Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304600.089 | 389712.244 | -85112.155 | -95566.5993 | 228337.9405 | -323904.5398 |
Total P&L (%) | 304.6001 | 389.7122 | -85.1122 | -95.5666 | 228.3379 | -323.9045 |
Avg Daily Profit (%) | 0.1917 | 0.2453 | -0.0536 | -0.1959 | 0.0749 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -443875 | -226620 | -236988 | -1460292 | -619138 | -921907 |
Profit Factor | 1.1308 | 1.3139 | 0.9217 | 0.9865 | 1.0621 | 0.9053 |
Total Trades | 1073 | 536 | 537 | 1073 | 536 | 537 |
Winning Trades | 469 | 243 | 226 | 469 | 243 | 226 |
Losing Trades | 604 | 293 | 311 | 604 | 293 | 311 |
Profitability (%) | 43.7092 | 45.3358 | 42.0857 | 43.7092 | 45.3358 | 42.0857 |
Ratio Avg Win / Avg Loss | 1.4563 | 1.5842 | 1.2684 | 1.2705 | 1.2806 | 1.2458 |
Largest Winning Trade | 394616 | 394616 | 52713 | 490203 | 490203 | 240260 |
Largest Losing Trade | -50599 | -50599 | -47842 | -294682 | -294682 | -271420 |
Avg Bars in Trades | 17 | 21 | 13 | 17 | 21 | 13 |
Avg Bars in Winners | 22 | 25 | 18 | 22 | 25 | 18 |
Avg Bars in Losers | 14 | 18 | 10 | 14 | 18 | 10 |
Bars Traded | 18893 | 11401 | 7492 | 18893 | 11401 | 7492 |
Profit Streak | 0.7929 | 0 | 3.4596 | 0.7929 | 0 | 3.4596 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68599 | 359888 | -580379 | -578586 | -244526 | -580379 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 54 } }, "second_band": { "type": "dcm", "factors": { "length": 126, "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": [ [ 304600.0890142452, 389712.2440458686, -85112.1550316229, -95566.5993065849, 228337.9404903062, -323904.5397968908 ], [ 304.600089, 389.712244, -85.112155, -95.566599, 228.33794, -323.90454 ], [ 0.191723, 0.245295, -0.053572, -0.195937, 0.074859, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -443875, -226620, -236988, -1460292, -619138, -921907 ], [ 1.130775, 1.313851, 0.921735, 0.986536, 1.062078, 0.905287 ], [ 1073, 536, 537, 1073, 536, 537 ], [ 469, 243, 226, 469, 243, 226 ], [ 604, 293, 311, 604, 293, 311 ], [ 43.709226, 45.335821, 42.085661, 43.709226, 45.335821, 42.085661 ], [ 1.456264, 1.584191, 1.268405, 1.270507, 1.280613, 1.24577 ], [ 394616, 394616, 52713, 490203, 490203, 240260 ], [ -50599, -50599, -47842, -294682, -294682, -271420 ], [ 17, 21, 13, 17, 21, 13 ], [ 22, 25, 18, 22, 25, 18 ], [ 14, 18, 10, 14, 18, 10 ], [ 18893, 11401, 7492, 18893, 11401, 7492 ], [ 0.792892, 0, 3.459558, 0.792892, 0, 3.459559 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -68599, 359888, -580379, -578586, -244526, -580379 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19065, "evaluation_days": 1588.75, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622822400000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759201305877, "expiration_time": 1764139248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 54 } }, "second_band": { "type": "dcm", "factors": { "length": 126, "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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