Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271478.8931 | 301126.1366 | -29647.2435 | -210072.1733 | -1255.2882 | -208816.8851 |
Total P&L (%) | 271.4789 | 301.1261 | -29.6472 | -210.0722 | -1.2553 | -208.8169 |
Avg Daily Profit (%) | 0.1699 | 0.1885 | -0.0186 | 0 | -0.0008 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238116 | -111935 | -192542 | -260597 | -132744 | -217602 |
Profit Factor | 1.3547 | 1.9328 | 0.933 | 0.7193 | 0.9958 | 0.5342 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 52 | 25 | 27 | 36 | 20 | 16 |
Losing Trades | 37 | 19 | 18 | 53 | 24 | 29 |
Profitability (%) | 58.427 | 56.8182 | 60 | 40.4494 | 45.4545 | 35.5556 |
Ratio Avg Win / Avg Loss | 0.9639 | 1.4689 | 0.622 | 1.059 | 1.195 | 0.9683 |
Largest Winning Trade | 297797 | 297797 | 41655 | 77080 | 47198 | 77080 |
Largest Losing Trade | -157592 | -65122 | -157592 | -146690 | -53427 | -146690 |
Avg Bars in Trades | 51 | 59 | 44 | 51 | 59 | 44 |
Avg Bars in Winners | 44 | 49 | 40 | 59 | 69 | 47 |
Avg Bars in Losers | 61 | 72 | 50 | 46 | 50 | 42 |
Bars Traded | 4597 | 2606 | 1991 | 4597 | 2606 | 1991 |
Profit Streak | 46.175 | 47.8417 | 46.175 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303606 | 417057 | -578858 | -582587 | -580820 | -586329 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4793, "evaluation_days": 1597.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625443200000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759925521929, "expiration_time": 1764051552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 124, "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": [ [ 271478.8930531588, 301126.1365814024, -29647.2435282436, -210072.1732999719, -1255.2881858112, -208816.8851141607 ], [ 271.478893, 301.126137, -29.647244, -210.072173, -1.255288, -208.816885 ], [ 0.169922, 0.188478, -0.018557, 0, -0.000791, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -238116, -111935, -192542, -260597, -132744, -217602 ], [ 1.354691, 1.932806, 0.933012, 0.719288, 0.995816, 0.534209 ], [ 89, 44, 45, 89, 44, 45 ], [ 52, 25, 27, 36, 20, 16 ], [ 37, 19, 18, 53, 24, 29 ], [ 58.426966, 56.818182, 60, 40.449438, 45.454545, 35.555556 ], [ 0.963915, 1.468932, 0.622008, 1.058951, 1.19498, 0.968254 ], [ 297797, 297797, 41655, 77080, 47198, 77080 ], [ -157592, -65122, -157592, -146690, -53427, -146690 ], [ 51, 59, 44, 51, 59, 44 ], [ 44, 49, 40, 59, 69, 47 ], [ 61, 72, 50, 46, 50, 42 ], [ 4597, 2606, 1991, 4597, 2606, 1991 ], [ 46.175022, 47.841689, 46.175022, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303606, 417057, -578858, -582587, -580820, -586329 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4793, "evaluation_days": 1597.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625443200000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759925521929, "expiration_time": 1764051552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 124, "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) |
---|