Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212286.6824 | 122478.0145 | 89808.6679 | 172284.171 | 47663.4821 | 124620.6888 |
Total P&L (%) | 212.2867 | 122.478 | 89.8087 | 172.2842 | 47.6635 | 124.6207 |
Avg Daily Profit (%) | 0.2038 | 0.1176 | 0.0862 | 0.0962 | 0.0374 | 0.0777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102188 | -64963 | -84149 | -302379 | -175274 | -193711 |
Profit Factor | 1.2687 | 1.3224 | 1.2189 | 1.1529 | 1.0845 | 1.2214 |
Total Trades | 715 | 357 | 358 | 715 | 357 | 358 |
Winning Trades | 554 | 276 | 278 | 554 | 276 | 278 |
Losing Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Profitability (%) | 77.4825 | 77.3109 | 77.6536 | 77.4825 | 77.3109 | 77.6536 |
Ratio Avg Win / Avg Loss | 0.3687 | 0.3881 | 0.3508 | 0.335 | 0.3183 | 0.3515 |
Largest Winning Trade | 26204 | 26204 | 20277 | 77301 | 28774 | 77301 |
Largest Losing Trade | -48869 | -35672 | -48869 | -158005 | -158005 | -112561 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Losers | 88 | 98 | 79 | 88 | 98 | 79 |
Bars Traded | 24473 | 13354 | 11119 | 24473 | 13354 | 11119 |
Profit Streak | 11.8772 | 11.8772 | 27.4605 | 11.8772 | 11.8772 | 27.4605 |
Trades During Streak | 5 | 2 | 10 | 5 | 2 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547201 | -31541 | -73330 | -109245 | -267760 | -84647 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 173, "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": 1670288400000, "first_datapoint_time": 1670907600000, "last_datapoint_time": 1760288400000, "evaluation_time": 1760292189404, "expiration_time": 1766768400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 173, "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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