Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328460.016 | 287276.2158 | 41183.8002 | -111488.4978 | -17165.5523 | -94322.9455 |
Total P&L (%) | 328.46 | 287.2762 | 41.1838 | -111.4885 | -17.1656 | -94.3229 |
Avg Daily Profit (%) | 0.2074 | 0.1814 | 0.026 | 0 | -0.0119 | -0.181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123955 | -122925 | -105285 | -69933 | -47500 | -42128 |
Profit Factor | 1.49 | 1.8875 | 1.1188 | 0.573 | 0.7883 | 0.476 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 48 | 24 | 24 | 37 | 19 | 18 |
Losing Trades | 38 | 19 | 19 | 49 | 24 | 25 |
Profitability (%) | 55.814 | 55.814 | 55.814 | 43.0233 | 44.186 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.1796 | 1.4943 | 0.8857 | 0.7589 | 0.9958 | 0.6612 |
Largest Winning Trade | 315848 | 315848 | 41471 | 53053 | 13566 | 53053 |
Largest Losing Trade | -107124 | -64978 | -107124 | -107124 | -23009 | -107124 |
Avg Bars in Trades | 104 | 141 | 68 | 104 | 141 | 68 |
Avg Bars in Winners | 99 | 131 | 68 | 110 | 153 | 65 |
Avg Bars in Losers | 110 | 153 | 67 | 100 | 131 | 70 |
Bars Traded | 8999 | 6068 | 2931 | 8999 | 6068 | 2931 |
Profit Streak | 76.1397 | 76.1397 | 110.3063 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391603 | 406679 | -250363 | -583261 | -582988 | -583892 |
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{ "first_band": { "type": "linreg", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 187, "offset": 0 } } }
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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": 1624593600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029667318, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 187, "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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