Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388292.3635 | 239452.5843 | 148839.7792 | 82265.0493 | 37383.4328 | 44881.6165 |
Total P&L (%) | 388.2924 | 239.4526 | 148.8398 | 82.265 | 37.3834 | 44.8816 |
Avg Daily Profit (%) | 0.2433 | 0.1501 | 0.0933 | 0.0376 | 0.0199 | 0.0232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86198 | -110887 | -56034 | -81229 | -91265 | -44757 |
Profit Factor | 1.8441 | 1.9421 | 1.7232 | 1.1932 | 1.1548 | 1.2434 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 70 | 66.6667 | 73.3333 | 70 | 66.6667 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.7904 | 0.971 | 0.6266 | 0.5114 | 0.5774 | 0.4521 |
Largest Winning Trade | 75305 | 75305 | 47487 | 35901 | 35901 | 35560 |
Largest Losing Trade | -83995 | -57921 | -83995 | -83995 | -55605 | -83995 |
Avg Bars in Trades | 76 | 106 | 45 | 76 | 106 | 45 |
Avg Bars in Winners | 53 | 70 | 37 | 53 | 70 | 37 |
Avg Bars in Losers | 128 | 179 | 65 | 128 | 179 | 65 |
Bars Traded | 4560 | 3207 | 1353 | 4560 | 3207 | 1353 |
Profit Streak | 75.1351 | 75.1351 | 118.8018 | 75.1351 | 75.1351 | 118.8018 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160674 | 417257 | -63619 | -321714 | -217114 | -161211 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4787, "evaluation_days": 1595.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625875200000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759749276442, "expiration_time": 1763873568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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": [ [ 388292.3634866768, 239452.5843259883, 148839.7791606886, 82265.0493276512, 37383.4328137122, 44881.6165139391 ], [ 388.292363, 239.452584, 148.839779, 82.265049, 37.383433, 44.881617 ], [ 0.243341, 0.150064, 0.093277, 0.037627, 0.019906, 0.023237 ], [ 10, 10, 10, 10, 10, 10 ], [ -86198, -110887, -56034, -81229, -91265, -44757 ], [ 1.844149, 1.942077, 1.723205, 1.193186, 1.154831, 1.24341 ], [ 60, 30, 30, 60, 30, 30 ], [ 42, 20, 22, 42, 20, 22 ], [ 18, 10, 8, 18, 10, 8 ], [ 70, 66.666667, 73.333333, 70, 66.666667, 73.333333 ], [ 0.79035, 0.971039, 0.62662, 0.511365, 0.577416, 0.452149 ], [ 75305, 75305, 47487, 35901, 35901, 35560 ], [ -83995, -57921, -83995, -83995, -55605, -83995 ], [ 76, 106, 45, 76, 106, 45 ], [ 53, 70, 37, 53, 70, 37 ], [ 128, 179, 65, 128, 179, 65 ], [ 4560, 3207, 1353, 4560, 3207, 1353 ], [ 75.135144, 75.135144, 118.801811, 75.135144, 75.135144, 118.801811 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160674, 417257, -63619, -321714, -217114, -161211 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4787, "evaluation_days": 1595.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625875200000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759749276442, "expiration_time": 1763873568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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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