Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259910.8999 | 229509.4865 | 30401.4134 | -39621.0415 | 32874.3854 | -72495.427 |
Total P&L (%) | 259.9109 | 229.5095 | 30.4014 | -39.621 | 32.8744 | -72.4954 |
Avg Daily Profit (%) | 0.1627 | 0.1437 | 0.019 | -0.0316 | 0.0178 | -0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129898 | -83000 | -125689 | -92674 | -46555 | -101605 |
Profit Factor | 1.304 | 1.5315 | 1.0718 | 0.9198 | 1.1482 | 0.7334 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 52.439 | 54.878 | 50 | 52.439 | 54.878 | 50 |
Ratio Avg Win / Avg Loss | 1.1827 | 1.2592 | 1.0718 | 0.8342 | 0.9441 | 0.7334 |
Largest Winning Trade | 158300 | 158300 | 60296 | 50872 | 50872 | 24791 |
Largest Losing Trade | -57356 | -45016 | -57356 | -51615 | -31993 | -51615 |
Avg Bars in Trades | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Winners | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Losers | 23 | 26 | 19 | 23 | 26 | 19 |
Bars Traded | 4665 | 2292 | 2373 | 4665 | 2292 | 2373 |
Profit Streak | 10.2091 | 15.2091 | 0 | 10.2091 | 15.2091 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342808 | -2653 | -316195 | -578666 | -234024 | -584958 |
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{ "first_band": { "type": "pwma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 120, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4791, "evaluation_days": 1597, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625328000000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759870862679, "expiration_time": 1763992224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 120, "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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