Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222768.1838 | 125684.7986 | 97083.3852 | 157758.1241 | -68944.8757 | 226702.9998 |
Total P&L (%) | 222.7682 | 125.6848 | 97.0834 | 157.7581 | -68.9449 | 226.703 |
Avg Daily Profit (%) | 0.2139 | 0.1207 | 0.0932 | 0.0909 | -0.1122 | 0.1137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82350 | -81560 | -61109 | -426874 | -312311 | -282091 |
Profit Factor | 1.3077 | 1.3116 | 1.3028 | 1.1013 | 0.9233 | 1.3446 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 62.5442 | 62.4113 | 62.6761 | 62.5442 | 62.4113 | 62.6761 |
Ratio Avg Win / Avg Loss | 0.7832 | 0.79 | 0.7758 | 0.6596 | 0.5561 | 0.8007 |
Largest Winning Trade | 34100 | 31533 | 34100 | 166969 | 80680 | 166969 |
Largest Losing Trade | -44085 | -37771 | -44085 | -222516 | -165475 | -222516 |
Avg Bars in Trades | 87 | 113 | 62 | 87 | 113 | 62 |
Avg Bars in Winners | 57 | 69 | 45 | 57 | 69 | 45 |
Avg Bars in Losers | 138 | 186 | 90 | 138 | 186 | 90 |
Bars Traded | 24768 | 15958 | 8810 | 24768 | 15958 | 8810 |
Profit Streak | 4.4157 | 0 | 21.5407 | 4.4157 | 0 | 21.5407 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341215 | -32005 | -67167 | -178999 | -579349 | -39554 |
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{ "first_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 1.73602 } }, "second_band": { "type": "kcu", "factors": { "length": 185, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669392000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758887913182, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 1.73602 } }, "second_band": { "type": "kcu", "factors": { "length": 185, "offset": 0, "scalar": 3 } } }
# | 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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