Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302169.0271 | 312704.9841 | -10535.957 | -74017.201 | 165987.1424 | -240004.3434 |
Total P&L (%) | 302.169 | 312.705 | -10.536 | -74.0172 | 165.9871 | -240.0043 |
Avg Daily Profit (%) | 0.1893 | 0.1959 | -0.0066 | -0.0844 | 0.0613 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197218 | -95299 | -179134 | -723215 | -283607 | -581574 |
Profit Factor | 1.1725 | 1.3515 | 0.9878 | 0.9775 | 1.0992 | 0.8517 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 214 | 108 | 106 | 214 | 108 | 106 |
Losing Trades | 252 | 125 | 127 | 252 | 125 | 127 |
Profitability (%) | 45.9227 | 46.3519 | 45.4936 | 45.9227 | 46.3519 | 45.4936 |
Ratio Avg Win / Avg Loss | 1.3807 | 1.5642 | 1.1835 | 1.1511 | 1.2722 | 1.0205 |
Largest Winning Trade | 251073 | 251073 | 54076 | 530006 | 530006 | 162994 |
Largest Losing Trade | -48556 | -48556 | -40917 | -252634 | -237182 | -252634 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 9437 | 4712 | 4725 | 9437 | 4712 | 4725 |
Profit Streak | 5.8685 | 16.0352 | 5.8685 | 5.8685 | 16.0352 | 5.8685 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20936 | 363665 | -579222 | -576812 | -221495 | -579222 |
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{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 4.20243 } }, "second_band": { "type": "swma", "factors": { "length": 20, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9577, "evaluation_days": 1596.17, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1622332800000, "last_datapoint_time": 1759809600000, "evaluation_time": 1759827040036, "expiration_time": 1763946864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 4.20243 } }, "second_band": { "type": "swma", "factors": { "length": 20, "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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