Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227850.61 | 145787.2747 | 82063.3354 | 135401.968 | -63852.2867 | 199254.2547 |
Total P&L (%) | 227.8506 | 145.7873 | 82.0633 | 135.402 | -63.8523 | 199.2543 |
Avg Daily Profit (%) | 0.2187 | 0.14 | 0.0788 | 0.0822 | -0.0976 | 0.1053 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104231 | -69638 | -56856 | -561266 | -429551 | -208356 |
Profit Factor | 1.3909 | 1.5091 | 1.2768 | 1.0815 | 0.9346 | 1.2907 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 69.6809 | 69.1489 | 70.2128 | 69.6809 | 69.1489 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.6052 | 0.6733 | 0.5417 | 0.4706 | 0.417 | 0.5476 |
Largest Winning Trade | 40853 | 40853 | 26757 | 85273 | 85273 | 81641 |
Largest Losing Trade | -56856 | -45775 | -56856 | -336697 | -336697 | -182516 |
Avg Bars in Trades | 127 | 133 | 122 | 127 | 133 | 122 |
Avg Bars in Winners | 72 | 78 | 66 | 72 | 78 | 66 |
Avg Bars in Losers | 255 | 257 | 253 | 255 | 257 | 253 |
Bars Traded | 24060 | 12563 | 11497 | 24060 | 12563 | 11497 |
Profit Streak | 9.4924 | 9.4924 | 52.4924 | 9.4924 | 9.4924 | 52.4924 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427572 | -2938 | -85355 | -210580 | -577211 | -49934 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669780800000, "first_datapoint_time": 1670436000000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759783744380, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 128, "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": [ [ 227850.6100339014, 145787.2746631091, 82063.3353707923, 135401.9680147204, -63852.2867351682, 199254.2547498887 ], [ 227.85061, 145.787275, 82.063335, 135.401968, -63.852287, 199.254255 ], [ 0.218736, 0.139955, 0.078781, 0.082221, -0.097637, 0.105283 ], [ 10, 10, 10, 10, 10, 10 ], [ -104231, -69638, -56856, -561266, -429551, -208356 ], [ 1.390929, 1.509062, 1.276812, 1.081517, 0.934551, 1.290703 ], [ 188, 94, 94, 188, 94, 94 ], [ 131, 65, 66, 131, 65, 66 ], [ 57, 29, 28, 57, 29, 28 ], [ 69.680851, 69.148936, 70.212766, 69.680851, 69.148936, 70.212766 ], [ 0.605214, 0.673274, 0.541678, 0.470584, 0.416954, 0.547571 ], [ 40853, 40853, 26757, 85273, 85273, 81641 ], [ -56856, -45775, -56856, -336697, -336697, -182516 ], [ 127, 133, 122, 127, 133, 122 ], [ 72, 78, 66, 72, 78, 66 ], [ 255, 257, 253, 255, 257, 253 ], [ 24060, 12563, 11497, 24060, 12563, 11497 ], [ 9.492412, 9.492412, 52.492412, 9.492412, 9.492412, 52.492412 ], [ 4, 2, 5, 4, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427572, -2938, -85355, -210580, -577211, -49934 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669780800000, "first_datapoint_time": 1670436000000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759783744380, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 128, "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) |
---|