Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292314.5574 | 246040.9343 | 46273.6231 | -53111.3804 | 56201.3762 | -109312.7566 |
Total P&L (%) | 292.3146 | 246.0409 | 46.2736 | -53.1114 | 56.2014 | -109.3128 |
Avg Daily Profit (%) | 0.1837 | 0.1546 | 0.0291 | -0.0476 | 0.028 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193364 | -160133 | -92139 | -543596 | -340608 | -287182 |
Profit Factor | 1.2336 | 1.3845 | 1.0757 | 0.9717 | 1.0598 | 0.8832 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 160 | 78 | 82 | 160 | 78 | 82 |
Losing Trades | 165 | 85 | 80 | 165 | 85 | 80 |
Profitability (%) | 49.2308 | 47.8528 | 50.6173 | 49.2308 | 47.8528 | 50.6173 |
Ratio Avg Win / Avg Loss | 1.2721 | 1.5088 | 1.0494 | 1.002 | 1.155 | 0.8616 |
Largest Winning Trade | 115220 | 115220 | 40636 | 91306 | 91306 | 52225 |
Largest Losing Trade | -68325 | -64110 | -68325 | -264464 | -155192 | -264464 |
Avg Bars in Trades | 58 | 79 | 36 | 58 | 79 | 36 |
Avg Bars in Winners | 59 | 71 | 48 | 59 | 71 | 48 |
Avg Bars in Losers | 56 | 86 | 24 | 56 | 86 | 24 |
Bars Traded | 18891 | 12946 | 5945 | 18891 | 12946 | 5945 |
Profit Streak | 20.1619 | 31.9119 | 20.1619 | 20.1619 | 31.9119 | 20.1619 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364398 | 359156 | -291553 | -576148 | -310026 | -579341 |
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{ "first_band": { "type": "dema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "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": 1623117600000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759441985371, "expiration_time": 1764385401600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "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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