Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366259.0627 | 345927.0686 | 20331.9941 | -64557.0587 | -27480.2329 | -37076.8259 |
Total P&L (%) | 366.2591 | 345.9271 | 20.332 | -64.5571 | -27.4802 | -37.0768 |
Avg Daily Profit (%) | 0.2296 | 0.2168 | 0.0127 | -0.065 | -0.0201 | -0.029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189861 | -151993 | -102362 | -202819 | -198080 | -135044 |
Profit Factor | 1.4225 | 1.7287 | 1.0518 | 0.9225 | 0.9418 | 0.8973 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 52.3438 | 50 | 54.6875 | 52.3438 | 50 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.2951 | 1.7287 | 0.8715 | 0.8399 | 0.9418 | 0.7435 |
Largest Winning Trade | 336399 | 336399 | 39091 | 84188 | 84188 | 38749 |
Largest Losing Trade | -63976 | -63976 | -52047 | -99883 | -99883 | -46852 |
Avg Bars in Trades | 47 | 65 | 29 | 47 | 65 | 29 |
Avg Bars in Winners | 42 | 58 | 28 | 42 | 58 | 28 |
Avg Bars in Losers | 53 | 73 | 30 | 53 | 73 | 30 |
Bars Traded | 6085 | 4221 | 1864 | 6085 | 4221 | 1864 |
Profit Streak | 25.3285 | 80.5785 | 25.3285 | 25.3285 | 80.5785 | 25.3285 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392123 | -126632 | -484928 | -578591 | -718451 | -718050 |
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{ "first_band": { "type": "tema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6382, "evaluation_days": 1595.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624168800000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759758781156, "expiration_time": 1763887536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "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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