Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344731.0856 | 315811.33 | 28919.7556 | -45009.8173 | 105525.0664 | -150534.8837 |
Total P&L (%) | 344.7311 | 315.8113 | 28.9198 | -45.0098 | 105.5251 | -150.5349 |
Avg Daily Profit (%) | 0.2169 | 0.1987 | 0.0182 | -0.0376 | 0.0453 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150341 | -114703 | -105759 | -599808 | -203305 | -507853 |
Profit Factor | 1.3284 | 1.5998 | 1.0553 | 0.9809 | 1.0941 | 0.8783 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 54.2857 | 52.381 | 56.1905 | 54.2857 | 52.381 | 56.1905 |
Ratio Avg Win / Avg Loss | 1.1187 | 1.4544 | 0.8228 | 0.826 | 0.9947 | 0.6848 |
Largest Winning Trade | 254625 | 254625 | 41297 | 212978 | 212978 | 105245 |
Largest Losing Trade | -67949 | -67949 | -40497 | -142164 | -110013 | -142164 |
Avg Bars in Trades | 21 | 28 | 14 | 21 | 28 | 14 |
Avg Bars in Winners | 19 | 23 | 15 | 19 | 23 | 15 |
Avg Bars in Losers | 24 | 34 | 13 | 24 | 34 | 13 |
Bars Traded | 4561 | 3026 | 1535 | 4561 | 3026 | 1535 |
Profit Streak | 19.0004 | 22.6671 | 19.0004 | 19.0004 | 22.6671 | 19.0004 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414894 | 406934 | -331268 | -577276 | -249225 | -578906 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4768, "evaluation_days": 1589.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623081600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759219233881, "expiration_time": 1763309952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 26, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "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": [ [ 344731.0855816312, 315811.3299694857, 28919.7556121456, -45009.817310818, 105525.0663865526, -150534.8836973706 ], [ 344.731086, 315.81133, 28.919756, -45.009817, 105.525066, -150.534884 ], [ 0.216903, 0.198707, 0.018196, -0.03762, 0.045337, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -150341, -114703, -105759, -599808, -203305, -507853 ], [ 1.328411, 1.599794, 1.055279, 0.98091, 1.094134, 0.878283 ], [ 210, 105, 105, 210, 105, 105 ], [ 114, 55, 59, 114, 55, 59 ], [ 96, 50, 46, 96, 50, 46 ], [ 54.285714, 52.380952, 56.190476, 54.285714, 52.380952, 56.190476 ], [ 1.118662, 1.454359, 0.82276, 0.826029, 0.994667, 0.684763 ], [ 254625, 254625, 41297, 212978, 212978, 105245 ], [ -67949, -67949, -40497, -142164, -110013, -142164 ], [ 21, 28, 14, 21, 28, 14 ], [ 19, 23, 15, 19, 23, 15 ], [ 24, 34, 13, 24, 34, 13 ], [ 4561, 3026, 1535, 4561, 3026, 1535 ], [ 19.000392, 22.667059, 19.000392, 19.000392, 22.667059, 19.000392 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 414894, 406934, -331268, -577276, -249225, -578906 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4768, "evaluation_days": 1589.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623081600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759219233881, "expiration_time": 1763309952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 26, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "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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