Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260186.4124 | 150869.3416 | 109317.0709 | 253759.1818 | -16429.5373 | 270188.719 |
Total P&L (%) | 260.1864 | 150.8693 | 109.3171 | 253.7592 | -16.4295 | 270.1887 |
Avg Daily Profit (%) | 0.2498 | 0.1448 | 0.1049 | 0.1214 | -0.0172 | 0.1257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102294 | -89377 | -27128 | -289705 | -280221 | -47761 |
Profit Factor | 1.3549 | 1.2722 | 1.6108 | 1.171 | 0.9863 | 1.9639 |
Total Trades | 491 | 245 | 246 | 491 | 245 | 246 |
Winning Trades | 344 | 185 | 159 | 344 | 185 | 159 |
Losing Trades | 147 | 60 | 87 | 147 | 60 | 87 |
Profitability (%) | 70.0611 | 75.5102 | 64.6341 | 70.0611 | 75.5102 | 64.6341 |
Ratio Avg Win / Avg Loss | 0.579 | 0.4126 | 0.8814 | 0.5004 | 0.3199 | 1.0746 |
Largest Winning Trade | 36096 | 36096 | 27287 | 125455 | 103946 | 125455 |
Largest Losing Trade | -47198 | -47198 | -14832 | -276207 | -276207 | -31978 |
Avg Bars in Trades | 50 | 96 | 5 | 50 | 96 | 5 |
Avg Bars in Winners | 19 | 33 | 3 | 19 | 33 | 3 |
Avg Bars in Losers | 124 | 291 | 8 | 124 | 291 | 8 |
Bars Traded | 24828 | 23591 | 1237 | 24828 | 23591 | 1237 |
Profit Streak | 1.9222 | 0 | 49.6305 | 1.9222 | 0 | 49.6305 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353567 | 93114 | -48100 | -62016 | -576744 | -18041 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 124, "offset": 0, "std": 2.25122 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669089600000, "first_datapoint_time": 1669532400000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759090075517, "expiration_time": 1765569600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 124, "offset": 0, "std": 2.25122 } } }
# | 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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