Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255154.4149 | 157499.7173 | 97654.6976 | 130793.352 | 30948.8617 | 99844.4903 |
Total P&L (%) | 255.1544 | 157.4997 | 97.6547 | 130.7934 | 30.9489 | 99.8445 |
Avg Daily Profit (%) | 0.2449 | 0.1512 | 0.0937 | 0.0803 | 0.0259 | 0.0665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160319 | -73177 | -126318 | -164727 | -108497 | -98206 |
Profit Factor | 1.2933 | 1.3786 | 1.2151 | 1.1453 | 1.0659 | 1.2321 |
Total Trades | 536 | 268 | 268 | 536 | 268 | 268 |
Winning Trades | 372 | 183 | 189 | 372 | 183 | 189 |
Losing Trades | 164 | 85 | 79 | 164 | 85 | 79 |
Profitability (%) | 69.403 | 68.2836 | 70.5224 | 69.403 | 68.2836 | 70.5224 |
Ratio Avg Win / Avg Loss | 0.5702 | 0.6404 | 0.5079 | 0.5049 | 0.4951 | 0.515 |
Largest Winning Trade | 28784 | 28784 | 26642 | 55085 | 46212 | 55085 |
Largest Losing Trade | -73935 | -38240 | -73935 | -107254 | -107254 | -43273 |
Avg Bars in Trades | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Winners | 25 | 26 | 25 | 25 | 26 | 25 |
Avg Bars in Losers | 89 | 86 | 93 | 89 | 86 | 93 |
Bars Traded | 24319 | 12141 | 12178 | 24319 | 12141 | 12178 |
Profit Streak | 4.6003 | 6.2253 | 0 | 4.6003 | 6.2253 | 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 | 433379 | 360441 | -66403 | -142373 | -307114 | -102645 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669615200000, "first_datapoint_time": 1670252400000, "last_datapoint_time": 1759615200000, "evaluation_time": 1759616662341, "expiration_time": 1766095200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 178, "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": [ [ 255154.414862935, 157499.7172832615, 97654.6975796737, 130793.3520073279, 30948.8617383859, 99844.4902689419 ], [ 255.154415, 157.499717, 97.654698, 130.793352, 30.948862, 99.84449 ], [ 0.244947, 0.151199, 0.093748, 0.080322, 0.025888, 0.066489 ], [ 10, 10, 10, 10, 10, 10 ], [ -160319, -73177, -126318, -164727, -108497, -98206 ], [ 1.293291, 1.378639, 1.215096, 1.14534, 1.065895, 1.232067 ], [ 536, 268, 268, 536, 268, 268 ], [ 372, 183, 189, 372, 183, 189 ], [ 164, 85, 79, 164, 85, 79 ], [ 69.402985, 68.283582, 70.522388, 69.402985, 68.283582, 70.522388 ], [ 0.570161, 0.640351, 0.507897, 0.504935, 0.495088, 0.514991 ], [ 28784, 28784, 26642, 55085, 46212, 55085 ], [ -73935, -38240, -73935, -107254, -107254, -43273 ], [ 45, 45, 45, 45, 45, 45 ], [ 25, 26, 25, 25, 26, 25 ], [ 89, 86, 93, 89, 86, 93 ], [ 24319, 12141, 12178, 24319, 12141, 12178 ], [ 4.600258, 6.225258, 0, 4.600259, 6.225259, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 433379, 360441, -66403, -142373, -307114, -102645 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669615200000, "first_datapoint_time": 1670252400000, "last_datapoint_time": 1759615200000, "evaluation_time": 1759616662341, "expiration_time": 1766095200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 178, "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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