Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285866.7916 | 135449.1761 | 150417.6155 | 45189.4025 | -269968.5693 | 315157.9718 |
Total P&L (%) | 285.8668 | 135.4492 | 150.4176 | 45.1894 | -269.9686 | 315.158 |
Avg Daily Profit (%) | 0.1788 | 0.0847 | 0.0941 | 0.0233 | 0 | 0.0891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106470 | -111381 | -82408 | -692833 | -666389 | -295959 |
Profit Factor | 1.5897 | 1.4785 | 1.7458 | 1.0265 | 0.7578 | 1.5349 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 70.2128 | 68.0851 | 72.3404 | 70.2128 | 68.0851 | 72.3404 |
Ratio Avg Win / Avg Loss | 0.6744 | 0.6931 | 0.6675 | 0.4355 | 0.3552 | 0.5869 |
Largest Winning Trade | 46787 | 46787 | 28214 | 148759 | 113603 | 148759 |
Largest Losing Trade | -82408 | -56402 | -82408 | -360850 | -360850 | -294573 |
Avg Bars in Trades | 31 | 40 | 23 | 31 | 40 | 23 |
Avg Bars in Winners | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Losers | 75 | 96 | 50 | 75 | 96 | 50 |
Bars Traded | 2979 | 1883 | 1096 | 2979 | 1883 | 1096 |
Profit Streak | 47.065 | 47.065 | 123.565 | 47.065 | 47.065 | 123.565 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445545 | -76509 | -62138 | -351740 | -576934 | -69493 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3198, "evaluation_days": 1599, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628294400000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760060011732, "expiration_time": 1764155808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.58671, "nc": 0.1 } }, "second_band": { "type": "sma", "factors": { "length": 149, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3198, "evaluation_days": 1599, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628294400000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760060011732, "expiration_time": 1764155808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.58671, "nc": 0.1 } }, "second_band": { "type": "sma", "factors": { "length": 149, "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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