Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573554.7382 | 413252.7978 | 160301.9404 | 172496.98 | 161719.3055 | 10777.6745 |
Total P&L (%) | 573.5547 | 413.2528 | 160.3019 | 172.497 | 161.7193 | 10.7777 |
Avg Daily Profit (%) | 0.3594 | 0.2589 | 0.1004 | 0.0628 | 0.0603 | 0.0064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153137 | -132060 | -160726 | -357041 | -235873 | -310687 |
Profit Factor | 1.1437 | 1.2205 | 1.0757 | 1.0446 | 1.0894 | 1.0052 |
Total Trades | 2292 | 1146 | 1146 | 2292 | 1146 | 1146 |
Winning Trades | 1129 | 569 | 560 | 1129 | 569 | 560 |
Losing Trades | 1163 | 577 | 586 | 1163 | 577 | 586 |
Profitability (%) | 49.2583 | 49.651 | 48.8656 | 49.2583 | 49.651 | 48.8656 |
Ratio Avg Win / Avg Loss | 1.1781 | 1.2376 | 1.1256 | 1.0761 | 1.1047 | 1.0519 |
Largest Winning Trade | 60422 | 60422 | 48101 | 87832 | 85312 | 87832 |
Largest Losing Trade | -71298 | -40436 | -71298 | -126782 | -126782 | -103501 |
Avg Bars in Trades | 2 | 1 | 2 | 2 | 1 | 2 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 1 | 1 | 2 | 1 | 1 | 2 |
Bars Traded | 4779 | 2252 | 2527 | 4779 | 2252 | 2527 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45965 | 481904 | -190798 | -273345 | -228911 | -535244 |
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{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4788, "evaluation_days": 1596, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1621900800000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759792358162, "expiration_time": 1763903232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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