Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301716.9982 | 183371.4476 | 118345.5506 | 330941.4836 | 38352.3713 | 292589.1123 |
Total P&L (%) | 301.717 | 183.3714 | 118.3456 | 330.9415 | 38.3524 | 292.5891 |
Avg Daily Profit (%) | 0.2896 | 0.176 | 0.1136 | 0.1403 | 0.0312 | 0.1314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82932 | -60509 | -82695 | -385331 | -307076 | -135676 |
Profit Factor | 1.4328 | 1.5733 | 1.3137 | 1.1972 | 1.0416 | 1.3862 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 75.265 | 75.1773 | 75.3521 | 75.265 | 75.1773 | 75.3521 |
Ratio Avg Win / Avg Loss | 0.4709 | 0.5195 | 0.4297 | 0.3934 | 0.3439 | 0.4534 |
Largest Winning Trade | 34008 | 34008 | 25045 | 68033 | 54394 | 68033 |
Largest Losing Trade | -61267 | -49139 | -61267 | -288662 | -288662 | -105966 |
Avg Bars in Trades | 86 | 86 | 86 | 86 | 86 | 86 |
Avg Bars in Winners | 52 | 52 | 52 | 52 | 52 | 52 |
Avg Bars in Losers | 189 | 188 | 190 | 189 | 188 | 190 |
Bars Traded | 24465 | 12202 | 12263 | 24465 | 12202 | 12263 |
Profit Streak | 27.9816 | 69.2732 | 27.9816 | 27.9816 | 69.2732 | 27.9816 |
Trades During Streak | 8 | 13 | 4 | 8 | 13 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504707 | 442330 | -38214 | -4610 | -325217 | -14085 |
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{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670335200000, "first_datapoint_time": 1670947200000, "last_datapoint_time": 1760335200000, "evaluation_time": 1760337207353, "expiration_time": 1766815200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 171, "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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