Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312110.0614 | 253702.312 | 58407.7494 | -81001.9538 | -202820.7332 | 121818.7794 |
Total P&L (%) | 312.1101 | 253.7023 | 58.4077 | -81.002 | -202.8207 | 121.8188 |
Avg Daily Profit (%) | 0.195 | 0.1585 | 0.0365 | -0.1037 | 0 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273942 | -157122 | -144028 | -867674 | -790560 | -203157 |
Profit Factor | 1.3752 | 1.4597 | 1.2087 | 0.9356 | 0.7816 | 1.3691 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 60.355 | 58.3333 | 62.3529 | 60.355 | 58.3333 | 62.3529 |
Ratio Avg Win / Avg Loss | 0.9033 | 1.0426 | 0.7298 | 0.6146 | 0.5583 | 0.8266 |
Largest Winning Trade | 60239 | 60239 | 43700 | 152266 | 144874 | 152266 |
Largest Losing Trade | -90512 | -68919 | -90512 | -458497 | -458497 | -203157 |
Avg Bars in Trades | 107 | 207 | 8 | 107 | 207 | 8 |
Avg Bars in Winners | 61 | 119 | 7 | 61 | 119 | 7 |
Avg Bars in Losers | 177 | 329 | 10 | 177 | 329 | 10 |
Bars Traded | 18157 | 17405 | 752 | 18157 | 17405 | 752 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312575 | 326763 | -145236 | -578550 | -580027 | -125756 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19208, "evaluation_days": 1600.67, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622433600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760230821328, "expiration_time": 1765205913600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 72, "offset": 0, "scalar": 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": [ [ 312110.0613629408, 253702.3120035838, 58407.749359357, -81001.953810138, -202820.7332204917, 121818.7794103541 ], [ 312.110061, 253.702312, 58.407749, -81.001954, -202.820733, 121.818779 ], [ 0.194987, 0.158498, 0.03649, -0.103705, 0, 0.049785 ], [ 10, 10, 10, 10, 10, 10 ], [ -273942, -157122, -144028, -867674, -790560, -203157 ], [ 1.375219, 1.459651, 1.208701, 0.935645, 0.781593, 1.369109 ], [ 169, 84, 85, 169, 84, 85 ], [ 102, 49, 53, 102, 49, 53 ], [ 67, 35, 32, 67, 35, 32 ], [ 60.35503, 58.333333, 62.352941, 60.35503, 58.333333, 62.352941 ], [ 0.90333, 1.042608, 0.729782, 0.61459, 0.558281, 0.826632 ], [ 60239, 60239, 43700, 152266, 144874, 152266 ], [ -90512, -68919, -90512, -458497, -458497, -203157 ], [ 107, 207, 8, 107, 207, 8 ], [ 61, 119, 7, 61, 119, 7 ], [ 177, 329, 10, 177, 329, 10 ], [ 18157, 17405, 752, 18157, 17405, 752 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312575, 326763, -145236, -578550, -580027, -125756 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19208, "evaluation_days": 1600.67, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622433600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760230821328, "expiration_time": 1765205913600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 72, "offset": 0, "scalar": 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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