Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210832.8493 | 132732.202 | 78100.6473 | 41648.0957 | 22773.7921 | 18874.3036 |
Total P&L (%) | 210.8328 | 132.7322 | 78.1006 | 41.6481 | 22.7738 | 18.8743 |
Avg Daily Profit (%) | 0.2024 | 0.1274 | 0.075 | 0.0334 | 0.0197 | 0.0166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160673 | -80455 | -108960 | -121613 | -100101 | -80226 |
Profit Factor | 1.2396 | 1.2919 | 1.1836 | 1.0587 | 1.0597 | 1.0577 |
Total Trades | 421 | 210 | 211 | 421 | 210 | 211 |
Winning Trades | 274 | 139 | 135 | 274 | 139 | 135 |
Losing Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Profitability (%) | 65.0831 | 66.1905 | 63.981 | 65.0831 | 66.1905 | 63.981 |
Ratio Avg Win / Avg Loss | 0.665 | 0.6599 | 0.6663 | 0.568 | 0.5413 | 0.5954 |
Largest Winning Trade | 37636 | 37636 | 29881 | 33555 | 33555 | 27326 |
Largest Losing Trade | -75666 | -34024 | -75666 | -53965 | -53965 | -47281 |
Avg Bars in Trades | 58 | 62 | 55 | 58 | 62 | 55 |
Avg Bars in Winners | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Losers | 101 | 115 | 89 | 101 | 115 | 89 |
Bars Traded | 24802 | 13088 | 11714 | 24802 | 13088 | 11714 |
Profit Streak | 11.4701 | 26.5951 | 11.4701 | 11.4701 | 26.5951 | 11.4701 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411061 | -20274 | -109597 | -302155 | -323898 | -333607 |
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{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 111, "offset": 0 } } }
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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": 1669125600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758871014621, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 111, "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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