Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569321.523 | 409703.1575 | 159618.3655 | 161093.1675 | 152129.222 | 8963.9456 |
Total P&L (%) | 569.3215 | 409.7032 | 159.6184 | 161.0932 | 152.1292 | 8.9639 |
Avg Daily Profit (%) | 0.356 | 0.2562 | 0.0998 | 0.06 | 0.0578 | 0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153137 | -132060 | -160726 | -357041 | -235873 | -310687 |
Profit Factor | 1.1425 | 1.2182 | 1.0753 | 1.0416 | 1.0837 | 1.0044 |
Total Trades | 2295 | 1148 | 1147 | 2295 | 1148 | 1147 |
Winning Trades | 1129 | 569 | 560 | 1129 | 569 | 560 |
Losing Trades | 1166 | 579 | 587 | 1166 | 579 | 587 |
Profitability (%) | 49.1939 | 49.5645 | 48.823 | 49.1939 | 49.5645 | 48.823 |
Ratio Avg Win / Avg Loss | 1.1799 | 1.2396 | 1.1272 | 1.0757 | 1.1027 | 1.0528 |
Largest Winning Trade | 60422 | 60422 | 48101 | 87832 | 85312 | 87832 |
Largest Losing Trade | -71298 | -40436 | -71298 | -126782 | -126782 | -103501 |
Avg Bars in Trades | 2 | 1 | 2 | 2 | 1 | 2 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 1 | 1 | 2 | 1 | 1 | 2 |
Bars Traded | 4789 | 2259 | 2530 | 4789 | 2259 | 2530 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47352 | 479553 | -192043 | -280490 | -238540 | -561820 |
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{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4798, "evaluation_days": 1599.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1621900800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760091552951, "expiration_time": 1764199872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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