Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242648.3465 | 143542.2171 | 99106.1294 | 176592.6681 | 31243.9498 | 145348.7182 |
Total P&L (%) | 242.6483 | 143.5422 | 99.1061 | 176.5927 | 31.244 | 145.3487 |
Avg Daily Profit (%) | 0.2329 | 0.1378 | 0.0951 | 0.0977 | 0.0261 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129775 | -67378 | -98656 | -258518 | -194491 | -126009 |
Profit Factor | 1.3016 | 1.3684 | 1.2389 | 1.1636 | 1.0545 | 1.2869 |
Total Trades | 527 | 263 | 264 | 527 | 263 | 264 |
Winning Trades | 421 | 212 | 209 | 421 | 212 | 209 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 79.8861 | 80.6084 | 79.1667 | 79.8861 | 80.6084 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.3277 | 0.3292 | 0.326 | 0.293 | 0.2537 | 0.3387 |
Largest Winning Trade | 28280 | 28280 | 18750 | 46472 | 29655 | 46472 |
Largest Losing Trade | -64955 | -41405 | -64955 | -178154 | -178154 | -49931 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Losers | 140 | 148 | 134 | 140 | 148 | 134 |
Bars Traded | 24471 | 12275 | 12196 | 24471 | 12275 | 12196 |
Profit Streak | 12.2228 | 16.1394 | 12.2228 | 12.2228 | 16.1394 | 12.2228 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520539 | -4399 | -62679 | -96630 | -317363 | -74312 |
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{ "first_band": { "type": "fwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 162, "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": 1670292000000, "first_datapoint_time": 1670871600000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760293247032, "expiration_time": 1766772000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 162, "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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