Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282748.856 | 255056.2318 | 27692.6242 | -96734.0881 | 127258.1665 | -223992.2545 |
Total P&L (%) | 282.7489 | 255.0562 | 27.6926 | -96.7341 | 127.2582 | -223.9923 |
Avg Daily Profit (%) | 0.178 | 0.1606 | 0.0174 | -0.2152 | 0.0517 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205799 | -95677 | -225903 | -304192 | -30360 | -343493 |
Profit Factor | 1.2045 | 1.387 | 1.0383 | 0.7699 | 3.8486 | 0.4038 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 169 | 81 | 88 | 147 | 76 | 71 |
Losing Trades | 95 | 51 | 44 | 117 | 56 | 61 |
Profitability (%) | 64.0152 | 61.3636 | 66.6667 | 55.6818 | 57.5758 | 53.7879 |
Ratio Avg Win / Avg Loss | 0.6771 | 0.8733 | 0.5191 | 0.6128 | 2.8358 | 0.3469 |
Largest Winning Trade | 63944 | 63944 | 31300 | 61351 | 61161 | 61351 |
Largest Losing Trade | -112461 | -50809 | -112461 | -186103 | -30360 | -186103 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 9 | 8 | 9 | 10 | 10 | 9 |
Avg Bars in Losers | 16 | 19 | 13 | 13 | 15 | 12 |
Bars Traded | 3138 | 1707 | 1431 | 3138 | 1707 | 1431 |
Profit Streak | 14.1873 | 55.6873 | 14.1873 | 14.1873 | 55.6873 | 14.1873 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368518 | 334995 | -350158 | -576887 | -114351 | -579618 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3177, "evaluation_days": 1588.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622160000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759120180323, "expiration_time": 1763221392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 7, "offset": 0 } }, "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": 1622160000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759120180323, "expiration_time": 1763221392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 7, "offset": 0 } }, "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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