Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270708.9651 | 215257.465 | 55451.5001 | -263112.2204 | 86758.5113 | -349870.7317 |
Total P&L (%) | 270.709 | 215.2575 | 55.4515 | -263.1122 | 86.7585 | -349.8707 |
Avg Daily Profit (%) | 0.1695 | 0.1348 | 0.0347 | 0 | 0.0391 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237314 | -120954 | -213900 | -879009 | -410319 | -614105 |
Profit Factor | 1.252 | 1.4447 | 1.0939 | 0.8414 | 1.124 | 0.6352 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 147 | 73 | 74 | 90 | 44 | 46 |
Losing Trades | 66 | 34 | 32 | 123 | 63 | 60 |
Profitability (%) | 69.0141 | 68.2243 | 69.8113 | 42.2535 | 41.1215 | 43.3962 |
Ratio Avg Win / Avg Loss | 0.5621 | 0.6729 | 0.4731 | 1.1499 | 1.6093 | 0.8286 |
Largest Winning Trade | 52833 | 52833 | 42728 | 288564 | 288564 | 124635 |
Largest Losing Trade | -150817 | -47192 | -150817 | -136242 | -87439 | -136242 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 18 | 18 | 18 | 37 | 35 | 39 |
Avg Bars in Losers | 54 | 53 | 55 | 23 | 25 | 22 |
Bars Traded | 6323 | 3169 | 3154 | 6323 | 3169 | 3154 |
Profit Streak | 18.8305 | 18.8305 | 19.0805 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394313 | -9664 | -262008 | -580731 | -227136 | -583340 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6388, "evaluation_days": 1597, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622224800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759888557826, "expiration_time": 1764021024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } } }
{ "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": [ [ 270708.96512359, 215257.4649764528, 55451.5001471373, -263112.2204017482, 86758.5113277309, -349870.7317294788 ], [ 270.708965, 215.257465, 55.4515, -263.11222, 86.758511, -349.870732 ], [ 0.169511, 0.134789, 0.034722, 0, 0.039121, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -237314, -120954, -213900, -879009, -410319, -614105 ], [ 1.252, 1.444747, 1.093947, 0.841403, 1.123972, 0.635236 ], [ 213, 107, 106, 213, 107, 106 ], [ 147, 73, 74, 90, 44, 46 ], [ 66, 34, 32, 123, 63, 60 ], [ 69.014085, 68.224299, 69.811321, 42.253521, 41.121495, 43.396226 ], [ 0.562122, 0.672896, 0.473058, 1.149917, 1.609323, 0.828569 ], [ 52833, 52833, 42728, 288564, 288564, 124635 ], [ -150817, -47192, -150817, -136242, -87439, -136242 ], [ 29, 29, 29, 29, 29, 29 ], [ 18, 18, 18, 37, 35, 39 ], [ 54, 53, 55, 23, 25, 22 ], [ 6323, 3169, 3154, 6323, 3169, 3154 ], [ 18.83053, 18.83053, 19.08053, 0, 0, 0 ], [ 6, 3, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 394313, -9664, -262008, -580731, -227136, -583340 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6388, "evaluation_days": 1597, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622224800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759888557826, "expiration_time": 1764021024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } } }
# | 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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