Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387526.8076 | 302285.9711 | 85240.8364 | 31685.7256 | 91760.0958 | -60074.3702 |
Total P&L (%) | 387.5268 | 302.286 | 85.2408 | 31.6857 | 91.7601 | -60.0744 |
Avg Daily Profit (%) | 0.2433 | 0.1898 | 0.0535 | 0.0173 | 0.0409 | -0.0576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148465 | -129871 | -85721 | -206616 | -118126 | -135252 |
Profit Factor | 1.2507 | 1.3535 | 1.1235 | 1.0226 | 1.121 | 0.9066 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 173 | 92 | 81 | 173 | 92 | 81 |
Losing Trades | 164 | 77 | 87 | 164 | 77 | 87 |
Profitability (%) | 51.3353 | 54.4379 | 48.2143 | 51.3353 | 54.4379 | 48.2143 |
Ratio Avg Win / Avg Loss | 1.1857 | 1.1328 | 1.2067 | 0.9694 | 0.9383 | 0.9738 |
Largest Winning Trade | 154093 | 154093 | 35810 | 87559 | 87559 | 27854 |
Largest Losing Trade | -39052 | -39052 | -34763 | -63728 | -42875 | -63728 |
Avg Bars in Trades | 18 | 23 | 14 | 18 | 23 | 14 |
Avg Bars in Winners | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Losers | 15 | 21 | 11 | 15 | 21 | 11 |
Bars Traded | 6287 | 3934 | 2353 | 6287 | 3934 | 2353 |
Profit Streak | 8.9265 | 11.4265 | 0 | 8.9265 | 11.4265 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383612 | 351393 | -206255 | -367164 | -225526 | -580870 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6370, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622743200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759508053852, "expiration_time": 1763620560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 2.57686 } } }
{ "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": [ [ 387526.8075502341, 302285.9711466826, 85240.8364035515, 31685.7255649404, 91760.0957813127, -60074.3702163721 ], [ 387.526808, 302.285971, 85.240836, 31.685726, 91.760096, -60.07437 ], [ 0.243345, 0.189819, 0.053526, 0.017286, 0.040892, -0.057638 ], [ 10, 10, 10, 10, 10, 10 ], [ -148465, -129871, -85721, -206616, -118126, -135252 ], [ 1.250733, 1.353498, 1.123457, 1.022607, 1.121032, 0.906637 ], [ 337, 169, 168, 337, 169, 168 ], [ 173, 92, 81, 173, 92, 81 ], [ 164, 77, 87, 164, 77, 87 ], [ 51.335312, 54.43787, 48.214286, 51.335312, 54.43787, 48.214286 ], [ 1.185666, 1.132819, 1.206676, 0.969408, 0.938255, 0.973796 ], [ 154093, 154093, 35810, 87559, 87559, 27854 ], [ -39052, -39052, -34763, -63728, -42875, -63728 ], [ 18, 23, 14, 18, 23, 14 ], [ 21, 25, 17, 21, 25, 17 ], [ 15, 21, 11, 15, 21, 11 ], [ 6287, 3934, 2353, 6287, 3934, 2353 ], [ 8.926549, 11.426549, 0, 8.926549, 11.426549, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 383612, 351393, -206255, -367164, -225526, -580870 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6370, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622743200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759508053852, "expiration_time": 1763620560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 2.57686 } } }
# | 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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