Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248112.1166 | 342086.2189 | -93974.1023 | -94870.7631 | 282184.0283 | -377054.7914 |
Total P&L (%) | 248.1121 | 342.0862 | -93.9741 | -94.8708 | 282.184 | -377.0548 |
Avg Daily Profit (%) | 0.1555 | 0.2145 | -0.0589 | -0.186 | 0.0841 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -411129 | -186049 | -243815 | -1333757 | -581148 | -753165 |
Profit Factor | 1.1634 | 1.4467 | 0.8751 | 0.9785 | 1.1306 | 0.8319 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Losing Trades | 201 | 99 | 102 | 201 | 99 | 102 |
Profitability (%) | 42.8977 | 43.75 | 42.0455 | 42.8977 | 43.75 | 42.0455 |
Ratio Avg Win / Avg Loss | 1.5487 | 1.86 | 1.2062 | 1.3024 | 1.4536 | 1.1466 |
Largest Winning Trade | 375169 | 375169 | 46409 | 714094 | 714094 | 327152 |
Largest Losing Trade | -59180 | -37261 | -59180 | -434368 | -287648 | -434368 |
Avg Bars in Trades | 53 | 67 | 39 | 53 | 67 | 39 |
Avg Bars in Winners | 63 | 78 | 48 | 63 | 78 | 48 |
Avg Bars in Losers | 45 | 58 | 32 | 45 | 58 | 32 |
Bars Traded | 18780 | 11823 | 6957 | 18780 | 11823 | 6957 |
Profit Streak | 9.8253 | 14.242 | 0 | 9.8253 | 14.242 | 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 | -32675 | 301155 | -581838 | -579368 | -159040 | -581838 |
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{ "first_band": { "type": "dema", "factors": { "length": 22, "offset": 54 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "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": [ [ 248112.1165962633, 342086.2188610725, -93974.1022648091, -94870.7631068347, 282184.0282620725, -377054.7913689077 ], [ 248.112117, 342.086219, -93.974102, -94.870763, 282.184028, -377.054791 ], [ 0.15554, 0.214451, -0.058912, -0.186027, 0.084085, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -411129, -186049, -243815, -1333757, -581148, -753165 ], [ 1.163415, 1.446664, 0.875105, 0.978455, 1.130591, 0.831862 ], [ 352, 176, 176, 352, 176, 176 ], [ 151, 77, 74, 151, 77, 74 ], [ 201, 99, 102, 201, 99, 102 ], [ 42.897727, 43.75, 42.045455, 42.897727, 43.75, 42.045455 ], [ 1.548652, 1.859997, 1.206226, 1.302447, 1.453617, 1.146621 ], [ 375169, 375169, 46409, 714094, 714094, 327152 ], [ -59180, -37261, -59180, -434368, -287648, -434368 ], [ 53, 67, 39, 53, 67, 39 ], [ 63, 78, 48, 63, 78, 48 ], [ 45, 58, 32, 45, 58, 32 ], [ 18780, 11823, 6957, 18780, 11823, 6957 ], [ 9.825321, 14.241988, 0, 9.825321, 14.241988, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -32675, 301155, -581838, -579368, -159040, -581838 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19142, "evaluation_days": 1595.17, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623427200000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759758507770, "expiration_time": 1764713606400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 22, "offset": 54 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "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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