Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270305.8429 | 147124.5091 | 123181.3338 | 136277.9126 | 39541.0526 | 96736.86 |
Total P&L (%) | 270.3058 | 147.1245 | 123.1813 | 136.2779 | 39.5411 | 96.7369 |
Avg Daily Profit (%) | 0.2595 | 0.1412 | 0.1183 | 0.0826 | 0.032 | 0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107916 | -68049 | -87561 | -114308 | -127414 | -85294 |
Profit Factor | 1.345 | 1.3693 | 1.3198 | 1.1702 | 1.092 | 1.2605 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 225 | 111 | 114 | 225 | 111 | 114 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 71.2025 | 70.2532 | 72.1519 | 71.2025 | 70.2532 | 72.1519 |
Ratio Avg Win / Avg Loss | 0.544 | 0.5798 | 0.5094 | 0.4733 | 0.4624 | 0.4865 |
Largest Winning Trade | 34104 | 34104 | 21146 | 29071 | 28667 | 29071 |
Largest Losing Trade | -76955 | -47924 | -76955 | -87151 | -87151 | -69464 |
Avg Bars in Trades | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Winners | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Losers | 151 | 151 | 151 | 151 | 151 | 151 |
Bars Traded | 24796 | 12578 | 12218 | 24796 | 12578 | 12218 |
Profit Streak | 15.999 | 40.5407 | 15.999 | 15.999 | 40.5407 | 15.999 |
Trades During Streak | 7 | 10 | 3 | 7 | 10 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463322 | -1065 | -31968 | -111668 | -268775 | -103357 |
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{ "first_band": { "type": "hma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669269600000, "first_datapoint_time": 1669489200000, "last_datapoint_time": 1759269600000, "evaluation_time": 1759273114604, "expiration_time": 1765749600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 3 } } }
# | 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) |
---|