Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259253.9386 | 168442.6047 | 90811.3339 | 113482.1723 | 50399.6561 | 63082.5162 |
Total P&L (%) | 259.2539 | 168.4426 | 90.8113 | 113.4822 | 50.3997 | 63.0825 |
Avg Daily Profit (%) | 0.2489 | 0.1617 | 0.0872 | 0.0728 | 0.0392 | 0.047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100948 | -63854 | -89230 | -118701 | -120291 | -82628 |
Profit Factor | 1.3277 | 1.4289 | 1.2279 | 1.1388 | 1.1176 | 1.1623 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 199 | 97 | 102 | 199 | 97 | 102 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 72.1014 | 70.2899 | 73.913 | 72.1014 | 70.2899 | 73.913 |
Ratio Avg Win / Avg Loss | 0.5137 | 0.604 | 0.4334 | 0.4407 | 0.4724 | 0.4102 |
Largest Winning Trade | 34316 | 34316 | 20564 | 26604 | 26268 | 26604 |
Largest Losing Trade | -66347 | -50214 | -66347 | -96876 | -96876 | -54412 |
Avg Bars in Trades | 89 | 90 | 89 | 89 | 90 | 89 |
Avg Bars in Winners | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Losers | 183 | 181 | 184 | 183 | 181 | 184 |
Bars Traded | 24761 | 12459 | 12302 | 24761 | 12459 | 12302 |
Profit Streak | 11.8459 | 53.2625 | 11.8459 | 11.8459 | 53.2625 | 11.8459 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432778 | 381212 | -75048 | -159771 | -230626 | -170802 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668823200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758939482778, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 27, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } } }
{ "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": [ [ 259253.938584412, 168442.6046516671, 90811.3339327449, 113482.1722819947, 50399.6560567979, 63082.5162251968 ], [ 259.253939, 168.442605, 90.811334, 113.482172, 50.399656, 63.082516 ], [ 0.248895, 0.161712, 0.087183, 0.072835, 0.03919, 0.046965 ], [ 10, 10, 10, 10, 10, 10 ], [ -100948, -63854, -89230, -118701, -120291, -82628 ], [ 1.327696, 1.428929, 1.227918, 1.138836, 1.117579, 1.162274 ], [ 276, 138, 138, 276, 138, 138 ], [ 199, 97, 102, 199, 97, 102 ], [ 77, 41, 36, 77, 41, 36 ], [ 72.101449, 70.289855, 73.913043, 72.101449, 70.289855, 73.913043 ], [ 0.513731, 0.60398, 0.433383, 0.440655, 0.472379, 0.410214 ], [ 34316, 34316, 20564, 26604, 26268, 26604 ], [ -66347, -50214, -66347, -96876, -96876, -54412 ], [ 89, 90, 89, 89, 90, 89 ], [ 53, 51, 55, 53, 51, 55 ], [ 183, 181, 184, 183, 181, 184 ], [ 24761, 12459, 12302, 24761, 12459, 12302 ], [ 11.845865, 53.262532, 11.845865, 11.845865, 53.262532, 11.845865 ], [ 2, 9, 1, 2, 9, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432778, 381212, -75048, -159771, -230626, -170802 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1668823200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758939482778, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 27, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } } }
# | 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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