Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607216.274 | 490054.929 | 117161.3451 | 185258.959 | 141091.8915 | 44167.0675 |
Total P&L (%) | 607.2163 | 490.0549 | 117.1613 | 185.259 | 141.0919 | 44.1671 |
Avg Daily Profit (%) | 0.3821 | 0.3083 | 0.0737 | 0.066 | 0.0554 | 0.023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173673 | -156741 | -54360 | -308079 | -148888 | -193817 |
Profit Factor | 1.6576 | 2.0132 | 1.2665 | 1.1191 | 1.1956 | 1.0529 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 121 | 54 | 67 | 121 | 54 | 67 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 64.0212 | 57.4468 | 70.5263 | 64.0212 | 57.4468 | 70.5263 |
Ratio Avg Win / Avg Loss | 0.9316 | 1.4913 | 0.5293 | 0.6289 | 0.8856 | 0.44 |
Largest Winning Trade | 409556 | 409556 | 41978 | 138630 | 97281 | 138630 |
Largest Losing Trade | -47731 | -45589 | -47731 | -144523 | -107907 | -144523 |
Avg Bars in Trades | 24 | 30 | 17 | 24 | 30 | 17 |
Avg Bars in Winners | 17 | 22 | 14 | 17 | 22 | 14 |
Avg Bars in Losers | 35 | 41 | 26 | 35 | 41 | 26 |
Bars Traded | 4545 | 2861 | 1684 | 4545 | 2861 | 1684 |
Profit Streak | 13.3956 | 24.3956 | 13.3956 | 13.3956 | 24.3956 | 13.3956 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508290 | 466277 | -92785 | -191892 | -124315 | -324423 |
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{ "first_band": { "type": "kcb", "factors": { "length": 19, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwma", "factors": { "length": 36, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4768, "evaluation_days": 1589.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622908800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759195778213, "expiration_time": 1763309952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 19, "offset": 0, "scalar": 5 } }, "second_band": { "type": "vwma", "factors": { "length": 36, "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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