Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202498.0975 | 116630.6394 | 85867.4581 | 94728.8401 | 80076.4196 | 14652.4205 |
Total P&L (%) | 202.4981 | 116.6306 | 85.8675 | 94.7288 | 80.0764 | 14.6524 |
Avg Daily Profit (%) | 0.1944 | 0.112 | 0.0824 | 0.064 | 0.0565 | 0.0131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81188 | -47058 | -85037 | -154482 | -50314 | -132332 |
Profit Factor | 1.3158 | 1.4208 | 1.2359 | 1.1327 | 1.2798 | 1.0343 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 191 | 99 | 92 | 191 | 99 | 92 |
Losing Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Profitability (%) | 66.7832 | 69.2308 | 64.3357 | 66.7832 | 69.2308 | 64.3357 |
Ratio Avg Win / Avg Loss | 0.6544 | 0.6314 | 0.6851 | 0.5634 | 0.5688 | 0.5733 |
Largest Winning Trade | 33903 | 26988 | 33903 | 59141 | 17611 | 59141 |
Largest Losing Trade | -64336 | -29562 | -64336 | -125614 | -48314 | -125614 |
Avg Bars in Trades | 85 | 74 | 96 | 85 | 74 | 96 |
Avg Bars in Winners | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Losers | 133 | 108 | 155 | 133 | 108 | 155 |
Bars Traded | 24427 | 10589 | 13838 | 24427 | 10589 | 13838 |
Profit Streak | 9.7191 | 9.7191 | 21.7608 | 9.7191 | 9.7191 | 21.7608 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408370 | -40940 | -81678 | -178468 | -115776 | -377661 |
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{ "first_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 1.56294 } }, "second_band": { "type": "midpoint", "factors": { "length": 217, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669863600000, "first_datapoint_time": 1670641200000, "last_datapoint_time": 1759863600000, "evaluation_time": 1759864533464, "expiration_time": 1766343600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 21, "offset": 0, "std": 1.56294 } }, "second_band": { "type": "midpoint", "factors": { "length": 217, "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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