Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386217.2598 | 241119.2467 | 145098.0131 | 152658.6721 | 139988.9373 | 12669.7348 |
Total P&L (%) | 386.2173 | 241.1192 | 145.098 | 152.6587 | 139.9889 | 12.6697 |
Avg Daily Profit (%) | 0.2415 | 0.1507 | 0.0907 | 0.058 | 0.0547 | 0.0075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133180 | -101811 | -94605 | -349377 | -170605 | -315645 |
Profit Factor | 1.6751 | 1.7952 | 1.5396 | 1.1305 | 1.256 | 1.0203 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 53.0769 | 53.8462 | 52.3077 | 53.0769 | 53.8462 | 52.3077 |
Ratio Avg Win / Avg Loss | 1.4809 | 1.5387 | 1.4038 | 0.9995 | 1.0766 | 0.9303 |
Largest Winning Trade | 204583 | 204583 | 64307 | 241809 | 241809 | 94870 |
Largest Losing Trade | -60703 | -44808 | -60703 | -193528 | -76751 | -193528 |
Avg Bars in Trades | 22 | 25 | 18 | 22 | 25 | 18 |
Avg Bars in Winners | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Losers | 21 | 27 | 14 | 21 | 27 | 14 |
Bars Traded | 2880 | 1688 | 1192 | 2880 | 1688 | 1192 |
Profit Streak | 60.1687 | 60.1687 | 165.1687 | 60.1687 | 60.1687 | 165.1687 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448269 | -119738 | -200054 | -191702 | -250340 | -595141 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 62 } }, "second_band": { "type": "pwma", "factors": { "length": 213, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3199, "evaluation_days": 1599.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1631059200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760068978813, "expiration_time": 1764200304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 62 } }, "second_band": { "type": "pwma", "factors": { "length": 213, "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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