Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242211.7574 | 200416.546 | 41795.2114 | -58892.3657 | -32369.7415 | -26522.6242 |
Total P&L (%) | 242.2118 | 200.4165 | 41.7952 | -58.8924 | -32.3697 | -26.5226 |
Avg Daily Profit (%) | 0.1517 | 0.1255 | 0.0262 | -0.0557 | -0.0245 | -0.0193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200266 | -128854 | -90162 | -372478 | -253469 | -181741 |
Profit Factor | 1.3449 | 1.4745 | 1.1493 | 0.9398 | 0.9436 | 0.9345 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 52.6786 | 51.7857 | 53.5714 | 52.6786 | 51.7857 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.2081 | 1.3728 | 0.9961 | 0.8443 | 0.8785 | 0.8099 |
Largest Winning Trade | 304158 | 304158 | 29065 | 142970 | 142970 | 51066 |
Largest Losing Trade | -53301 | -53301 | -33498 | -100929 | -100929 | -75650 |
Avg Bars in Trades | 54 | 76 | 32 | 54 | 76 | 32 |
Avg Bars in Winners | 52 | 63 | 40 | 52 | 63 | 40 |
Avg Bars in Losers | 56 | 89 | 22 | 56 | 89 | 22 |
Bars Traded | 6071 | 4274 | 1797 | 6071 | 4274 | 1797 |
Profit Streak | 80.7808 | 84.5308 | 80.7808 | 80.7808 | 84.5308 | 80.7808 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353970 | -202697 | -396071 | -578511 | -759147 | -758956 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6388, "evaluation_days": 1597, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624168800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759884257947, "expiration_time": 1764021024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 2.6614 } }, "second_band": { "type": "midprice", "factors": { "length": 105, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6388, "evaluation_days": 1597, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624168800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759884257947, "expiration_time": 1764021024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 2.6614 } }, "second_band": { "type": "midprice", "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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