Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323643.1825 | 223605.5026 | 100037.6799 | 240922.7117 | 341841.6589 | -100918.9472 |
Total P&L (%) | 323.6432 | 223.6055 | 100.0377 | 240.9227 | 341.8417 | -100.9189 |
Avg Daily Profit (%) | 0.2029 | 0.1402 | 0.0627 | 0.0769 | 0.0932 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213350 | -42843 | -183140 | -789165 | -96517 | -740294 |
Profit Factor | 1.4384 | 1.8753 | 1.2072 | 1.1552 | 1.8249 | 0.9113 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 101 | 49 | 52 | 87 | 44 | 43 |
Losing Trades | 47 | 25 | 22 | 61 | 30 | 31 |
Profitability (%) | 68.2432 | 66.2162 | 70.2703 | 58.7838 | 59.4595 | 58.1081 |
Ratio Avg Win / Avg Loss | 0.6693 | 0.9568 | 0.5107 | 0.81 | 1.2442 | 0.657 |
Largest Winning Trade | 55308 | 55308 | 47073 | 383457 | 74249 | 383457 |
Largest Losing Trade | -139567 | -39355 | -139567 | -447835 | -47240 | -447835 |
Avg Bars in Trades | 127 | 83 | 171 | 127 | 83 | 171 |
Avg Bars in Winners | 94 | 65 | 121 | 106 | 72 | 140 |
Avg Bars in Losers | 198 | 118 | 289 | 157 | 99 | 214 |
Bars Traded | 18861 | 6153 | 12708 | 18861 | 6153 | 12708 |
Profit Streak | 38.2587 | 38.2587 | 117.9253 | 38.2587 | 38.2587 | 117.9253 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404342 | -65757 | -171429 | -138621 | -127723 | -642448 |
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{ "first_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 1.73961 } }, "second_band": { "type": "rma", "factors": { "length": 123, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19141, "evaluation_days": 1595.08, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622800800000, "last_datapoint_time": 1759744800000, "evaluation_time": 1759752748696, "expiration_time": 1764706147200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 1.73961 } }, "second_band": { "type": "rma", "factors": { "length": 123, "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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