Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476346.5851 | 312078.554 | 164268.0311 | 249789.8263 | 577883.4301 | -328093.6038 |
Total P&L (%) | 476.3466 | 312.0786 | 164.268 | 249.7898 | 577.8834 | -328.0936 |
Avg Daily Profit (%) | 0.2992 | 0.196 | 0.1032 | 0.0787 | 0.1203 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126892 | -83157 | -71161 | -1514560 | -1144670 | -1171656 |
Profit Factor | 1.6962 | 1.8506 | 1.5177 | 1.0302 | 1.1375 | 0.9195 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 60.6061 | 55.102 | 66 | 60.6061 | 55.102 | 66 |
Ratio Avg Win / Avg Loss | 1.1025 | 1.5079 | 0.7818 | 0.6696 | 0.9268 | 0.4737 |
Largest Winning Trade | 109484 | 109484 | 41316 | 793942 | 793942 | 488943 |
Largest Losing Trade | -56960 | -56960 | -53972 | -981962 | -476999 | -981962 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 3021 | 1540 | 1481 | 3021 | 1540 | 1481 |
Profit Streak | 47.4973 | 47.4973 | 70.4973 | 47.4973 | 47.4973 | 70.4973 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490611 | 446999 | -232217 | -273837 | -101641 | -757513 |
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{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3184, "evaluation_days": 1592, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624968000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759449362403, "expiration_time": 1763532864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 72, "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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