Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477587.9613 | 446043.6585 | 31544.3028 | -29033.1015 | 200277.1209 | -229310.2224 |
Total P&L (%) | 477.588 | 446.0437 | 31.5443 | -29.0331 | 200.2771 | -229.3102 |
Avg Daily Profit (%) | 0.2997 | 0.2799 | 0.0198 | -0.0215 | 0.069 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187311 | -93280 | -121534 | -797522 | -358326 | -516835 |
Profit Factor | 1.2888 | 1.5343 | 1.0385 | 0.994 | 1.0791 | 0.9019 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 208 | 107 | 101 | 208 | 107 | 101 |
Losing Trades | 260 | 127 | 133 | 260 | 127 | 133 |
Profitability (%) | 44.4444 | 45.7265 | 43.1624 | 44.4444 | 45.7265 | 43.1624 |
Ratio Avg Win / Avg Loss | 1.611 | 1.821 | 1.3676 | 1.2425 | 1.2808 | 1.1877 |
Largest Winning Trade | 363145 | 363145 | 54076 | 591453 | 591453 | 131788 |
Largest Losing Trade | -32743 | -31863 | -32743 | -270604 | -270604 | -132211 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 24 | 24 | 25 | 24 | 24 | 25 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 9438 | 4678 | 4760 | 9438 | 4678 | 4760 |
Profit Streak | 0 | 13.4303 | 0 | 0 | 13.4303 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365853 | 421769 | -349255 | -578548 | -233491 | -580823 |
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{ "first_band": { "type": "pwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 22, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9562, "evaluation_days": 1593.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1622577600000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759601975075, "expiration_time": 1763724384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 22, "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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