Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301094.3355 | 170621.1646 | 130473.1709 | 625031.5909 | 372260.1073 | 252771.4836 |
Total P&L (%) | 301.0943 | 170.6212 | 130.4732 | 625.0316 | 372.2601 | 252.7715 |
Avg Daily Profit (%) | 0.2891 | 0.1638 | 0.1253 | 0.1904 | 0.1491 | 0.1211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61695 | -52410 | -53709 | -158487 | -59382 | -167865 |
Profit Factor | 1.5984 | 1.88 | 1.4218 | 1.7111 | 2.3127 | 1.4245 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 71.3115 | 71.3115 | 71.3115 | 71.3115 | 71.3115 | 71.3115 |
Ratio Avg Win / Avg Loss | 0.643 | 0.7563 | 0.572 | 0.6884 | 0.9304 | 0.5731 |
Largest Winning Trade | 51632 | 20345 | 51632 | 124159 | 59733 | 124159 |
Largest Losing Trade | -49284 | -22810 | -49284 | -146696 | -50264 | -146696 |
Avg Bars in Trades | 99 | 97 | 100 | 99 | 97 | 100 |
Avg Bars in Winners | 70 | 64 | 76 | 70 | 64 | 76 |
Avg Bars in Losers | 171 | 180 | 162 | 171 | 180 | 162 |
Bars Traded | 24225 | 11928 | 12297 | 24225 | 11928 | 12297 |
Profit Streak | 59.425 | 59.425 | 74.5084 | 59.425 | 59.425 | 74.5084 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518317 | 440176 | -22536 | 511024 | 424563 | -28065 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669741200000, "first_datapoint_time": 1670493600000, "last_datapoint_time": 1759741200000, "evaluation_time": 1759745521970, "expiration_time": 1766221200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669741200000, "first_datapoint_time": 1670493600000, "last_datapoint_time": 1759741200000, "evaluation_time": 1759745521970, "expiration_time": 1766221200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 210, "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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