Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235165.9827 | 145153.4631 | 90012.5196 | 152597.4781 | 69399.5743 | 83197.9038 |
Total P&L (%) | 235.166 | 145.1535 | 90.0125 | 152.5975 | 69.3996 | 83.1979 |
Avg Daily Profit (%) | 0.2258 | 0.1393 | 0.0864 | 0.089 | 0.0506 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78406 | -70202 | -66232 | -183484 | -199965 | -110065 |
Profit Factor | 1.3305 | 1.4213 | 1.2453 | 1.1311 | 1.1196 | 1.1425 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 190 | 93 | 97 | 190 | 93 | 97 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 68.8406 | 67.3913 | 70.2899 | 68.8406 | 67.3913 | 70.2899 |
Ratio Avg Win / Avg Loss | 0.6022 | 0.6877 | 0.5264 | 0.512 | 0.5417 | 0.4829 |
Largest Winning Trade | 26204 | 26204 | 25164 | 42953 | 35765 | 42953 |
Largest Losing Trade | -56136 | -36522 | -56136 | -92716 | -78285 | -92716 |
Avg Bars in Trades | 88 | 87 | 88 | 88 | 87 | 88 |
Avg Bars in Winners | 55 | 54 | 57 | 55 | 54 | 57 |
Avg Bars in Losers | 159 | 157 | 161 | 159 | 157 | 161 |
Bars Traded | 24306 | 12102 | 12204 | 24306 | 12102 | 12204 |
Profit Streak | 21.5167 | 61.8084 | 21.5167 | 21.5167 | 61.8084 | 21.5167 |
Trades During Streak | 7 | 12 | 3 | 7 | 12 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430718 | -4091 | -75598 | -146663 | -212271 | -176863 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669777200000, "first_datapoint_time": 1670360400000, "last_datapoint_time": 1759777200000, "evaluation_time": 1759778644442, "expiration_time": 1766257200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 163, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669777200000, "first_datapoint_time": 1670360400000, "last_datapoint_time": 1759777200000, "evaluation_time": 1759778644442, "expiration_time": 1766257200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 163, "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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