Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477880.9263 | 392313.2683 | 85567.658 | 31303.3466 | 1802015.2188 | -1770711.8723 |
Total P&L (%) | 477.8809 | 392.3133 | 85.5677 | 31.3033 | 1802.0152 | -1770.7119 |
Avg Daily Profit (%) | 0.2994 | 0.2458 | 0.0536 | 0.0171 | 0.1847 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -341653 | -189763 | -216509 | -12802880 | -7507845 | -13120931 |
Profit Factor | 1.3072 | 1.4947 | 1.1122 | 1.0006 | 1.0747 | 0.933 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Losing Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Profitability (%) | 51.3966 | 51.3966 | 51.3966 | 51.3966 | 51.3966 | 51.3966 |
Ratio Avg Win / Avg Loss | 1.2361 | 1.4135 | 1.0517 | 0.9462 | 1.0163 | 0.8823 |
Largest Winning Trade | 143114 | 143114 | 42507 | 3362748 | 3362748 | 2330177 |
Largest Losing Trade | -76792 | -44764 | -76792 | -4887720 | -2628361 | -4887720 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4675 | 2338 | 2337 | 4675 | 2338 | 2337 |
Profit Streak | 7.4526 | 12.1193 | 0 | 7.4526 | 12.1193 | 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 | 417891 | 386943 | -217616 | -391555 | -129000 | -579937 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4789, "evaluation_days": 1596.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624867200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759805503595, "expiration_time": 1763932896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.329, "nb": 0.1, "nc": 0.62814 } }, "second_band": { "type": "kcb", "factors": { "length": 104, "offset": 0, "scalar": 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": [ [ 477880.9263023738, 392313.2682630264, 85567.6580393471, 31303.3465590988, 1802015.2188091103, -1770711.8722500128 ], [ 477.880926, 392.313268, 85.567658, 31.303347, 1802.015219, -1770.711872 ], [ 0.299362, 0.24576, 0.053603, 0.017062, 0.184687, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -341653, -189763, -216509, -12802880, -7507845, -13120931 ], [ 1.307183, 1.494744, 1.112187, 1.000619, 1.074689, 0.932983 ], [ 358, 179, 179, 358, 179, 179 ], [ 184, 92, 92, 184, 92, 92 ], [ 174, 87, 87, 174, 87, 87 ], [ 51.396648, 51.396648, 51.396648, 51.396648, 51.396648, 51.396648 ], [ 1.23614, 1.413507, 1.051742, 0.946238, 1.016282, 0.882277 ], [ 143114, 143114, 42507, 3362748, 3362748, 2330177 ], [ -76792, -44764, -76792, -4887720, -2628361, -4887720 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 12, 13, 13, 12 ], [ 13, 13, 13, 13, 13, 13 ], [ 4675, 2338, 2337, 4675, 2338, 2337 ], [ 7.452588, 12.119254, 0, 7.452588, 12.119255, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 417891, 386943, -217616, -391555, -129000, -579937 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4789, "evaluation_days": 1596.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624867200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759805503595, "expiration_time": 1763932896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.329, "nb": 0.1, "nc": 0.62814 } }, "second_band": { "type": "kcb", "factors": { "length": 104, "offset": 0, "scalar": 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) |
---|