Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343393.1906 | 188033.7867 | 155359.4039 | 696232.0642 | 297533.3964 | 398698.6679 |
Total P&L (%) | 343.3932 | 188.0338 | 155.3594 | 696.2321 | 297.5334 | 398.6987 |
Avg Daily Profit (%) | 0.3297 | 0.1805 | 0.1491 | 0.1994 | 0.1326 | 0.1544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76715 | -57231 | -85197 | -773202 | -401936 | -472528 |
Profit Factor | 1.3005 | 1.3305 | 1.2707 | 1.2242 | 1.1922 | 1.2559 |
Total Trades | 629 | 314 | 315 | 629 | 314 | 315 |
Winning Trades | 346 | 170 | 176 | 346 | 170 | 176 |
Losing Trades | 283 | 144 | 139 | 283 | 144 | 139 |
Profitability (%) | 55.0079 | 54.1401 | 55.873 | 55.0079 | 54.1401 | 55.873 |
Ratio Avg Win / Avg Loss | 1.0637 | 1.127 | 1.0035 | 1.0013 | 1.0099 | 0.9919 |
Largest Winning Trade | 39834 | 31027 | 39834 | 305154 | 151747 | 305154 |
Largest Losing Trade | -46058 | -23287 | -46058 | -192939 | -192939 | -102634 |
Avg Bars in Trades | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Winners | 33 | 30 | 35 | 33 | 30 | 35 |
Avg Bars in Losers | 47 | 42 | 52 | 47 | 42 | 52 |
Bars Traded | 24869 | 11265 | 13605 | 24869 | 11265 | 13605 |
Profit Streak | 6.9611 | 6.9611 | 12.4194 | 6.9611 | 6.9611 | 12.4194 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515570 | 361169 | 335572 | 473698 | -22813 | 314711 |
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{ "first_band": { "type": "midprice", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 167, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669312800000, "first_datapoint_time": 1669680000000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759316638627, "expiration_time": 1765792800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 167, "offset": 0, "poles": 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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