Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286684.7466 | 222603.6694 | 64081.0772 | -831074.0389 | 124214.0083 | -955288.0471 |
Total P&L (%) | 286.6847 | 222.6037 | 64.0811 | -831.074 | 124.214 | -955.288 |
Avg Daily Profit (%) | 0.1796 | 0.1394 | 0.0401 | 0 | 0.0506 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195115 | -125873 | -174486 | -1446047 | -776778 | -1040151 |
Profit Factor | 1.4517 | 1.7 | 1.2024 | 0.7295 | 1.0847 | 0.4052 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 61 | 27 | 34 | 37 | 22 | 15 |
Losing Trades | 36 | 21 | 15 | 60 | 26 | 34 |
Profitability (%) | 62.8866 | 56.25 | 69.3878 | 38.1443 | 45.8333 | 30.6122 |
Ratio Avg Win / Avg Loss | 0.8567 | 1.3222 | 0.5305 | 1.183 | 1.2819 | 0.9185 |
Largest Winning Trade | 97333 | 97333 | 39130 | 415713 | 415713 | 190852 |
Largest Losing Trade | -169182 | -59346 | -169182 | -309879 | -304929 | -309879 |
Avg Bars in Trades | 63 | 68 | 58 | 63 | 68 | 58 |
Avg Bars in Winners | 48 | 45 | 50 | 82 | 94 | 63 |
Avg Bars in Losers | 89 | 98 | 76 | 51 | 46 | 55 |
Bars Traded | 6151 | 3300 | 2851 | 6151 | 3300 | 2851 |
Profit Streak | 21.3506 | 0 | 115.8506 | 0 | 26.6006 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333739 | -3887 | -137865 | -583463 | -253711 | -588221 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6386, "evaluation_days": 1596.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624406400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759847094709, "expiration_time": 1763976528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 30, "offset": 86 } } }
{ "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": [ [ 286684.7466004639, 222603.6694494106, 64081.0771510535, -831074.0388525117, 124214.008279716, -955288.0471322275 ], [ 286.684747, 222.603669, 64.081077, -831.074039, 124.214008, -955.288047 ], [ 0.179571, 0.139432, 0.040138, 0, 0.050588, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -195115, -125873, -174486, -1446047, -776778, -1040151 ], [ 1.451697, 1.69996, 1.202366, 0.729537, 1.084692, 0.405223 ], [ 97, 48, 49, 97, 48, 49 ], [ 61, 27, 34, 37, 22, 15 ], [ 36, 21, 15, 60, 26, 34 ], [ 62.886598, 56.25, 69.387755, 38.14433, 45.833333, 30.612245 ], [ 0.85674, 1.322191, 0.530456, 1.183032, 1.281909, 0.918505 ], [ 97333, 97333, 39130, 415713, 415713, 190852 ], [ -169182, -59346, -169182, -309879, -304929, -309879 ], [ 63, 68, 58, 63, 68, 58 ], [ 48, 45, 50, 82, 94, 63 ], [ 89, 98, 76, 51, 46, 55 ], [ 6151, 3300, 2851, 6151, 3300, 2851 ], [ 21.350633, 0, 115.850633, 0, 26.600633, 0 ], [ 1, 0, 4, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333739, -3887, -137865, -583463, -253711, -588221 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6386, "evaluation_days": 1596.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624406400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759847094709, "expiration_time": 1763976528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 30, "offset": 86 } } }
# | 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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