Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337139.1365 | 261648.5829 | 75490.5536 | -475724.326 | 321367.0723 | -797091.3983 |
Total P&L (%) | 337.1391 | 261.6486 | 75.4906 | -475.7243 | 321.3671 | -797.0914 |
Avg Daily Profit (%) | 0.2107 | 0.1635 | 0.0472 | 0 | 0.0899 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155878 | -94612 | -154901 | -4062724 | -1459956 | -2998130 |
Profit Factor | 1.4523 | 1.7655 | 1.187 | 0.9497 | 1.0763 | 0.8481 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 64 | 29 | 35 | 53 | 28 | 25 |
Losing Trades | 41 | 24 | 17 | 52 | 25 | 27 |
Profitability (%) | 60.9524 | 54.717 | 67.3077 | 50.4762 | 52.8302 | 48.0769 |
Ratio Avg Win / Avg Loss | 0.9304 | 1.4611 | 0.5766 | 0.9318 | 0.961 | 0.916 |
Largest Winning Trade | 112779 | 112779 | 38378 | 1155219 | 569678 | 1155219 |
Largest Losing Trade | -141041 | -30750 | -141041 | -1870348 | -807283 | -1870348 |
Avg Bars in Trades | 43 | 38 | 49 | 43 | 38 | 49 |
Avg Bars in Winners | 35 | 32 | 38 | 48 | 38 | 59 |
Avg Bars in Losers | 56 | 45 | 71 | 39 | 38 | 39 |
Bars Traded | 4600 | 2024 | 2576 | 4600 | 2024 | 2576 |
Profit Streak | 56.4749 | 56.4749 | 72.8083 | 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 | 367961 | -168916 | -323209 | -580436 | -390868 | -761581 |
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{ "first_band": { "type": "wma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4800, "evaluation_days": 1600, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626336000000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760124234576, "expiration_time": 1764259200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 63, "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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