Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474663.7018 | 353925.3417 | 120738.3601 | 339564.1305 | 72086.1659 | 267477.9646 |
Total P&L (%) | 474.6637 | 353.9253 | 120.7384 | 339.5641 | 72.0862 | 267.478 |
Avg Daily Profit (%) | 0.2987 | 0.2227 | 0.076 | 0.0932 | 0.0342 | 0.0819 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74706 | -116870 | -48664 | -651144 | -584315 | -366109 |
Profit Factor | 2.0262 | 2.1447 | 1.7873 | 1.1111 | 1.0348 | 1.2711 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 49.2308 | 43.75 | 54.5455 | 49.2308 | 43.75 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.0895 | 2.7574 | 1.4894 | 1.1458 | 1.3305 | 1.0593 |
Largest Winning Trade | 222239 | 222239 | 54286 | 681939 | 681939 | 182960 |
Largest Losing Trade | -51586 | -51586 | -37602 | -359720 | -359720 | -241007 |
Avg Bars in Trades | 93 | 110 | 77 | 93 | 110 | 77 |
Avg Bars in Winners | 104 | 119 | 93 | 104 | 119 | 93 |
Avg Bars in Losers | 83 | 103 | 59 | 83 | 103 | 59 |
Bars Traded | 6103 | 3530 | 2573 | 6103 | 3530 | 2573 |
Profit Streak | 45.4698 | 45.4698 | 74.9698 | 45.4698 | 45.4698 | 74.9698 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122564 | 359564 | -87701 | -301729 | -331383 | -82133 |
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{ "first_band": { "type": "jma", "factors": { "length": 82, "offset": 111 } }, "second_band": { "type": "ema", "factors": { "length": 186, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6357, "evaluation_days": 1589.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1626069600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759230988640, "expiration_time": 1763331336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 82, "offset": 111 } }, "second_band": { "type": "ema", "factors": { "length": 186, "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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