Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459768.3402 | 297179.2128 | 162589.1274 | 118330.1994 | 234878.8174 | -116548.618 |
Total P&L (%) | 459.7683 | 297.1792 | 162.5891 | 118.3302 | 234.8788 | -116.5486 |
Avg Daily Profit (%) | 0.2886 | 0.1865 | 0.102 | 0.049 | 0.0759 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113579 | -79611 | -93835 | -578023 | -357057 | -646102 |
Profit Factor | 1.5668 | 1.7965 | 1.3711 | 1.0457 | 1.2204 | 0.9236 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 63.3987 | 64.4737 | 62.3377 | 63.3987 | 64.4737 | 62.3377 |
Ratio Avg Win / Avg Loss | 0.9045 | 0.9899 | 0.8284 | 0.6037 | 0.6724 | 0.558 |
Largest Winning Trade | 91604 | 91604 | 43169 | 158687 | 158687 | 157888 |
Largest Losing Trade | -82751 | -46944 | -82751 | -469381 | -309775 | -469381 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Losers | 35 | 41 | 30 | 35 | 41 | 30 |
Bars Traded | 4666 | 2332 | 2334 | 4666 | 2332 | 2334 |
Profit Streak | 136.5977 | 136.5977 | 136.931 | 136.5977 | 136.5977 | 136.931 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447989 | -37817 | -96593 | -295384 | -139652 | -619475 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4780, "evaluation_days": 1593.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623600000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558839128, "expiration_time": 1763665920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 60, "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": [ [ 459768.3402047227, 297179.2128315003, 162589.1273732224, 118330.1994376083, 234878.8174081481, -116548.61797054 ], [ 459.76834, 297.179213, 162.589127, 118.330199, 234.878817, -116.548618 ], [ 0.288558, 0.186515, 0.102044, 0.049019, 0.075882, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -113579, -79611, -93835, -578023, -357057, -646102 ], [ 1.566779, 1.796502, 1.371131, 1.045671, 1.220357, 0.923576 ], [ 153, 76, 77, 153, 76, 77 ], [ 97, 49, 48, 97, 49, 48 ], [ 56, 27, 29, 56, 27, 29 ], [ 63.398693, 64.473684, 62.337662, 63.398693, 64.473684, 62.337662 ], [ 0.904532, 0.989909, 0.828392, 0.603686, 0.672441, 0.557994 ], [ 91604, 91604, 43169, 158687, 158687, 157888 ], [ -82751, -46944, -82751, -469381, -309775, -469381 ], [ 30, 30, 30, 30, 30, 30 ], [ 27, 24, 30, 27, 24, 30 ], [ 35, 41, 30, 35, 41, 30 ], [ 4666, 2332, 2334, 4666, 2332, 2334 ], [ 136.597675, 136.597675, 136.931008, 136.597675, 136.597675, 136.931008 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 447989, -37817, -96593, -295384, -139652, -619475 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4780, "evaluation_days": 1593.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623600000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558839128, "expiration_time": 1763665920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 60, "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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