Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185449.4829 | 98238.2238 | 87211.2591 | 32086.7624 | -19381.0531 | 51467.8156 |
Total P&L (%) | 185.4495 | 98.2382 | 87.2113 | 32.0868 | -19.3811 | 51.4678 |
Avg Daily Profit (%) | 0.178 | 0.0943 | 0.0837 | 0.0267 | -0.0207 | 0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117850 | -64883 | -80671 | -364112 | -200388 | -219872 |
Profit Factor | 1.2385 | 1.2578 | 1.2199 | 1.0289 | 0.9648 | 1.0922 |
Total Trades | 545 | 273 | 272 | 545 | 273 | 272 |
Winning Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Losing Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Profitability (%) | 79.4495 | 79.4872 | 79.4118 | 79.4495 | 79.4872 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.3203 | 0.3246 | 0.3163 | 0.2661 | 0.249 | 0.2832 |
Largest Winning Trade | 26204 | 26204 | 14569 | 48503 | 30548 | 48503 |
Largest Losing Trade | -63271 | -38679 | -63271 | -176811 | -176811 | -171783 |
Avg Bars in Trades | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 141 | 151 | 131 | 141 | 151 | 131 |
Bars Traded | 24700 | 12979 | 11721 | 24700 | 12979 | 11721 |
Profit Streak | 3.6867 | 3.6867 | 17.2284 | 3.6867 | 3.6867 | 17.2284 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450153 | -64717 | -76985 | -343459 | -576592 | -255415 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38361, "nb": 0.21608, "nc": 0.1 } }, "second_band": { "type": "sinwma", "factors": { "length": 189, "offset": 31 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669410000000, "first_datapoint_time": 1670198400000, "last_datapoint_time": 1759410000000, "evaluation_time": 1759411734677, "expiration_time": 1765890000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38361, "nb": 0.21608, "nc": 0.1 } }, "second_band": { "type": "sinwma", "factors": { "length": 189, "offset": 31 } } }
# | 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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