Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303760.434 | 249598.0753 | 54162.3588 | -150913.2164 | 43440.2361 | -194353.4525 |
Total P&L (%) | 303.7604 | 249.5981 | 54.1624 | -150.9132 | 43.4402 | -194.3535 |
Avg Daily Profit (%) | 0.1902 | 0.1563 | 0.0339 | 0 | 0.0226 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160034 | -116209 | -163717 | -324297 | -109476 | -287955 |
Profit Factor | 1.2052 | 1.3353 | 1.0736 | 0.8635 | 1.0809 | 0.6583 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 224 | 112 | 112 | 116 | 60 | 56 |
Losing Trades | 112 | 56 | 56 | 220 | 108 | 112 |
Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 34.5238 | 35.7143 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.6026 | 0.6676 | 0.5368 | 1.6376 | 1.9457 | 1.3165 |
Largest Winning Trade | 63501 | 63501 | 20004 | 54447 | 54447 | 52804 |
Largest Losing Trade | -119522 | -49430 | -119522 | -125185 | -64990 | -125185 |
Avg Bars in Trades | 56 | 67 | 45 | 56 | 67 | 45 |
Avg Bars in Winners | 38 | 41 | 36 | 86 | 110 | 61 |
Avg Bars in Losers | 91 | 120 | 63 | 40 | 44 | 37 |
Bars Traded | 18988 | 11410 | 7577 | 18988 | 11410 | 7577 |
Profit Streak | 11.7718 | 11.7718 | 23.1051 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389161 | 323730 | -285904 | -582261 | -300224 | -585268 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19164, "evaluation_days": 1597, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623002400000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759912284686, "expiration_time": 1764877708800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 3.81051 } } }
{ "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": [ [ 303760.4340454814, 249598.0752754812, 54162.3587700005, -150913.2164309676, 43440.2360600588, -194353.4524910265 ], [ 303.760434, 249.598075, 54.162359, -150.913216, 43.440236, -194.353452 ], [ 0.190207, 0.156292, 0.033915, 0, 0.022592, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -160034, -116209, -163717, -324297, -109476, -287955 ], [ 1.205222, 1.335282, 1.073619, 0.863486, 1.08093, 0.658259 ], [ 336, 168, 168, 336, 168, 168 ], [ 224, 112, 112, 116, 60, 56 ], [ 112, 56, 56, 220, 108, 112 ], [ 66.666667, 66.666667, 66.666667, 34.52381, 35.714286, 33.333333 ], [ 0.602611, 0.667641, 0.53681, 1.637645, 1.945675, 1.316518 ], [ 63501, 63501, 20004, 54447, 54447, 52804 ], [ -119522, -49430, -119522, -125185, -64990, -125185 ], [ 56, 67, 45, 56, 67, 45 ], [ 38, 41, 36, 86, 110, 61 ], [ 91, 120, 63, 40, 44, 37 ], [ 18988, 11410, 7577, 18988, 11410, 7577 ], [ 11.771813, 11.771813, 23.105147, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389161, 323730, -285904, -582261, -300224, -585268 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19164, "evaluation_days": 1597, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623002400000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759912284686, "expiration_time": 1764877708800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 3.81051 } } }
# | 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) |
---|