Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380951.9783 | 282084.2819 | 98867.6963 | 67485.6753 | 118240.7337 | -50755.0584 |
Total P&L (%) | 380.952 | 282.0843 | 98.8677 | 67.4857 | 118.2407 | -50.7551 |
Avg Daily Profit (%) | 0.2392 | 0.1771 | 0.0621 | 0.0324 | 0.049 | -0.0445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119295 | -88312 | -66246 | -394348 | -176986 | -256564 |
Profit Factor | 1.4962 | 1.6513 | 1.2954 | 1.0527 | 1.172 | 0.9144 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 45.7746 | 46.4789 | 45.0704 | 45.7746 | 46.4789 | 45.0704 |
Ratio Avg Win / Avg Loss | 1.7724 | 1.9015 | 1.5788 | 1.2471 | 1.3496 | 1.1144 |
Largest Winning Trade | 187793 | 187793 | 51152 | 125110 | 125110 | 110885 |
Largest Losing Trade | -56000 | -49581 | -56000 | -127750 | -127750 | -97742 |
Avg Bars in Trades | 63 | 92 | 33 | 63 | 92 | 33 |
Avg Bars in Winners | 79 | 111 | 47 | 79 | 111 | 47 |
Avg Bars in Losers | 49 | 76 | 22 | 49 | 76 | 22 |
Bars Traded | 8985 | 6586 | 2399 | 8985 | 6586 | 2399 |
Profit Streak | 37.5833 | 38.9167 | 37.5833 | 37.5833 | 38.9167 | 37.5833 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378571 | -76786 | -197200 | -312160 | -246112 | -667441 |
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{ "first_band": { "type": "sma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 126, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9556, "evaluation_days": 1592.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623715200000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759514401165, "expiration_time": 1763635392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 126, "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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