Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355689.9814 | 303835.8636 | 51854.1178 | -3498.8271 | -82161.4805 | 78662.6534 |
Total P&L (%) | 355.69 | 303.8359 | 51.8541 | -3.4988 | -82.1615 | 78.6627 |
Avg Daily Profit (%) | 0.2239 | 0.1912 | 0.0326 | -0.0022 | -0.1084 | 0.0365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207480 | -181138 | -35649 | -621456 | -537978 | -114294 |
Profit Factor | 1.579 | 1.6217 | 1.4128 | 0.9971 | 0.9164 | 1.3448 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 47.5728 | 45.098 | 50 | 47.5728 | 45.098 | 50 |
Ratio Avg Win / Avg Loss | 1.7401 | 1.9742 | 1.4128 | 1.0989 | 1.1156 | 1.3448 |
Largest Winning Trade | 187556 | 187556 | 18843 | 165082 | 165082 | 73222 |
Largest Losing Trade | -60683 | -60683 | -20485 | -270561 | -270561 | -52906 |
Avg Bars in Trades | 176 | 341 | 14 | 176 | 341 | 14 |
Avg Bars in Winners | 204 | 415 | 17 | 204 | 415 | 17 |
Avg Bars in Losers | 151 | 281 | 12 | 151 | 281 | 12 |
Bars Traded | 18217 | 17440 | 777 | 18217 | 17440 | 777 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361986 | -171345 | -329503 | -579781 | -761072 | -323514 |
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{ "first_band": { "type": "jma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 4.83781 } } }
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{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19065, "evaluation_days": 1588.75, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623600000000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759205252961, "expiration_time": 1764139248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 4.83781 } } }
# | 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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