Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296793.1332 | 227563.2492 | 69229.884 | -57288.3739 | -158569.828 | 101281.4542 |
Total P&L (%) | 296.7931 | 227.5632 | 69.2299 | -57.2884 | -158.5698 | 101.2815 |
Avg Daily Profit (%) | 0.186 | 0.1426 | 0.0434 | -0.0533 | 0 | 0.0439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176499 | -90481 | -87057 | -552755 | -511544 | -86062 |
Profit Factor | 1.7097 | 1.9405 | 1.3929 | 0.9232 | 0.7331 | 1.667 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 17 | 6 | 11 | 17 | 6 | 11 |
Profitability (%) | 83.4951 | 88.2353 | 78.8462 | 83.4951 | 88.2353 | 78.8462 |
Ratio Avg Win / Avg Loss | 0.338 | 0.2587 | 0.3737 | 0.1825 | 0.0978 | 0.4472 |
Largest Winning Trade | 38096 | 38096 | 23727 | 114046 | 114046 | 57409 |
Largest Losing Trade | -90481 | -90481 | -86018 | -506886 | -506886 | -86062 |
Avg Bars in Trades | 40 | 76 | 5 | 40 | 76 | 5 |
Avg Bars in Winners | 14 | 25 | 3 | 14 | 25 | 3 |
Avg Bars in Losers | 172 | 461 | 15 | 172 | 461 | 15 |
Bars Traded | 4205 | 3910 | 295 | 4205 | 3910 | 295 |
Profit Streak | 127.352 | 0 | 129.0186 | 127.352 | 0 | 129.0186 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479214 | -177073 | -311483 | -575430 | -756143 | -309420 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.65029, "nb": 0.62064, "nc": 0.1 } }, "second_band": { "type": "kcu", "factors": { "length": 192, "offset": 0, "scalar": 5 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4786, "evaluation_days": 1595.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627401600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759739210685, "expiration_time": 1763843904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.65029, "nb": 0.62064, "nc": 0.1 } }, "second_band": { "type": "kcu", "factors": { "length": 192, "offset": 0, "scalar": 5 } } }
# | 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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