Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434945.1172 | 385669.7365 | 49275.3807 | 9230.599 | -175161.3227 | 184391.9217 |
Total P&L (%) | 434.9451 | 385.6697 | 49.2754 | 9.2306 | -175.1613 | 184.3919 |
Avg Daily Profit (%) | 0.2735 | 0.2425 | 0.031 | 0.0056 | 0 | 0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170333 | -162993 | -100004 | -1300866 | -1290315 | -707249 |
Profit Factor | 1.405 | 1.6332 | 1.106 | 1.0017 | 0.9456 | 1.0865 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 45.8537 | 44.1176 | 47.5728 | 45.8537 | 44.1176 | 47.5728 |
Ratio Avg Win / Avg Loss | 1.6591 | 2.0687 | 1.2189 | 1.1829 | 1.1978 | 1.1973 |
Largest Winning Trade | 305944 | 305944 | 53180 | 486772 | 486772 | 218231 |
Largest Losing Trade | -43914 | -43914 | -28652 | -616793 | -616793 | -222489 |
Avg Bars in Trades | 22 | 29 | 15 | 22 | 29 | 15 |
Avg Bars in Winners | 23 | 32 | 16 | 23 | 32 | 16 |
Avg Bars in Losers | 21 | 27 | 14 | 21 | 27 | 14 |
Bars Traded | 4594 | 3005 | 1589 | 4594 | 3005 | 1589 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353679 | 316241 | -257741 | -570073 | -581403 | -231515 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4771, "evaluation_days": 1590.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623456000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759294393316, "expiration_time": 1763398944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "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": [ [ 434945.1172057141, 385669.7364687513, 49275.3807369627, 9230.5990309697, -175161.3227185775, 184391.9217495467 ], [ 434.945117, 385.669736, 49.275381, 9.230599, -175.161323, 184.391922 ], [ 0.273494, 0.242509, 0.030984, 0.005552, 0, 0.065743 ], [ 10, 10, 10, 10, 10, 10 ], [ -170333, -162993, -100004, -1300866, -1290315, -707249 ], [ 1.405019, 1.633155, 1.106022, 1.001724, 0.945625, 1.086461 ], [ 205, 102, 103, 205, 102, 103 ], [ 94, 45, 49, 94, 45, 49 ], [ 111, 57, 54, 111, 57, 54 ], [ 45.853659, 44.117647, 47.572816, 45.853659, 44.117647, 47.572816 ], [ 1.659118, 2.068664, 1.218882, 1.182887, 1.197792, 1.197325 ], [ 305944, 305944, 53180, 486772, 486772, 218231 ], [ -43914, -43914, -28652, -616793, -616793, -222489 ], [ 22, 29, 15, 22, 29, 15 ], [ 23, 32, 16, 23, 32, 16 ], [ 21, 27, 14, 21, 27, 14 ], [ 4594, 3005, 1589, 4594, 3005, 1589 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353679, 316241, -257741, -570073, -581403, -231515 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4771, "evaluation_days": 1590.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623456000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759294393316, "expiration_time": 1763398944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 55, "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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