Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262222.9593 | 196559.6346 | 65663.3247 | -135072.7276 | -128421.8888 | -6650.8388 |
Total P&L (%) | 262.223 | 196.5596 | 65.6633 | -135.0727 | -128.4219 | -6.6508 |
Avg Daily Profit (%) | 0.1646 | 0.1234 | 0.0412 | 0 | 0 | -0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241956 | -155735 | -106686 | -631204 | -558945 | -146733 |
Profit Factor | 1.4553 | 1.5896 | 1.2707 | 0.854 | 0.7879 | 0.9792 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 116 | 61 | 55 | 54 | 25 | 29 |
Losing Trades | 27 | 10 | 17 | 89 | 46 | 43 |
Profitability (%) | 81.1189 | 85.9155 | 76.3889 | 37.7622 | 35.2113 | 40.2778 |
Ratio Avg Win / Avg Loss | 0.3387 | 0.2606 | 0.3928 | 1.4075 | 1.4498 | 1.4519 |
Largest Winning Trade | 47983 | 47983 | 18608 | 69691 | 69691 | 41729 |
Largest Losing Trade | -106686 | -68372 | -106686 | -341870 | -341870 | -95797 |
Avg Bars in Trades | 39 | 65 | 13 | 39 | 65 | 13 |
Avg Bars in Winners | 12 | 18 | 6 | 56 | 100 | 17 |
Avg Bars in Losers | 153 | 353 | 36 | 29 | 46 | 11 |
Bars Traded | 5624 | 4637 | 987 | 5624 | 4637 | 987 |
Profit Streak | 125.5859 | 140.0859 | 125.5859 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442709 | -108991 | -214821 | -583491 | -671820 | -662072 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6373, "evaluation_days": 1593.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1626912000000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759565020513, "expiration_time": 1763687304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.65834, "nb": 0.1, "nc": 0.60046 } }, "second_band": { "type": "kcu", "factors": { "length": 232, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 262222.9593383727, 196559.6346381943, 65663.3247001785, -135072.7276344908, -128421.8887889999, -6650.838845491 ], [ 262.222959, 196.559635, 65.663325, -135.072728, -128.421889, -6.650839 ], [ 0.164584, 0.12337, 0.041213, 0, 0, -0.00432 ], [ 10, 10, 10, 10, 10, 10 ], [ -241956, -155735, -106686, -631204, -558945, -146733 ], [ 1.455309, 1.589576, 1.270742, 0.853986, 0.787912, 0.979187 ], [ 143, 71, 72, 143, 71, 72 ], [ 116, 61, 55, 54, 25, 29 ], [ 27, 10, 17, 89, 46, 43 ], [ 81.118881, 85.915493, 76.388889, 37.762238, 35.211268, 40.277778 ], [ 0.338736, 0.260586, 0.392775, 1.407495, 1.449758, 1.451898 ], [ 47983, 47983, 18608, 69691, 69691, 41729 ], [ -106686, -68372, -106686, -341870, -341870, -95797 ], [ 39, 65, 13, 39, 65, 13 ], [ 12, 18, 6, 56, 100, 17 ], [ 153, 353, 36, 29, 46, 11 ], [ 5624, 4637, 987, 5624, 4637, 987 ], [ 125.585885, 140.085885, 125.585885, 0, 0, 0 ], [ 2, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 442709, -108991, -214821, -583491, -671820, -662072 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6373, "evaluation_days": 1593.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1626912000000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759565020513, "expiration_time": 1763687304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.65834, "nb": 0.1, "nc": 0.60046 } }, "second_band": { "type": "kcu", "factors": { "length": 232, "offset": 0, "scalar": 3 } } }
# | 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) |
---|