Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409558.5795 | 274222.1732 | 135336.4064 | 224923.2773 | -392992.7723 | 617916.0496 |
Total P&L (%) | 409.5586 | 274.2222 | 135.3364 | 224.9233 | -392.9928 | 617.9161 |
Avg Daily Profit (%) | 0.2579 | 0.1726 | 0.0852 | 0.0742 | 0 | 0.1242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154102 | -89771 | -65615 | -1304713 | -1215614 | -105177 |
Profit Factor | 2.1334 | 2.1376 | 2.1249 | 1.1195 | 0.7687 | 4.3611 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 14 | 5 | 9 | 14 | 5 | 9 |
Profitability (%) | 85.2632 | 89.3617 | 81.25 | 85.2632 | 89.3617 | 81.25 |
Ratio Avg Win / Avg Loss | 0.3687 | 0.2545 | 0.4904 | 0.1935 | 0.0915 | 1.0064 |
Largest Winning Trade | 42728 | 42728 | 23727 | 182095 | 182095 | 172981 |
Largest Losing Trade | -89771 | -89771 | -64330 | -1215614 | -1215614 | -89098 |
Avg Bars in Trades | 44 | 80 | 8 | 44 | 80 | 8 |
Avg Bars in Winners | 13 | 21 | 5 | 13 | 21 | 5 |
Avg Bars in Losers | 222 | 576 | 25 | 222 | 576 | 25 |
Bars Traded | 4206 | 3781 | 424 | 4206 | 3781 | 424 |
Profit Streak | 130.0292 | 130.0292 | 293.3626 | 130.0292 | 130.0292 | 293.3626 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 564412 | 508432 | -72208 | -178331 | -575330 | -14874 |
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4765, "evaluation_days": 1588.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627488000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759106524554, "expiration_time": 1763220960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 195, "offset": 73, "scalar": 4 } } }
# | 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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