Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402933.3466 | 272419.2051 | 130514.1415 | 203555.9467 | 100755.8914 | 102800.0553 |
Total P&L (%) | 402.9333 | 272.4192 | 130.5141 | 203.5559 | 100.7559 | 102.8001 |
Avg Daily Profit (%) | 0.252 | 0.1704 | 0.0816 | 0.0695 | 0.0436 | 0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129164 | -137056 | -131238 | -727188 | -627828 | -318353 |
Profit Factor | 1.3396 | 1.4588 | 1.2202 | 1.0475 | 1.0443 | 1.0512 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 198 | 101 | 97 | 198 | 101 | 97 |
Losing Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Profitability (%) | 58.2353 | 59.4118 | 57.0588 | 58.2353 | 59.4118 | 57.0588 |
Ratio Avg Win / Avg Loss | 0.9607 | 0.9966 | 0.9183 | 0.7513 | 0.7134 | 0.7911 |
Largest Winning Trade | 74626 | 74626 | 50522 | 134110 | 134110 | 102699 |
Largest Losing Trade | -63124 | -44959 | -63124 | -318353 | -265960 | -318353 |
Avg Bars in Trades | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Winners | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Losers | 33 | 42 | 24 | 33 | 42 | 24 |
Bars Traded | 9429 | 5703 | 3726 | 9429 | 5703 | 3726 |
Profit Streak | 0 | 0 | 4.6665 | 0 | 0 | 4.6665 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354533 | 299185 | -84093 | -266952 | -306619 | -297728 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9592, "evaluation_days": 1598.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624104000000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760039986340, "expiration_time": 1764169344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 153, "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": [ [ 402933.3465948234, 272419.2050730011, 130514.1415218222, 203555.9466548051, 100755.8913558534, 102800.0552989516 ], [ 402.933347, 272.419205, 130.514142, 203.555947, 100.755891, 102.800055 ], [ 0.252043, 0.170404, 0.081639, 0.069482, 0.043603, 0.044237 ], [ 10, 10, 10, 10, 10, 10 ], [ -129164, -137056, -131238, -727188, -627828, -318353 ], [ 1.339599, 1.458794, 1.220193, 1.047529, 1.044262, 1.051235 ], [ 340, 170, 170, 340, 170, 170 ], [ 198, 101, 97, 198, 101, 97 ], [ 142, 69, 73, 142, 69, 73 ], [ 58.235294, 59.411765, 57.058824, 58.235294, 59.411765, 57.058824 ], [ 0.960723, 0.996602, 0.91829, 0.751258, 0.713407, 0.791136 ], [ 74626, 74626, 50522, 134110, 134110, 102699 ], [ -63124, -44959, -63124, -318353, -265960, -318353 ], [ 27, 33, 21, 27, 33, 21 ], [ 23, 27, 19, 23, 27, 19 ], [ 33, 42, 24, 33, 42, 24 ], [ 9429, 5703, 3726, 9429, 5703, 3726 ], [ 0, 0, 4.666508, 0, 0, 4.666509 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354533, 299185, -84093, -266952, -306619, -297728 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9592, "evaluation_days": 1598.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624104000000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760039986340, "expiration_time": 1764169344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 153, "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) |
---|