Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425067.9352 | 288390.93 | 136677.0053 | -2925483.9571 | -1183665.7592 | -1741818.1979 |
Total P&L (%) | 425.0679 | 288.3909 | 136.677 | -2925.484 | -1183.6658 | -1741.8182 |
Avg Daily Profit (%) | 0.2665 | 0.1808 | 0.0857 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -289375 | -136962 | -229175 | -6313038 | -3009901 | -4145854 |
Profit Factor | 1.5138 | 1.7722 | 1.3012 | 0.7657 | 0.8125 | 0.7179 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 92 | 39 | 53 | 69 | 35 | 34 |
Losing Trades | 54 | 34 | 20 | 77 | 38 | 39 |
Profitability (%) | 63.0137 | 53.4247 | 72.6027 | 47.2603 | 47.9452 | 46.5753 |
Ratio Avg Win / Avg Loss | 0.8886 | 1.545 | 0.491 | 0.8545 | 0.8821 | 0.8235 |
Largest Winning Trade | 56052 | 56052 | 44445 | 1024550 | 1024550 | 542379 |
Largest Losing Trade | -177495 | -44622 | -177495 | -1453147 | -733212 | -1453147 |
Avg Bars in Trades | 128 | 151 | 105 | 128 | 151 | 105 |
Avg Bars in Winners | 78 | 85 | 73 | 153 | 175 | 130 |
Avg Bars in Losers | 214 | 228 | 190 | 107 | 130 | 84 |
Bars Traded | 18823 | 11093 | 7730 | 18823 | 11093 | 7730 |
Profit Streak | 55.242 | 55.242 | 70.5753 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412273 | -59436 | -147921 | -581457 | -653535 | -654067 |
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{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19142, "evaluation_days": 1595.17, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623448800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759758509535, "expiration_time": 1764713606400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 213, "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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