Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409136.4754 | 322864.7751 | 86271.7003 | 132776.5997 | 238450.4838 | -105673.884 |
Total P&L (%) | 409.1365 | 322.8648 | 86.2717 | 132.7766 | 238.4505 | -105.6739 |
Avg Daily Profit (%) | 0.2575 | 0.2032 | 0.0543 | 0.0532 | 0.0768 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133454 | -114865 | -79739 | -464221 | -294688 | -305028 |
Profit Factor | 1.3712 | 1.5164 | 1.1808 | 1.0423 | 1.1398 | 0.9262 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Losing Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Profitability (%) | 47.0588 | 50.4202 | 43.6975 | 47.0588 | 50.4202 | 43.6975 |
Ratio Avg Win / Avg Loss | 1.5426 | 1.4911 | 1.5215 | 1.1726 | 1.1208 | 1.1934 |
Largest Winning Trade | 216711 | 216711 | 47762 | 237224 | 237224 | 101637 |
Largest Losing Trade | -46892 | -30755 | -46892 | -113331 | -112644 | -113331 |
Avg Bars in Trades | 25 | 31 | 19 | 25 | 31 | 19 |
Avg Bars in Winners | 32 | 35 | 28 | 32 | 35 | 28 |
Avg Bars in Losers | 19 | 27 | 13 | 19 | 27 | 13 |
Bars Traded | 6100 | 3723 | 2377 | 6100 | 3723 | 2377 |
Profit Streak | 0 | 0 | 17.5169 | 0 | 0 | 17.5169 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364377 | 319357 | -142761 | -295500 | -157439 | -580954 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6356, "evaluation_days": 1589, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625443200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759213459464, "expiration_time": 1763309088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 61, "offset": 0, "multiplier": 2.69238 } } }
{ "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": [ [ 409136.4754160049, 322864.7751316087, 86271.7002843962, 132776.5997330036, 238450.483751265, -105673.8840182612 ], [ 409.136475, 322.864775, 86.2717, 132.7766, 238.450484, -105.673884 ], [ 0.25748, 0.203187, 0.054293, 0.053187, 0.076757, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -133454, -114865, -79739, -464221, -294688, -305028 ], [ 1.371161, 1.516394, 1.180831, 1.042307, 1.139759, 0.926217 ], [ 238, 119, 119, 238, 119, 119 ], [ 112, 60, 52, 112, 60, 52 ], [ 126, 59, 67, 126, 59, 67 ], [ 47.058824, 50.420168, 43.697479, 47.058824, 50.420168, 43.697479 ], [ 1.542556, 1.491121, 1.521455, 1.172596, 1.120763, 1.193395 ], [ 216711, 216711, 47762, 237224, 237224, 101637 ], [ -46892, -30755, -46892, -113331, -112644, -113331 ], [ 25, 31, 19, 25, 31, 19 ], [ 32, 35, 28, 32, 35, 28 ], [ 19, 27, 13, 19, 27, 13 ], [ 6100, 3723, 2377, 6100, 3723, 2377 ], [ 0, 0, 17.516892, 0, 0, 17.516892 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364377, 319357, -142761, -295500, -157439, -580954 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6356, "evaluation_days": 1589, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625443200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759213459464, "expiration_time": 1763309088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 61, "offset": 0, "multiplier": 2.69238 } } }
# | 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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