Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287762.3684 | 204634.6201 | 83127.7484 | -6800.542 | -280894.2592 | 274093.7172 |
Total P&L (%) | 287.7624 | 204.6346 | 83.1277 | -6.8005 | -280.8943 | 274.0937 |
Avg Daily Profit (%) | 0.1808 | 0.1286 | 0.0522 | -0.0044 | 0 | 0.0829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132611 | -118412 | -57266 | -467238 | -535065 | -71446 |
Profit Factor | 1.4648 | 1.517 | 1.3723 | 0.9955 | 0.7594 | 1.8208 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 56.8 | 54.8387 | 58.7302 | 56.8 | 54.8387 | 58.7302 |
Ratio Avg Win / Avg Loss | 1.1141 | 1.2493 | 0.9643 | 0.7571 | 0.6254 | 1.2795 |
Largest Winning Trade | 77044 | 77044 | 39179 | 155930 | 155930 | 140387 |
Largest Losing Trade | -67305 | -67305 | -54604 | -280469 | -280469 | -70005 |
Avg Bars in Trades | 72 | 118 | 26 | 72 | 118 | 26 |
Avg Bars in Winners | 42 | 64 | 21 | 42 | 64 | 21 |
Avg Bars in Losers | 111 | 182 | 34 | 111 | 182 | 34 |
Bars Traded | 9011 | 7330 | 1681 | 9011 | 7330 | 1681 |
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 | 351398 | -173527 | -269582 | -579565 | -734331 | -225168 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9550, "evaluation_days": 1591.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1625400000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759434050395, "expiration_time": 1763546400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 243, "offset": 0, "scalar": 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": [ [ 287762.3684208664, 204634.6200695693, 83127.748351297, -6800.5420084501, -280894.2591850259, 274093.7171765757 ], [ 287.762368, 204.63462, 83.127748, -6.800542, -280.894259, 274.093717 ], [ 0.180793, 0.128566, 0.052227, -0.004425, 0, 0.082924 ], [ 10, 10, 10, 10, 10, 10 ], [ -132611, -118412, -57266, -467238, -535065, -71446 ], [ 1.464834, 1.517028, 1.372312, 0.995471, 0.759414, 1.820756 ], [ 125, 62, 63, 125, 62, 63 ], [ 71, 34, 37, 71, 34, 37 ], [ 54, 28, 26, 54, 28, 26 ], [ 56.8, 54.83871, 58.730159, 56.8, 54.83871, 58.730159 ], [ 1.114099, 1.249317, 0.964328, 0.757119, 0.6254, 1.27945 ], [ 77044, 77044, 39179, 155930, 155930, 140387 ], [ -67305, -67305, -54604, -280469, -280469, -70005 ], [ 72, 118, 26, 72, 118, 26 ], [ 42, 64, 21, 42, 64, 21 ], [ 111, 182, 34, 111, 182, 34 ], [ 9011, 7330, 1681, 9011, 7330, 1681 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351398, -173527, -269582, -579565, -734331, -225168 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9550, "evaluation_days": 1591.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1625400000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759434050395, "expiration_time": 1763546400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 243, "offset": 0, "scalar": 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) |
---|