Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269291.5876 | 186052.9197 | 83238.6679 | -27561.345 | -88179.5397 | 60618.1947 |
Total P&L (%) | 269.2916 | 186.0529 | 83.2387 | -27.5613 | -88.1795 | 60.6182 |
Avg Daily Profit (%) | 0.1693 | 0.117 | 0.0523 | -0.0203 | -0.1342 | 0.0298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107003 | -109394 | -64140 | -280009 | -279299 | -116286 |
Profit Factor | 1.4342 | 1.5447 | 1.2987 | 0.9704 | 0.8489 | 1.1751 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 55.914 | 54.3478 | 57.4468 | 55.914 | 54.3478 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.1308 | 1.2976 | 0.962 | 0.7651 | 0.7131 | 0.8705 |
Largest Winning Trade | 84688 | 84688 | 29333 | 91736 | 91736 | 73757 |
Largest Losing Trade | -64140 | -58823 | -64140 | -164460 | -164460 | -106894 |
Avg Bars in Trades | 48 | 74 | 23 | 48 | 74 | 23 |
Avg Bars in Winners | 34 | 47 | 22 | 34 | 47 | 22 |
Avg Bars in Losers | 67 | 106 | 26 | 67 | 106 | 26 |
Bars Traded | 4528 | 3404 | 1124 | 4528 | 3404 | 1124 |
Profit Streak | 14.8498 | 16.1831 | 14.8498 | 14.8498 | 16.1831 | 14.8498 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372600 | -34059 | -122713 | -578690 | -579564 | -181365 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4772, "evaluation_days": 1590.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626537600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759321421485, "expiration_time": 1763428608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4772, "evaluation_days": 1590.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626537600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759321421485, "expiration_time": 1763428608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "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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