Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259669.7038 | 194913.5129 | 64756.1908 | -123476.4931 | 155666.0791 | -279142.5722 |
Total P&L (%) | 259.6697 | 194.9135 | 64.7562 | -123.4765 | 155.6661 | -279.1426 |
Avg Daily Profit (%) | 0.164 | 0.1231 | 0.0409 | 0 | 0.0593 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196588 | -128660 | -165771 | -386222 | -90794 | -380195 |
Profit Factor | 1.3041 | 1.5099 | 1.1373 | 0.8031 | 1.8408 | 0.3683 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 136 | 65 | 71 | 49 | 28 | 21 |
Losing Trades | 48 | 27 | 21 | 135 | 64 | 71 |
Profitability (%) | 73.913 | 70.6522 | 77.1739 | 26.6304 | 30.4348 | 22.8261 |
Ratio Avg Win / Avg Loss | 0.4603 | 0.6272 | 0.3364 | 2.2126 | 4.2075 | 1.2453 |
Largest Winning Trade | 57441 | 57441 | 49510 | 84688 | 82744 | 84688 |
Largest Losing Trade | -129523 | -60089 | -129523 | -205249 | -34844 | -205249 |
Avg Bars in Trades | 49 | 64 | 35 | 49 | 64 | 35 |
Avg Bars in Winners | 25 | 30 | 20 | 114 | 143 | 75 |
Avg Bars in Losers | 118 | 145 | 83 | 26 | 29 | 23 |
Bars Traded | 9156 | 5926 | 3230 | 9156 | 5926 | 3230 |
Profit Streak | 18.5609 | 18.5609 | 64.3942 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391850 | -25777 | -204857 | -599665 | -118166 | -618815 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9501, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623902400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758965258885, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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": [ [ 259669.703773898, 194913.5129430329, 64756.1908308651, -123476.4930812073, 155666.0791206991, -279142.5722019064 ], [ 259.669704, 194.913513, 64.756191, -123.476493, 155.666079, -279.142572 ], [ 0.163985, 0.12309, 0.040894, 0, 0.059298, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -196588, -128660, -165771, -386222, -90794, -380195 ], [ 1.304107, 1.509909, 1.137304, 0.803085, 1.840796, 0.368334 ], [ 184, 92, 92, 184, 92, 92 ], [ 136, 65, 71, 49, 28, 21 ], [ 48, 27, 21, 135, 64, 71 ], [ 73.913043, 70.652174, 77.173913, 26.630435, 30.434783, 22.826087 ], [ 0.460273, 0.627193, 0.336386, 2.212582, 4.207535, 1.245321 ], [ 57441, 57441, 49510, 84688, 82744, 84688 ], [ -129523, -60089, -129523, -205249, -34844, -205249 ], [ 49, 64, 35, 49, 64, 35 ], [ 25, 30, 20, 114, 143, 75 ], [ 118, 145, 83, 26, 29, 23 ], [ 9156, 5926, 3230, 9156, 5926, 3230 ], [ 18.560867, 18.560867, 64.3942, 0, 0, 0 ], [ 2, 1, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391850, -25777, -204857, -599665, -118166, -618815 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9501, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623902400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758965258885, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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) |
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