Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229075.7715 | 118188.4373 | 110887.3342 | 123862.4007 | -13875.1957 | 137737.5964 |
Total P&L (%) | 229.0758 | 118.1884 | 110.8873 | 123.8624 | -13.8752 | 137.7376 |
Avg Daily Profit (%) | 0.2199 | 0.1135 | 0.1065 | 0.0774 | -0.0143 | 0.0832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134906 | -60068 | -104264 | -503997 | -289299 | -282664 |
Profit Factor | 1.3136 | 1.3186 | 1.3083 | 1.1005 | 0.9786 | 1.236 |
Total Trades | 504 | 252 | 252 | 504 | 252 | 252 |
Winning Trades | 412 | 205 | 207 | 412 | 205 | 207 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 81.746 | 81.3492 | 82.1429 | 81.746 | 81.3492 | 82.1429 |
Ratio Avg Win / Avg Loss | 0.2933 | 0.3023 | 0.2844 | 0.2457 | 0.2244 | 0.2687 |
Largest Winning Trade | 28280 | 28280 | 16642 | 70847 | 45210 | 70847 |
Largest Losing Trade | -65476 | -38679 | -65476 | -253713 | -253713 | -227725 |
Avg Bars in Trades | 48 | 51 | 45 | 48 | 51 | 45 |
Avg Bars in Winners | 24 | 25 | 22 | 24 | 25 | 22 |
Avg Bars in Losers | 159 | 164 | 155 | 159 | 164 | 155 |
Bars Traded | 24610 | 13031 | 11579 | 24610 | 13031 | 11579 |
Profit Streak | 2.3341 | 0 | 13.7091 | 2.3341 | 0 | 13.7091 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418718 | -38211 | -46043 | -195966 | -575995 | -77528 |
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{ "first_band": { "type": "zlma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 211, "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": 1669104000000, "first_datapoint_time": 1669860000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759107663240, "expiration_time": 1765584000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 211, "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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