Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344743.8128 | 280985.4459 | 63758.3669 | 9880.677 | -82922.6668 | 92803.3439 |
Total P&L (%) | 344.7438 | 280.9854 | 63.7584 | 9.8807 | -82.9227 | 92.8033 |
Avg Daily Profit (%) | 0.2177 | 0.1774 | 0.0403 | 0.006 | -0.1116 | 0.0415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146745 | -139524 | -37688 | -580241 | -543204 | -106416 |
Profit Factor | 1.5987 | 1.6503 | 1.4435 | 1.0057 | 0.9393 | 1.2593 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 57.5221 | 60.7143 | 54.386 | 57.5221 | 60.7143 | 54.386 |
Ratio Avg Win / Avg Loss | 1.1806 | 1.0678 | 1.2107 | 0.7427 | 0.6078 | 1.0562 |
Largest Winning Trade | 123211 | 123211 | 24647 | 255752 | 255752 | 59392 |
Largest Losing Trade | -72185 | -72185 | -16816 | -318039 | -318039 | -100023 |
Avg Bars in Trades | 80 | 152 | 10 | 80 | 152 | 10 |
Avg Bars in Winners | 53 | 91 | 11 | 53 | 91 | 11 |
Avg Bars in Losers | 117 | 246 | 8 | 117 | 246 | 8 |
Bars Traded | 9128 | 8541 | 587 | 9128 | 8541 | 587 |
Profit Streak | 13.0754 | 0 | 123.4087 | 13.0754 | 0 | 123.4087 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416324 | -169223 | -316433 | -564657 | -759444 | -315539 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 145, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9501, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623988800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758966510729, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 145, "offset": 0, "scalar": 3 } } }
# | 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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