Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267128.1954 | 215269.0281 | 51859.1674 | -67624.5528 | -154965.1143 | 87340.5615 |
Total P&L (%) | 267.1282 | 215.269 | 51.8592 | -67.6246 | -154.9651 | 87.3406 |
Avg Daily Profit (%) | 0.1678 | 0.1353 | 0.0326 | -0.0708 | 0 | 0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200667 | -152973 | -96315 | -449880 | -389911 | -97978 |
Profit Factor | 1.4563 | 1.5157 | 1.3087 | 0.8952 | 0.6915 | 1.6119 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 66.087 | 63.1579 | 68.9655 | 66.087 | 63.1579 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.7473 | 0.8842 | 0.5889 | 0.4594 | 0.4034 | 0.7253 |
Largest Winning Trade | 157400 | 157400 | 29120 | 181311 | 181311 | 70073 |
Largest Losing Trade | -78070 | -70719 | -78070 | -190474 | -190474 | -51278 |
Avg Bars in Trades | 156 | 296 | 19 | 156 | 296 | 19 |
Avg Bars in Winners | 97 | 185 | 18 | 97 | 185 | 18 |
Avg Bars in Losers | 271 | 486 | 20 | 271 | 486 | 20 |
Bars Traded | 18014 | 16895 | 1119 | 18014 | 16895 | 1119 |
Profit Streak | 52.5559 | 52.5559 | 77.2226 | 52.5559 | 52.5559 | 77.2226 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378691 | -190507 | -328046 | -576977 | -758564 | -315878 |
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 192, "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": [ [ 267128.1954325977, 215269.0280810237, 51859.167351574, -67624.5528227844, -154965.114296651, 87340.5614738666 ], [ 267.128195, 215.269028, 51.859167, -67.624553, -154.965114, 87.340561 ], [ 0.167847, 0.135262, 0.032585, -0.070837, 0, 0.039452 ], [ 10, 10, 10, 10, 10, 10 ], [ -200667, -152973, -96315, -449880, -389911, -97978 ], [ 1.45632, 1.515706, 1.30874, 0.895173, 0.691527, 1.61186 ], [ 115, 57, 58, 115, 57, 58 ], [ 76, 36, 40, 76, 36, 40 ], [ 39, 21, 18, 39, 21, 18 ], [ 66.086957, 63.157895, 68.965517, 66.086957, 63.157895, 68.965517 ], [ 0.747322, 0.884162, 0.588933, 0.459365, 0.40339, 0.725337 ], [ 157400, 157400, 29120, 181311, 181311, 70073 ], [ -78070, -70719, -78070, -190474, -190474, -51278 ], [ 156, 296, 19, 156, 296, 19 ], [ 97, 185, 18, 97, 185, 18 ], [ 271, 486, 20, 271, 486, 20 ], [ 18014, 16895, 1119, 18014, 16895, 1119 ], [ 52.555935, 52.555935, 77.222602, 52.555935, 52.555935, 77.222602 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378691, -190507, -328046, -576977, -758564, -315878 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19098, "evaluation_days": 1591.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623297600000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759440032795, "expiration_time": 1764385401600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 3 } }, "second_band": { "type": "wma", "factors": { "length": 192, "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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