Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308098.8282 | 237722.224 | 70376.6042 | 252.3715 | 91114.6595 | -90862.2881 |
Total P&L (%) | 308.0988 | 237.7222 | 70.3766 | 0.2524 | 91.1147 | -90.8623 |
Avg Daily Profit (%) | 0.1934 | 0.1492 | 0.0442 | 0.0002 | 0.0407 | -0.1501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144949 | -81038 | -131974 | -121483 | -60433 | -125163 |
Profit Factor | 1.2276 | 1.357 | 1.1024 | 1.0003 | 1.2 | 0.8222 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Losing Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Profitability (%) | 52.3132 | 53.9007 | 50.7143 | 52.3132 | 53.9007 | 50.7143 |
Ratio Avg Win / Avg Loss | 1.1191 | 1.1606 | 1.0713 | 0.9118 | 1.0263 | 0.799 |
Largest Winning Trade | 79596 | 79596 | 52399 | 52736 | 52736 | 24823 |
Largest Losing Trade | -49901 | -33235 | -49901 | -40339 | -33624 | -40339 |
Avg Bars in Trades | 66 | 65 | 68 | 66 | 65 | 68 |
Avg Bars in Winners | 82 | 75 | 89 | 82 | 75 | 89 |
Avg Bars in Losers | 50 | 53 | 46 | 50 | 53 | 46 |
Bars Traded | 18823 | 9254 | 9569 | 18823 | 9254 | 9569 |
Profit Streak | 20.5307 | 20.5307 | 21.7807 | 20.5307 | 20.5307 | 21.7807 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377652 | 285866 | -240877 | -576995 | -137770 | -579821 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19120, "evaluation_days": 1593.33, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623002400000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759596252303, "expiration_time": 1764549504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 212, "offset": 0, "multiplier": 4.90183 } } }
{ "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": [ [ 308098.8281972261, 237722.2239723648, 70376.6042248614, 252.3714563301, 91114.6595452887, -90862.2880889586 ], [ 308.098828, 237.722224, 70.376604, 0.252371, 91.11466, -90.862288 ], [ 0.193368, 0.149198, 0.04417, 0.000158, 0.040659, -0.150061 ], [ 10, 10, 10, 10, 10, 10 ], [ -144949, -81038, -131974, -121483, -60433, -125163 ], [ 1.227643, 1.356966, 1.102369, 1.000261, 1.19997, 0.822156 ], [ 281, 141, 140, 281, 141, 140 ], [ 147, 76, 71, 147, 76, 71 ], [ 134, 65, 69, 134, 65, 69 ], [ 52.313167, 53.900709, 50.714286, 52.313167, 53.900709, 50.714286 ], [ 1.119076, 1.160563, 1.071316, 0.911803, 1.026291, 0.798997 ], [ 79596, 79596, 52399, 52736, 52736, 24823 ], [ -49901, -33235, -49901, -40339, -33624, -40339 ], [ 66, 65, 68, 66, 65, 68 ], [ 82, 75, 89, 82, 75, 89 ], [ 50, 53, 46, 50, 53, 46 ], [ 18823, 9254, 9569, 18823, 9254, 9569 ], [ 20.530698, 20.530698, 21.780698, 20.530698, 20.530698, 21.780698 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377652, 285866, -240877, -576995, -137770, -579821 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19120, "evaluation_days": 1593.33, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623002400000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759596252303, "expiration_time": 1764549504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 212, "offset": 0, "multiplier": 4.90183 } } }
# | 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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