Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363697.2842 | 248589.0518 | 115108.2324 | 70722.7701 | -199045.9241 | 269768.6942 |
Total P&L (%) | 363.6973 | 248.5891 | 115.1082 | 70.7228 | -199.0459 | 269.7687 |
Avg Daily Profit (%) | 0.2297 | 0.157 | 0.0727 | 0.0338 | 0 | 0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151410 | -149248 | -136704 | -736477 | -766956 | -280322 |
Profit Factor | 1.3367 | 1.4803 | 1.2047 | 1.0249 | 0.8809 | 1.2302 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 64.6809 | 64.1026 | 65.2542 | 64.6809 | 64.1026 | 65.2542 |
Ratio Avg Win / Avg Loss | 0.7299 | 0.8289 | 0.6414 | 0.5596 | 0.4933 | 0.655 |
Largest Winning Trade | 90506 | 90506 | 32606 | 187322 | 187322 | 126487 |
Largest Losing Trade | -53565 | -48096 | -53565 | -301997 | -301997 | -111529 |
Avg Bars in Trades | 39 | 49 | 28 | 39 | 49 | 28 |
Avg Bars in Winners | 29 | 34 | 23 | 29 | 34 | 23 |
Avg Bars in Losers | 57 | 75 | 38 | 57 | 75 | 38 |
Bars Traded | 9188 | 5781 | 3407 | 9188 | 5781 | 3407 |
Profit Streak | 18.9276 | 18.9276 | 64.9276 | 18.9276 | 18.9276 | 64.9276 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400384 | 321019 | -94539 | -337984 | -578633 | -81150 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9501, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623254400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759011344295, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 363697.2841614304, 248589.0517880857, 115108.2323733446, 70722.7700724273, -199045.9241206803, 269768.6941931075 ], [ 363.697284, 248.589052, 115.108232, 70.72277, -199.045924, 269.768694 ], [ 0.229679, 0.156987, 0.072692, 0.033783, 0, 0.082617 ], [ 10, 10, 10, 10, 10, 10 ], [ -151410, -149248, -136704, -736477, -766956, -280322 ], [ 1.336741, 1.48026, 1.20466, 1.024879, 0.88087, 1.23021 ], [ 235, 117, 118, 235, 117, 118 ], [ 152, 75, 77, 152, 75, 77 ], [ 83, 42, 41, 83, 42, 41 ], [ 64.680851, 64.102564, 65.254237, 64.680851, 64.102564, 65.254237 ], [ 0.729931, 0.828946, 0.641442, 0.559638, 0.493287, 0.655047 ], [ 90506, 90506, 32606, 187322, 187322, 126487 ], [ -53565, -48096, -53565, -301997, -301997, -111529 ], [ 39, 49, 28, 39, 49, 28 ], [ 29, 34, 23, 29, 34, 23 ], [ 57, 75, 38, 57, 75, 38 ], [ 9188, 5781, 3407, 9188, 5781, 3407 ], [ 18.927596, 18.927596, 64.927596, 18.927596, 18.927596, 64.927596 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400384, 321019, -94539, -337984, -578633, -81150 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9501, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623254400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759011344295, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "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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