Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411890.2893 | 340054.317 | 71835.9722 | -34683.5242 | -29927.7605 | -4755.7637 |
Total P&L (%) | 411.8903 | 340.0543 | 71.836 | -34.6835 | -29.9278 | -4.7558 |
Avg Daily Profit (%) | 0.2582 | 0.2132 | 0.045 | -0.0267 | -0.0223 | -0.0031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151990 | -129080 | -100310 | -618451 | -349695 | -362311 |
Profit Factor | 1.4762 | 1.7224 | 1.1823 | 0.9837 | 0.9758 | 0.9947 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 53.2468 | 51.9481 | 54.5455 | 53.2468 | 51.9481 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2962 | 1.5932 | 0.9852 | 0.8638 | 0.9026 | 0.8289 |
Largest Winning Trade | 284270 | 284270 | 40197 | 362526 | 362526 | 144140 |
Largest Losing Trade | -69696 | -56241 | -69696 | -164067 | -164067 | -103684 |
Avg Bars in Trades | 120 | 149 | 91 | 120 | 149 | 91 |
Avg Bars in Winners | 95 | 98 | 93 | 95 | 98 | 93 |
Avg Bars in Losers | 147 | 203 | 89 | 147 | 203 | 89 |
Bars Traded | 18514 | 11484 | 7030 | 18514 | 11484 | 7030 |
Profit Streak | 25.492 | 25.492 | 45.0753 | 25.492 | 25.492 | 45.0753 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415046 | -30165 | -195287 | -578528 | -621941 | -621591 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 245, "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": [ [ 411890.2892703519, 340054.3170468792, 71835.9722234722, -34683.5242093576, -29927.7604756089, -4755.7637337489 ], [ 411.890289, 340.054317, 71.835972, -34.683524, -29.92776, -4.755764 ], [ 0.258185, 0.213156, 0.045029, -0.026695, -0.02229, -0.003054 ], [ 10, 10, 10, 10, 10, 10 ], [ -151990, -129080, -100310, -618451, -349695, -362311 ], [ 1.476236, 1.72237, 1.182261, 0.983739, 0.975813, 0.99469 ], [ 154, 77, 77, 154, 77, 77 ], [ 82, 40, 42, 82, 40, 42 ], [ 72, 37, 35, 72, 37, 35 ], [ 53.246753, 51.948052, 54.545455, 53.246753, 51.948052, 54.545455 ], [ 1.296207, 1.593192, 0.985217, 0.863771, 0.902627, 0.828908 ], [ 284270, 284270, 40197, 362526, 362526, 144140 ], [ -69696, -56241, -69696, -164067, -164067, -103684 ], [ 120, 149, 91, 120, 149, 91 ], [ 95, 98, 93, 95, 98, 93 ], [ 147, 203, 89, 147, 203, 89 ], [ 18514, 11484, 7030, 18514, 11484, 7030 ], [ 25.491981, 25.491981, 45.075314, 25.491981, 25.491981, 45.075314 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415046, -30165, -195287, -578528, -621941, -621591 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19144, "evaluation_days": 1595.33, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623679200000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759772907171, "expiration_time": 1764728524800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 245, "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) |
---|