Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400617.3942 | 347642.254 | 52975.1402 | -198501.5802 | 3684569.1971 | -3883070.7772 |
Total P&L (%) | 400.6174 | 347.6423 | 52.9751 | -198.5016 | 3684.5692 | -3883.0708 |
Avg Daily Profit (%) | 0.251 | 0.2178 | 0.0332 | 0 | 0.2279 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269067 | -132556 | -240602 | -6800004 | -876128 | -6850633 |
Profit Factor | 1.2278 | 1.4123 | 1.0579 | 0.9871 | 1.783 | 0.6367 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 218 | 106 | 112 | 259 | 128 | 131 |
Losing Trades | 228 | 117 | 111 | 187 | 95 | 92 |
Profitability (%) | 48.8789 | 47.5336 | 50.2242 | 58.0717 | 57.3991 | 58.7444 |
Ratio Avg Win / Avg Loss | 1.2841 | 1.5588 | 1.0484 | 0.7127 | 1.3233 | 0.4471 |
Largest Winning Trade | 129291 | 129291 | 52519 | 2810176 | 2810176 | 436654 |
Largest Losing Trade | -127269 | -36358 | -127269 | -6342716 | -585334 | -6342716 |
Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
Avg Bars in Winners | 23 | 25 | 20 | 20 | 23 | 18 |
Avg Bars in Losers | 19 | 21 | 16 | 21 | 23 | 19 |
Bars Traded | 9413 | 5237 | 4176 | 9413 | 5237 | 4176 |
Profit Streak | 4.7564 | 16.0897 | 0 | 0 | 0 | 11.423 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372972 | 383565 | -305653 | -577122 | 446235 | -578121 |
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{ "first_band": { "type": "zlma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 14, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9575, "evaluation_days": 1595.83, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1622822400000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759788551269, "expiration_time": 1763917200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 14, "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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