Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348945.1462 | 274261.2286 | 74683.9177 | -239366.0133 | 7629.7394 | -246995.7526 |
Total P&L (%) | 348.9451 | 274.2612 | 74.6839 | -239.366 | 7.6297 | -246.9958 |
Avg Daily Profit (%) | 0.218 | 0.1713 | 0.0466 | 0 | 0.0046 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175214 | -115808 | -165056 | -304802 | -111554 | -240767 |
Profit Factor | 1.5674 | 1.8605 | 1.252 | 0.6194 | 1.0296 | 0.3352 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 45 | 20 | 25 | 24 | 16 | 8 |
Losing Trades | 25 | 15 | 10 | 46 | 19 | 27 |
Profitability (%) | 64.2857 | 57.1429 | 71.4286 | 34.2857 | 45.7143 | 22.8571 |
Ratio Avg Win / Avg Loss | 0.8708 | 1.3954 | 0.5008 | 1.1873 | 1.2227 | 1.1314 |
Largest Winning Trade | 251268 | 251268 | 45222 | 63498 | 63498 | 35571 |
Largest Losing Trade | -130383 | -66995 | -130383 | -118581 | -42912 | -118581 |
Avg Bars in Trades | 131 | 171 | 90 | 131 | 171 | 90 |
Avg Bars in Winners | 112 | 138 | 91 | 167 | 203 | 93 |
Avg Bars in Losers | 164 | 216 | 86 | 112 | 145 | 89 |
Bars Traded | 9177 | 6014 | 3163 | 9177 | 6014 | 3163 |
Profit Streak | 0 | 0 | 0 | 18.8269 | 21.3269 | 18.8269 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88822 | 385634 | -129716 | -682527 | -541010 | -617819 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9606, "evaluation_days": 1601, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1625443200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760241047493, "expiration_time": 1764376992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 246, "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": [ [ 348945.1462432138, 274261.2285634963, 74683.9176797174, -239366.0132679541, 7629.7393818398, -246995.7526497938 ], [ 348.945146, 274.261229, 74.683918, -239.366013, 7.629739, -246.995753 ], [ 0.217954, 0.171306, 0.046648, 0, 0.004593, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -175214, -115808, -165056, -304802, -111554, -240767 ], [ 1.567352, 1.860547, 1.252025, 0.619445, 1.029638, 0.335244 ], [ 70, 35, 35, 70, 35, 35 ], [ 45, 20, 25, 24, 16, 8 ], [ 25, 15, 10, 46, 19, 27 ], [ 64.285714, 57.142857, 71.428571, 34.285714, 45.714286, 22.857143 ], [ 0.870751, 1.39541, 0.50081, 1.187269, 1.222695, 1.131449 ], [ 251268, 251268, 45222, 63498, 63498, 35571 ], [ -130383, -66995, -130383, -118581, -42912, -118581 ], [ 131, 171, 90, 131, 171, 90 ], [ 112, 138, 91, 167, 203, 93 ], [ 164, 216, 86, 112, 145, 89 ], [ 9177, 6014, 3163, 9177, 6014, 3163 ], [ 0, 0, 0, 18.826939, 21.326939, 18.826939 ], [ 0, 0, 0, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -88822, 385634, -129716, -682527, -541010, -617819 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9606, "evaluation_days": 1601, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1625443200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760241047493, "expiration_time": 1764376992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 246, "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) |
---|