Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212463.2501 | 259002.4152 | -46539.1651 | -92748.5995 | -24183.4081 | -68565.1914 |
Total P&L (%) | 212.4633 | 259.0024 | -46.5392 | -92.7486 | -24.1834 | -68.5652 |
Avg Daily Profit (%) | 0.1329 | 0.162 | -0.0291 | -0.164 | -0.0173 | -0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287408 | -120622 | -214661 | -87835 | -22587 | -82114 |
Profit Factor | 1.1491 | 1.3495 | 0.9319 | 0.6664 | 0.8165 | 0.5312 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Losing Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Profitability (%) | 53.8813 | 57.2727 | 50.4587 | 53.8813 | 57.2727 | 50.4587 |
Ratio Avg Win / Avg Loss | 0.9835 | 1.0067 | 0.915 | 0.5704 | 0.6091 | 0.5215 |
Largest Winning Trade | 287562 | 287562 | 36245 | 10489 | 10489 | 10353 |
Largest Losing Trade | -49828 | -49828 | -38930 | -29305 | -29305 | -25310 |
Avg Bars in Trades | 42 | 55 | 30 | 42 | 55 | 30 |
Avg Bars in Winners | 46 | 53 | 37 | 46 | 53 | 37 |
Avg Bars in Losers | 39 | 57 | 24 | 39 | 57 | 24 |
Bars Traded | 9411 | 6074 | 3337 | 9411 | 6074 | 3337 |
Profit Streak | 83.9432 | 83.9432 | 125.4432 | 83.9432 | 83.9432 | 125.4432 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70662 | 350231 | -579597 | -577628 | -578731 | -579597 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9593, "evaluation_days": 1598.83, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623974400000, "last_datapoint_time": 1760040000000, "evaluation_time": 1760049492988, "expiration_time": 1764184176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 4.18651 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9593, "evaluation_days": 1598.83, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623974400000, "last_datapoint_time": 1760040000000, "evaluation_time": 1760049492988, "expiration_time": 1764184176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 143, "offset": 0, "multiplier": 4.18651 } } }
# | 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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