Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304656.1647 | 321833.2952 | -17177.1305 | -178594.8969 | 45003.1538 | -223598.0508 |
Total P&L (%) | 304.6562 | 321.8333 | -17.1771 | -178.5949 | 45.0032 | -223.5981 |
Avg Daily Profit (%) | 0.1905 | 0.2013 | -0.0107 | 0 | 0.0232 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -367744 | -183559 | -333656 | -375872 | -141917 | -349026 |
Profit Factor | 1.1409 | 1.3387 | 0.9858 | 0.8452 | 1.0982 | 0.6786 |
Total Trades | 589 | 294 | 295 | 589 | 294 | 295 |
Winning Trades | 323 | 157 | 166 | 265 | 138 | 127 |
Losing Trades | 266 | 137 | 129 | 324 | 156 | 168 |
Profitability (%) | 54.8387 | 53.4014 | 56.2712 | 44.9915 | 46.9388 | 43.0508 |
Ratio Avg Win / Avg Loss | 0.9396 | 1.1682 | 0.7661 | 1.0334 | 1.2414 | 0.8977 |
Largest Winning Trade | 63232 | 63232 | 44915 | 83669 | 83669 | 49247 |
Largest Losing Trade | -161303 | -54219 | -161303 | -97376 | -55436 | -97376 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 18912 | 9439 | 9473 | 18912 | 9439 | 9473 |
Profit Streak | 5.3368 | 0 | 8.0034 | 0 | 21.4201 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55216 | 337516 | -578302 | -577981 | -274848 | -582493 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.03714, "nb": 0.1, "nc": 0.29252 } }, "second_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19186, "evaluation_days": 1598.83, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623528000000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760076298025, "expiration_time": 1765041811200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.03714, "nb": 0.1, "nc": 0.29252 } }, "second_band": { "type": "midpoint", "factors": { "length": 224, "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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