Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587080.3558 | 473633.0667 | 113447.2891 | 189347.8194 | 113224.2145 | 76123.6049 |
Total P&L (%) | 587.0804 | 473.6331 | 113.4473 | 189.3478 | 113.2242 | 76.1236 |
Avg Daily Profit (%) | 0.3687 | 0.2974 | 0.0712 | 0.0667 | 0.0476 | 0.0355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167279 | -118275 | -110572 | -3605625 | -2022045 | -2365623 |
Profit Factor | 1.5754 | 1.8024 | 1.2638 | 1.0127 | 1.0133 | 1.012 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 52.5581 | 51.4019 | 53.7037 | 52.5581 | 51.4019 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.422 | 1.7041 | 1.0895 | 0.9141 | 0.958 | 0.8724 |
Largest Winning Trade | 337651 | 337651 | 27743 | 1471299 | 1471299 | 658016 |
Largest Losing Trade | -62862 | -62862 | -44387 | -762972 | -762972 | -681850 |
Avg Bars in Trades | 28 | 37 | 18 | 28 | 37 | 18 |
Avg Bars in Winners | 32 | 40 | 24 | 32 | 40 | 24 |
Avg Bars in Losers | 23 | 34 | 12 | 23 | 34 | 12 |
Bars Traded | 6078 | 4031 | 2045 | 6078 | 4031 | 2045 |
Profit Streak | 22.5988 | 35.3488 | 22.5988 | 22.5988 | 35.3488 | 22.5988 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504778 | 476116 | -96920 | -309239 | -335618 | -353392 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6370, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623196800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759501336431, "expiration_time": 1763620560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 60, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6370, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623196800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759501336431, "expiration_time": 1763620560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 60, "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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