Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304415.3777 | 269651.1683 | 34764.2094 | -58095.9425 | -71395.8803 | 13299.9379 |
Total P&L (%) | 304.4154 | 269.6512 | 34.7642 | -58.0959 | -71.3959 | 13.2999 |
Avg Daily Profit (%) | 0.1913 | 0.1694 | 0.0218 | -0.0546 | -0.0786 | 0.0078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152260 | -137887 | -28949 | -215190 | -211097 | -49984 |
Profit Factor | 1.4532 | 1.5313 | 1.2116 | 0.9315 | 0.8892 | 1.0653 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 53.913 | 49.1228 | 58.6207 | 53.913 | 49.1228 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.2422 | 1.586 | 0.8553 | 0.7963 | 0.9209 | 0.752 |
Largest Winning Trade | 249763 | 249763 | 22123 | 67300 | 67300 | 24283 |
Largest Losing Trade | -71780 | -71780 | -28949 | -92029 | -92029 | -39790 |
Avg Bars in Trades | 156 | 296 | 18 | 156 | 296 | 18 |
Avg Bars in Winners | 120 | 240 | 20 | 120 | 240 | 20 |
Avg Bars in Losers | 199 | 351 | 15 | 199 | 351 | 15 |
Bars Traded | 18000 | 16926 | 1074 | 18000 | 16926 | 1074 |
Profit Streak | 18.765 | 0 | 118.265 | 18.765 | 0 | 118.265 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357833 | -170427 | -346193 | -579404 | -761174 | -573524 |
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{ "first_band": { "type": "bbl", "factors": { "length": 37, "offset": 0, "std": 3.31132 } }, "second_band": { "type": "vwma", "factors": { "length": 203, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19098, "evaluation_days": 1591.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623376800000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759436498904, "expiration_time": 1764385401600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 37, "offset": 0, "std": 3.31132 } }, "second_band": { "type": "vwma", "factors": { "length": 203, "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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