Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186557.2806 | 115798.7241 | 70758.5565 | 44957.968 | -81013.3636 | 125971.3316 |
Total P&L (%) | 186.5573 | 115.7987 | 70.7586 | 44.958 | -81.0134 | 125.9713 |
Avg Daily Profit (%) | 0.1791 | 0.1112 | 0.0679 | 0.0356 | -0.1594 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81590 | -81212 | -30713 | -207598 | -218517 | -34646 |
Profit Factor | 1.3572 | 1.3081 | 1.4831 | 1.0588 | 0.8679 | 1.8329 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 64.9038 | 65.3846 | 64.4231 | 64.9038 | 65.3846 | 64.4231 |
Ratio Avg Win / Avg Loss | 0.7339 | 0.6925 | 0.819 | 0.5725 | 0.4595 | 1.0122 |
Largest Winning Trade | 45481 | 45481 | 24208 | 55890 | 55890 | 28620 |
Largest Losing Trade | -61716 | -61716 | -26998 | -166634 | -166634 | -30511 |
Avg Bars in Trades | 119 | 199 | 38 | 119 | 199 | 38 |
Avg Bars in Winners | 76 | 117 | 34 | 76 | 117 | 34 |
Avg Bars in Losers | 197 | 354 | 45 | 197 | 354 | 45 |
Bars Traded | 24753 | 20763 | 3990 | 24753 | 20763 | 3990 |
Profit Streak | 2.9785 | 2.9785 | 23.9785 | 2.9785 | 2.9785 | 23.9785 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321527 | -45569 | -99642 | -301847 | -580229 | -82991 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669644000000, "first_datapoint_time": 1670324400000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759645744898, "expiration_time": 1766124000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 29, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 190, "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": 1669644000000, "first_datapoint_time": 1670324400000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759645744898, "expiration_time": 1766124000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 29, "offset": 0, "scalar": 5 } }, "second_band": { "type": "alma", "factors": { "length": 190, "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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