Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266039.6325 | 207867.4307 | 58172.2018 | -186695.1655 | 161413 | -348108.1655 |
Total P&L (%) | 266.0396 | 207.8674 | 58.1722 | -186.6952 | 161.413 | -348.1082 |
Avg Daily Profit (%) | 0.1671 | 0.1305 | 0.0365 | 0 | 0.0604 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200141 | -136037 | -155557 | -462697 | -170411 | -361413 |
Profit Factor | 1.3364 | 1.5283 | 1.1464 | 0.7984 | 1.3954 | 0.3279 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 135 | 66 | 69 | 54 | 28 | 26 |
Losing Trades | 53 | 28 | 25 | 134 | 66 | 68 |
Profitability (%) | 71.8085 | 70.2128 | 73.4043 | 28.7234 | 29.7872 | 27.6596 |
Ratio Avg Win / Avg Loss | 0.5246 | 0.6484 | 0.4154 | 1.9813 | 3.289 | 0.8575 |
Largest Winning Trade | 51899 | 51899 | 27824 | 216696 | 216696 | 46035 |
Largest Losing Trade | -155557 | -65635 | -155557 | -206189 | -51555 | -206189 |
Avg Bars in Trades | 32 | 47 | 17 | 32 | 47 | 17 |
Avg Bars in Winners | 13 | 15 | 11 | 78 | 122 | 30 |
Avg Bars in Losers | 82 | 124 | 35 | 14 | 16 | 12 |
Bars Traded | 6158 | 4498 | 1660 | 6158 | 4498 | 1660 |
Profit Streak | 0 | 0 | 72.8488 | 13.3488 | 15.8488 | 0 |
Trades During Streak | 0 | 0 | 6 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352453 | -16360 | -201269 | -589815 | -118989 | -598896 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11955, "nb": 0.97659, "nc": 0.02476 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6370, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625788800000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759501335893, "expiration_time": 1763620560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11955, "nb": 0.97659, "nc": 0.02476 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "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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