Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450138.9097 | 378335.1225 | 71803.7872 | 17875.7302 | 134697.5547 | -116821.8246 |
Total P&L (%) | 450.1389 | 378.3351 | 71.8038 | 17.8757 | 134.6976 | -116.8218 |
Avg Daily Profit (%) | 0.2826 | 0.2375 | 0.0451 | 0.0103 | 0.0536 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146413 | -108678 | -109687 | -399741 | -205082 | -269685 |
Profit Factor | 1.3249 | 1.5023 | 1.1136 | 1.0065 | 1.0906 | 0.9084 |
Total Trades | 367 | 183 | 184 | 367 | 183 | 184 |
Winning Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Losing Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Profitability (%) | 44.4142 | 44.2623 | 44.5652 | 44.4142 | 44.2623 | 44.5652 |
Ratio Avg Win / Avg Loss | 1.6582 | 1.8918 | 1.3852 | 1.2596 | 1.3733 | 1.1299 |
Largest Winning Trade | 305944 | 305944 | 49643 | 210442 | 210442 | 87227 |
Largest Losing Trade | -42045 | -29075 | -42045 | -101632 | -99093 | -101632 |
Avg Bars in Trades | 25 | 31 | 20 | 25 | 31 | 20 |
Avg Bars in Winners | 32 | 38 | 26 | 32 | 38 | 26 |
Avg Bars in Losers | 20 | 25 | 15 | 20 | 25 | 15 |
Bars Traded | 9462 | 5705 | 3757 | 9462 | 5705 | 3757 |
Profit Streak | 0 | 11.6211 | 0 | 0 | 11.6211 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349161 | 330283 | -229687 | -400725 | -243432 | -580539 |
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{ "first_band": { "type": "alma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 58, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9556, "evaluation_days": 1592.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1622736000000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759517663287, "expiration_time": 1763635392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 58, "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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