Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496692.0029 | 429391.7353 | 67300.2677 | 47818.9044 | 942457.2851 | -894638.3807 |
Total P&L (%) | 496.692 | 429.3917 | 67.3003 | 47.8189 | 942.4573 | -894.6384 |
Avg Daily Profit (%) | 0.3137 | 0.2712 | 0.0425 | 0.0247 | 0.1481 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184254 | -94278 | -132065 | -2209571 | -1005472 | -1755122 |
Profit Factor | 1.4797 | 1.918 | 1.1186 | 1.0076 | 1.3479 | 0.7531 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 45.8824 | 47.0588 | 44.7059 | 45.8824 | 47.0588 | 44.7059 |
Ratio Avg Win / Avg Loss | 1.7453 | 2.1578 | 1.3835 | 1.1884 | 1.5164 | 0.9314 |
Largest Winning Trade | 310936 | 310936 | 55044 | 753127 | 753127 | 472183 |
Largest Losing Trade | -52898 | -46608 | -52898 | -777540 | -408453 | -777540 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 47 | 53 | 42 | 47 | 53 | 42 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 6178 | 3323 | 2855 | 6178 | 3323 | 2855 |
Profit Streak | 30.4758 | 31.4758 | 0 | 30.4758 | 31.4758 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385739 | 393881 | -228826 | -373812 | 205111 | -583163 |
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{ "first_band": { "type": "linreg", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 15, "offset": 0 } } }
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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": 1623542400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864308114, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 15, "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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