Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205394.8621 | 136741.7506 | 68653.1115 | 31953.4952 | -8266.7044 | 40220.1996 |
Total P&L (%) | 205.3949 | 136.7418 | 68.6531 | 31.9535 | -8.2667 | 40.2202 |
Avg Daily Profit (%) | 0.1972 | 0.1313 | 0.0659 | 0.0266 | -0.0083 | 0.0325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150147 | -83696 | -112677 | -101114 | -80088 | -35213 |
Profit Factor | 1.2378 | 1.3389 | 1.1492 | 1.0588 | 0.9712 | 1.1573 |
Total Trades | 441 | 220 | 221 | 441 | 220 | 221 |
Winning Trades | 336 | 167 | 169 | 336 | 167 | 169 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 76.1905 | 75.9091 | 76.4706 | 76.1905 | 75.9091 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.3868 | 0.4249 | 0.3536 | 0.3309 | 0.3082 | 0.3561 |
Largest Winning Trade | 28280 | 28280 | 26522 | 25251 | 18119 | 25251 |
Largest Losing Trade | -65771 | -45727 | -65771 | -72804 | -72804 | -41638 |
Avg Bars in Trades | 56 | 56 | 55 | 56 | 56 | 55 |
Avg Bars in Winners | 28 | 28 | 27 | 28 | 28 | 27 |
Avg Bars in Losers | 146 | 145 | 146 | 146 | 145 | 146 |
Bars Traded | 24769 | 12497 | 12272 | 24769 | 12497 | 12272 |
Profit Streak | 10.0763 | 20.2013 | 10.0763 | 10.0763 | 20.2013 | 10.0763 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447727 | -14097 | -158365 | -310923 | -575760 | -196220 |
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{ "first_band": { "type": "fwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 115, "offset": 0 } } }
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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": 1669287600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758790191234, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 115, "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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