trades | 34 | 14 | 20 | 134 | 69 | 65 |
Profitability (%) | 83.2512 | 86.1386 | 80.3922 | 33.9901 | 31.6832 | 36.2745 |
Ratio Avg Win / Avg Loss | 0.2668 | 0.2298 | 0.2917 | 1.7425 | 1.7949 | 1.7849 |
Largest Winning Trade | 47983 | 47983 | 18239 | 72534 | 72534 | 58944 |
Largest Losing Trade | -109241 | -67451 | -109241 | -394941 | -394941 | -126007 |
Avg Bars in Trades | 30 | 48 | 12 | 30 | 48 | 12 |
Avg Bars in Winners | 9 | 13 | 5 | 50 | 88 | 18 |
Avg Bars in Losers | 131 | 262 | 39 | 19 | 29 | 8 |
Bars Traded | 6093 | 4868 | 1225 | 6093 | 4868 | 1225 |
Profit Streak | 13.3437 | 13.3437 | 111.5937 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381236 | -42893 | -142309 | -583163 | -585408 | -559812 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625356800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852896146, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.83536, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcu", "factors": { "length": 160, "offset": 0, "scalar": 2 } } }
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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": 1625356800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852896146, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.83536, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcu", "factors": { "length": 160, "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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