Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310996.4367 | 176018.7497 | 134977.6871 | 182473.968 | -21665.1446 | 204139.1126 |
Total P&L (%) | 310.9964 | 176.0188 | 134.9777 | 182.474 | -21.6651 | 204.1391 |
Avg Daily Profit (%) | 0.2986 | 0.169 | 0.1296 | 0.0997 | -0.0234 | 0.1068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119663 | -81394 | -106618 | -304267 | -297634 | -89636 |
Profit Factor | 1.4005 | 1.452 | 1.3487 | 1.1484 | 0.9708 | 1.4183 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 214 | 103 | 111 | 214 | 103 | 111 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 70.1639 | 67.3203 | 73.0263 | 70.1639 | 67.3203 | 73.0263 |
Ratio Avg Win / Avg Loss | 0.5955 | 0.7048 | 0.4982 | 0.4883 | 0.4713 | 0.5239 |
Largest Winning Trade | 29873 | 29873 | 21197 | 49328 | 49328 | 44627 |
Largest Losing Trade | -76851 | -50260 | -76851 | -222356 | -222356 | -67456 |
Avg Bars in Trades | 81 | 81 | 80 | 81 | 81 | 80 |
Avg Bars in Winners | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Losers | 150 | 150 | 149 | 150 | 150 | 149 |
Bars Traded | 24751 | 12545 | 12206 | 24751 | 12545 | 12206 |
Profit Streak | 8.7718 | 8.7718 | 20.1051 | 8.7718 | 8.7718 | 20.1051 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478736 | 371242 | -16625 | -113016 | -577167 | -46518 |
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669654800000, "first_datapoint_time": 1670065200000, "last_datapoint_time": 1759654800000, "evaluation_time": 1759656681643, "expiration_time": 1766134800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 115, "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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