Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364571.586 | 294209.2267 | 70362.3593 | -24048.6313 | 103821.0814 | -127869.7127 |
Total P&L (%) | 364.5716 | 294.2092 | 70.3624 | -24.0486 | 103.8211 | -127.8697 |
Avg Daily Profit (%) | 0.2281 | 0.1841 | 0.044 | -0.0172 | 0.0446 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190980 | -126124 | -116295 | -650144 | -381670 | -502891 |
Profit Factor | 1.5303 | 1.7866 | 1.2244 | 0.986 | 1.125 | 0.8556 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 53.1915 | 48.9362 | 57.4468 | 53.1915 | 48.9362 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.3466 | 1.8643 | 0.907 | 0.8677 | 1.1739 | 0.6338 |
Largest Winning Trade | 322678 | 322678 | 43535 | 295574 | 295574 | 139189 |
Largest Losing Trade | -57585 | -49018 | -57585 | -322473 | -180289 | -322473 |
Avg Bars in Trades | 97 | 131 | 62 | 97 | 131 | 62 |
Avg Bars in Winners | 74 | 98 | 54 | 74 | 98 | 54 |
Avg Bars in Losers | 122 | 163 | 72 | 122 | 163 | 72 |
Bars Traded | 9123 | 6200 | 2923 | 9123 | 6200 | 2923 |
Profit Streak | 87.1807 | 87.1807 | 121.0141 | 87.1807 | 87.1807 | 121.0141 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411229 | 414045 | -134155 | -578707 | -215808 | -578773 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9591, "evaluation_days": 1598.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624507200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760026816660, "expiration_time": 1764154512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.72956 } }, "second_band": { "type": "midprice", "factors": { "length": 181, "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": [ [ 364571.585987426, 294209.2267262347, 70362.3592611911, -24048.6313212091, 103821.0814142936, -127869.7127355027 ], [ 364.571586, 294.209227, 70.362359, -24.048631, 103.821081, -127.869713 ], [ 0.228071, 0.184053, 0.044018, -0.017207, 0.044556, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -190980, -126124, -116295, -650144, -381670, -502891 ], [ 1.530276, 1.786642, 1.224437, 0.985985, 1.12499, 0.855566 ], [ 94, 47, 47, 94, 47, 47 ], [ 50, 23, 27, 50, 23, 27 ], [ 44, 24, 20, 44, 24, 20 ], [ 53.191489, 48.93617, 57.446809, 53.191489, 48.93617, 57.446809 ], [ 1.346643, 1.864322, 0.90699, 0.867667, 1.173902, 0.633753 ], [ 322678, 322678, 43535, 295574, 295574, 139189 ], [ -57585, -49018, -57585, -322473, -180289, -322473 ], [ 97, 131, 62, 97, 131, 62 ], [ 74, 98, 54, 74, 98, 54 ], [ 122, 163, 72, 122, 163, 72 ], [ 9123, 6200, 2923, 9123, 6200, 2923 ], [ 87.180748, 87.180748, 121.014082, 87.180748, 87.180748, 121.014082 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 411229, 414045, -134155, -578707, -215808, -578773 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9591, "evaluation_days": 1598.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624507200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760026816660, "expiration_time": 1764154512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.72956 } }, "second_band": { "type": "midprice", "factors": { "length": 181, "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) |
---|