Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295587.8503 | 287639.7992 | 7948.0511 | -75987.4378 | -42461.0607 | -33526.3771 |
Total P&L (%) | 295.5879 | 287.6398 | 7.9481 | -75.9874 | -42.4611 | -33.5264 |
Avg Daily Profit (%) | 0.1851 | 0.1802 | 0.005 | -0.0893 | -0.0346 | -0.0256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149221 | -148250 | -101078 | -196026 | -151766 | -136290 |
Profit Factor | 1.3626 | 1.5774 | 1.0251 | 0.8935 | 0.9001 | 0.8839 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 53.9063 | 50 | 57.8125 | 53.9063 | 50 | 57.8125 |
Ratio Avg Win / Avg Loss | 1.1651 | 1.5774 | 0.748 | 0.764 | 0.9001 | 0.645 |
Largest Winning Trade | 361835 | 361835 | 34025 | 84478 | 84478 | 39076 |
Largest Losing Trade | -68995 | -68995 | -46116 | -86221 | -63545 | -86221 |
Avg Bars in Trades | 47 | 66 | 28 | 47 | 66 | 28 |
Avg Bars in Winners | 42 | 55 | 30 | 42 | 55 | 30 |
Avg Bars in Losers | 53 | 76 | 26 | 53 | 76 | 26 |
Bars Traded | 6085 | 4244 | 1841 | 6085 | 4244 | 1841 |
Profit Streak | 49.8507 | 49.8507 | 121.1007 | 49.8507 | 49.8507 | 121.1007 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370458 | -127848 | -683101 | -578447 | -718967 | -717316 |
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{ "first_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 3.17278 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6386, "evaluation_days": 1596.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624168800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759847104014, "expiration_time": 1763976528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 3.17278 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "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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