Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460603.7549 | 403593.6396 | 57010.1153 | -48085.8299 | 5823.267 | -53909.0969 |
Total P&L (%) | 460.6038 | 403.5936 | 57.0101 | -48.0858 | 5.8233 | -53.9091 |
Avg Daily Profit (%) | 0.2892 | 0.2534 | 0.0358 | -0.0412 | 0.0036 | -0.0486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172210 | -144107 | -115252 | -997616 | -472577 | -738563 |
Profit Factor | 1.4552 | 1.7702 | 1.1168 | 0.9858 | 1.0033 | 0.9663 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 50 | 46.9388 | 53.0612 | 50 | 46.9388 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.4552 | 2.0011 | 0.988 | 0.9858 | 1.1341 | 0.8548 |
Largest Winning Trade | 325931 | 325931 | 45884 | 338734 | 338734 | 175139 |
Largest Losing Trade | -83484 | -45712 | -83484 | -278569 | -188097 | -278569 |
Avg Bars in Trades | 46 | 57 | 36 | 46 | 57 | 36 |
Avg Bars in Winners | 40 | 48 | 34 | 40 | 48 | 34 |
Avg Bars in Losers | 52 | 65 | 38 | 52 | 65 | 38 |
Bars Traded | 9160 | 5628 | 3532 | 9160 | 5628 | 3532 |
Profit Streak | 10.0975 | 11.5975 | 0 | 10.0975 | 11.5975 | 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 | 399707 | 380926 | -239507 | -579090 | -571650 | -580673 |
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{ "first_band": { "type": "ssf", "factors": { "length": 56, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 73, "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": [ [ 460603.7548844425, 403593.6395730412, 57010.1153114017, -48085.8299062053, 5823.2670392041, -53909.0969454097 ], [ 460.603755, 403.59364, 57.010115, -48.08583, 5.823267, -53.909097 ], [ 0.289202, 0.253407, 0.035795, -0.041154, 0.003554, -0.048621 ], [ 10, 10, 10, 10, 10, 10 ], [ -172210, -144107, -115252, -997616, -472577, -738563 ], [ 1.455178, 1.77021, 1.116844, 0.985816, 1.00325, 0.966275 ], [ 196, 98, 98, 196, 98, 98 ], [ 98, 46, 52, 98, 46, 52 ], [ 98, 52, 46, 98, 52, 46 ], [ 50, 46.938776, 53.061224, 50, 46.938776, 53.061224 ], [ 1.455178, 2.001107, 0.987978, 0.985816, 1.134109, 0.854782 ], [ 325931, 325931, 45884, 338734, 338734, 175139 ], [ -83484, -45712, -83484, -278569, -188097, -278569 ], [ 46, 57, 36, 46, 57, 36 ], [ 40, 48, 34, 40, 48, 34 ], [ 52, 65, 38, 52, 65, 38 ], [ 9160, 5628, 3532, 9160, 5628, 3532 ], [ 10.097511, 11.597512, 0, 10.097512, 11.597512, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399707, 380926, -239507, -579090, -571650, -580673 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9556, "evaluation_days": 1592.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1622952000000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759515625005, "expiration_time": 1763635392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 56, "offset": 0, "poles": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 73, "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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