Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270585.3193 | 181952.4581 | 88632.8612 | -201467.1758 | -151147.9119 | -50319.2638 |
Total P&L (%) | 270.5853 | 181.9525 | 88.6329 | -201.4672 | -151.1479 | -50.3193 |
Avg Daily Profit (%) | 0.1708 | 0.1149 | 0.056 | 0 | 0 | -0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272672 | -91595 | -248118 | -326035 | -164027 | -239410 |
Profit Factor | 1.4641 | 1.9405 | 1.2275 | 0.6252 | 0.2915 | 0.8448 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 48 | 24 | 24 | 41 | 20 | 21 |
Losing Trades | 41 | 21 | 20 | 48 | 25 | 23 |
Profitability (%) | 53.9326 | 53.3333 | 54.5455 | 46.0674 | 44.4444 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.2506 | 1.6979 | 1.023 | 0.7319 | 0.3643 | 0.9252 |
Largest Winning Trade | 191508 | 191508 | 54583 | 60761 | 21377 | 60761 |
Largest Losing Trade | -125712 | -31502 | -125712 | -233811 | -46338 | -233811 |
Avg Bars in Trades | 31 | 16 | 45 | 31 | 16 | 45 |
Avg Bars in Winners | 30 | 13 | 48 | 35 | 15 | 55 |
Avg Bars in Losers | 31 | 19 | 43 | 27 | 17 | 37 |
Bars Traded | 2765 | 745 | 2020 | 2765 | 745 | 2020 |
Profit Streak | 53.8332 | 55.3332 | 0 | 0 | 0 | 57.8332 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351669 | -34624 | -117910 | -582069 | -582594 | -581042 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 127 } } }
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{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1632312000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758916789597, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 127 } } }
# | 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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