Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235109.8746 | 117296.7403 | 117813.1343 | 238479.6856 | -145001.6285 | 383481.3141 |
Total P&L (%) | 235.1099 | 117.2967 | 117.8131 | 238.4797 | -145.0016 | 383.4813 |
Avg Daily Profit (%) | 0.2257 | 0.1126 | 0.1131 | 0.1171 | 0 | 0.1514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82950 | -71068 | -61791 | -496096 | -586272 | -165924 |
Profit Factor | 1.3555 | 1.2973 | 1.4416 | 1.1275 | 0.8867 | 1.649 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 282 | 146 | 136 | 282 | 146 | 136 |
Losing Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Profitability (%) | 75 | 77.6596 | 72.3404 | 75 | 77.6596 | 72.3404 |
Ratio Avg Win / Avg Loss | 0.4518 | 0.3732 | 0.5512 | 0.3758 | 0.2551 | 0.6305 |
Largest Winning Trade | 30991 | 30991 | 18883 | 99460 | 85159 | 99460 |
Largest Losing Trade | -43257 | -43257 | -37781 | -345189 | -345189 | -76251 |
Avg Bars in Trades | 65 | 95 | 35 | 65 | 95 | 35 |
Avg Bars in Winners | 27 | 36 | 17 | 27 | 36 | 17 |
Avg Bars in Losers | 180 | 303 | 80 | 180 | 303 | 80 |
Bars Traded | 24629 | 18046 | 6583 | 24629 | 18046 | 6583 |
Profit Streak | 3.8192 | 0 | 16.0692 | 3.8192 | 0 | 16.0692 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410971 | -40251 | -37915 | -113755 | -576763 | 444914 |
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{ "first_band": { "type": "linreg", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 209, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669240800000, "first_datapoint_time": 1669989600000, "last_datapoint_time": 1759240800000, "evaluation_time": 1759243181339, "expiration_time": 1765720800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 209, "offset": 0, "scalar": 2 } } }
# | 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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