Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436250.6052 | 305077.9374 | 131172.6677 | 71670.6906 | 150557.8386 | -78887.148 |
Total P&L (%) | 436.2506 | 305.0779 | 131.1727 | 71.6707 | 150.5578 | -78.8871 |
Avg Daily Profit (%) | 0.2746 | 0.1921 | 0.0826 | 0.034 | 0.0578 | -0.0979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109576 | -93373 | -119281 | -420907 | -390208 | -275329 |
Profit Factor | 1.265 | 1.3484 | 1.1702 | 1.0236 | 1.0929 | 0.9442 |
Total Trades | 489 | 245 | 244 | 489 | 245 | 244 |
Winning Trades | 290 | 139 | 151 | 290 | 139 | 151 |
Losing Trades | 199 | 106 | 93 | 199 | 106 | 93 |
Profitability (%) | 59.3047 | 56.7347 | 61.8852 | 59.3047 | 56.7347 | 61.8852 |
Ratio Avg Win / Avg Loss | 0.868 | 1.0283 | 0.7207 | 0.7024 | 0.8334 | 0.5816 |
Largest Winning Trade | 91466 | 91466 | 25221 | 99785 | 99785 | 49224 |
Largest Losing Trade | -61608 | -61608 | -49844 | -243055 | -243055 | -162171 |
Avg Bars in Trades | 6 | 8 | 4 | 6 | 8 | 4 |
Avg Bars in Winners | 5 | 6 | 4 | 5 | 6 | 4 |
Avg Bars in Losers | 8 | 10 | 5 | 8 | 10 | 5 |
Bars Traded | 3170 | 2012 | 1157 | 3170 | 2012 | 1157 |
Profit Streak | 14.6873 | 14.6873 | 15.1873 | 14.6873 | 14.6873 | 15.1873 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433868 | 391808 | -114061 | -338079 | -232794 | -577166 |
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{ "first_band": { "type": "bbl", "factors": { "length": 2, "offset": 0, "std": 4.09564 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3177, "evaluation_days": 1588.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1621944000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759120178394, "expiration_time": 1763221392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 2, "offset": 0, "std": 4.09564 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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