Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303508.5124 | 182016.7545 | 121491.7579 | 124067.0059 | 90896.5086 | 33170.4973 |
Total P&L (%) | 303.5085 | 182.0168 | 121.4918 | 124.067 | 90.8965 | 33.1705 |
Avg Daily Profit (%) | 0.1901 | 0.114 | 0.0761 | 0.0505 | 0.0405 | 0.0179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80773 | -101289 | -82657 | -218559 | -154627 | -219105 |
Profit Factor | 1.5278 | 1.6272 | 1.4265 | 1.1248 | 1.1916 | 1.0638 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 55.2083 | 54.1667 | 56.25 | 55.2083 | 54.1667 | 56.25 |
Ratio Avg Win / Avg Loss | 1.2395 | 1.3769 | 1.1095 | 0.9126 | 1.0083 | 0.8274 |
Largest Winning Trade | 110868 | 110868 | 39139 | 120079 | 120079 | 101862 |
Largest Losing Trade | -56047 | -32088 | -56047 | -176865 | -89588 | -176865 |
Avg Bars in Trades | 47 | 40 | 54 | 47 | 40 | 54 |
Avg Bars in Winners | 41 | 33 | 48 | 41 | 33 | 48 |
Avg Bars in Losers | 55 | 48 | 62 | 55 | 48 | 62 |
Bars Traded | 4558 | 1930 | 2628 | 4558 | 1930 | 2628 |
Profit Streak | 0 | 95.3515 | 0 | 0 | 95.3515 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357959 | -37251 | -89595 | -209389 | -146970 | -322791 |
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{ "first_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 137, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4790, "evaluation_days": 1596.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627516800000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759854369521, "expiration_time": 1763962560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 137, "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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