Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452861.9952 | 277779.7612 | 175082.2339 | -324089.4907 | 40293.5407 | -364383.0314 |
Total P&L (%) | 452.862 | 277.7798 | 175.0822 | -324.0895 | 40.2935 | -364.383 |
Avg Daily Profit (%) | 0.2828 | 0.1735 | 0.1093 | 0 | 0.0211 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127635 | -123109 | -110018 | -390300 | -122736 | -400135 |
Profit Factor | 1.7763 | 1.9249 | 1.6187 | 0.6782 | 1.0993 | 0.3939 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 63 | 29 | 34 | 23 | 14 | 9 |
Losing Trades | 22 | 13 | 9 | 62 | 28 | 34 |
Profitability (%) | 74.1176 | 69.0476 | 79.0698 | 27.0588 | 33.3333 | 20.9302 |
Ratio Avg Win / Avg Loss | 0.6203 | 0.8629 | 0.4285 | 1.8281 | 2.1986 | 1.4882 |
Largest Winning Trade | 71893 | 71893 | 35752 | 115313 | 115313 | 55990 |
Largest Losing Trade | -110018 | -66826 | -110018 | -182863 | -39582 | -182863 |
Avg Bars in Trades | 54 | 62 | 46 | 54 | 62 | 46 |
Avg Bars in Winners | 31 | 31 | 31 | 111 | 123 | 92 |
Avg Bars in Losers | 120 | 131 | 105 | 33 | 31 | 34 |
Bars Traded | 4646 | 2628 | 2018 | 4646 | 2628 | 2018 |
Profit Streak | 90.6562 | 90.6562 | 122.6562 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506945 | 437221 | -41533 | -598513 | -283436 | -626812 |
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{ "first_band": { "type": "sma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 120, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4804, "evaluation_days": 1601.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625328000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760255091762, "expiration_time": 1764377856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "wma", "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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