Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363233.3262 | 267188.7946 | 96044.5316 | -1522334.0514 | -440884.8713 | -1081449.1801 |
Total P&L (%) | 363.2333 | 267.1888 | 96.0445 | -1522.3341 | -440.8849 | -1081.4492 |
Avg Daily Profit (%) | 0.2287 | 0.1682 | 0.0605 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175094 | -113075 | -174321 | -1710679 | -1167163 | -1125226 |
Profit Factor | 1.647 | 2.0548 | 1.3117 | 0.6059 | 0.7559 | 0.4741 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 22 | 27 | 23 | 14 | 9 |
Losing Trades | 23 | 14 | 9 | 49 | 22 | 27 |
Profitability (%) | 68.0556 | 61.1111 | 75 | 31.9444 | 38.8889 | 25 |
Ratio Avg Win / Avg Loss | 0.7731 | 1.3076 | 0.4372 | 1.2908 | 1.1879 | 1.4223 |
Largest Winning Trade | 138634 | 138634 | 40837 | 468084 | 468084 | 424804 |
Largest Losing Trade | -169130 | -60034 | -169130 | -484022 | -484022 | -432148 |
Avg Bars in Trades | 260 | 286 | 234 | 260 | 286 | 234 |
Avg Bars in Winners | 189 | 187 | 190 | 379 | 419 | 316 |
Avg Bars in Losers | 413 | 442 | 368 | 205 | 202 | 207 |
Bars Traded | 18784 | 10327 | 8457 | 18784 | 10327 | 8457 |
Profit Streak | 78.9111 | 78.9111 | 107.7444 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71488 | 451650 | -109108 | -669910 | -583434 | -608928 |
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{ "first_band": { "type": "swma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 238, "offset": 199, "poles": 2 } } }
{ "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": [ [ 363233.3261817761, 267188.7946090557, 96044.5315727201, -1522334.0513656712, -440884.8712567285, -1081449.180108943 ], [ 363.233326, 267.188795, 96.044532, -1522.334051, -440.884871, -1081.44918 ], [ 0.228664, 0.168202, 0.060462, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -175094, -113075, -174321, -1710679, -1167163, -1125226 ], [ 1.647001, 2.054826, 1.311723, 0.6059, 0.755943, 0.474089 ], [ 72, 36, 36, 72, 36, 36 ], [ 49, 22, 27, 23, 14, 9 ], [ 23, 14, 9, 49, 22, 27 ], [ 68.055556, 61.111111, 75, 31.944444, 38.888889, 25 ], [ 0.773082, 1.307616, 0.437241, 1.290831, 1.18791, 1.422267 ], [ 138634, 138634, 40837, 468084, 468084, 424804 ], [ -169130, -60034, -169130, -484022, -484022, -432148 ], [ 260, 286, 234, 260, 286, 234 ], [ 189, 187, 190, 379, 419, 316 ], [ 413, 442, 368, 205, 202, 207 ], [ 18784, 10327, 8457, 18784, 10327, 8457 ], [ 78.911113, 78.911113, 107.744446, 0, 0, 0 ], [ 5, 2, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -71488, 451650, -109108, -669910, -583434, -608928 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19062, "evaluation_days": 1588.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623355200000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759182720158, "expiration_time": 1764116870400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 238, "offset": 199, "poles": 2 } } }
# | 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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