Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175233.4492 | 102137.6043 | 73095.8449 | 77375.7438 | -77379.7431 | 154755.4869 |
Total P&L (%) | 175.2334 | 102.1376 | 73.0958 | 77.3757 | -77.3797 | 154.7555 |
Avg Daily Profit (%) | 0.1682 | 0.0981 | 0.0702 | 0.055 | -0.1426 | 0.0898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102131 | -85361 | -60039 | -404441 | -409034 | -109595 |
Profit Factor | 1.2541 | 1.2582 | 1.2485 | 1.0617 | 0.9078 | 1.373 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 264 | 137 | 127 | 264 | 137 | 127 |
Losing Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Profitability (%) | 71.7391 | 74.4565 | 69.0217 | 71.7391 | 74.4565 | 69.0217 |
Ratio Avg Win / Avg Loss | 0.494 | 0.4317 | 0.5604 | 0.4182 | 0.3114 | 0.6162 |
Largest Winning Trade | 33146 | 33146 | 15687 | 67743 | 51369 | 67743 |
Largest Losing Trade | -42070 | -41971 | -42070 | -209679 | -209679 | -52615 |
Avg Bars in Trades | 67 | 95 | 38 | 67 | 95 | 38 |
Avg Bars in Winners | 28 | 35 | 21 | 28 | 35 | 21 |
Avg Bars in Losers | 163 | 270 | 75 | 163 | 270 | 75 |
Bars Traded | 24676 | 17603 | 7073 | 24676 | 17603 | 7073 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368215 | -60324 | -98263 | -268998 | -577199 | -71313 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669608000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758892164967, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcu", "factors": { "length": 245, "offset": 0, "scalar": 2 } } }
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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": 1669608000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758892164967, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcu", "factors": { "length": 245, "offset": 0, "scalar": 2 } } }
# | 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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