Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777835.713 | 557838.7061 | 219997.007 | 3482388.3681 | 1128985.5763 | 2353402.7918 |
Total P&L (%) | 777.8357 | 557.8387 | 219.997 | 3482.3884 | 1128.9856 | 2353.4028 |
Avg Daily Profit (%) | 0.4882 | 0.3501 | 0.1381 | 0.2249 | 0.1576 | 0.201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138307 | -112819 | -65458 | -8122503 | -7258165 | -2924508 |
Profit Factor | 1.4573 | 1.642 | 1.2644 | 1.0964 | 1.0596 | 1.137 |
Total Trades | 481 | 240 | 241 | 481 | 240 | 241 |
Winning Trades | 259 | 126 | 133 | 259 | 126 | 133 |
Losing Trades | 222 | 114 | 108 | 222 | 114 | 108 |
Profitability (%) | 53.8462 | 52.5 | 55.1867 | 53.8462 | 52.5 | 55.1867 |
Ratio Avg Win / Avg Loss | 1.2491 | 1.4856 | 1.0268 | 0.9398 | 0.9586 | 0.9233 |
Largest Winning Trade | 118524 | 118524 | 58722 | 1163871 | 1080425 | 1163871 |
Largest Losing Trade | -44808 | -44808 | -39558 | -2794664 | -2794664 | -1755277 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4635 | 2312 | 2323 | 4635 | 2312 | 2323 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534099 | 454360 | -7185 | -104633 | -147707 | -61754 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4780, "evaluation_days": 1593.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625846400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759567156266, "expiration_time": 1763665920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.28209, "nc": 0.60203 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4780, "evaluation_days": 1593.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625846400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759567156266, "expiration_time": 1763665920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.28209, "nc": 0.60203 } } }
# | 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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