Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436548.8661 | 362021.7108 | 74527.1554 | -1146791.5493 | -309920.2072 | -836871.3421 |
Total P&L (%) | 436.5489 | 362.0217 | 74.5272 | -1146.7915 | -309.9202 | -836.8713 |
Avg Daily Profit (%) | 0.2728 | 0.2262 | 0.0466 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225521 | -133912 | -31935 | -1472162 | -976138 | -824554 |
Profit Factor | 1.6413 | 2.0064 | 1.2322 | 0.7233 | 0.8649 | 0.5478 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 68 | 32 | 36 | 23 | 14 | 9 |
Losing Trades | 25 | 15 | 10 | 70 | 33 | 37 |
Profitability (%) | 73.1183 | 68.0851 | 78.2609 | 24.7312 | 29.7872 | 19.5652 |
Ratio Avg Win / Avg Loss | 0.6034 | 0.9405 | 0.3423 | 2.2014 | 2.0387 | 2.252 |
Largest Winning Trade | 315413 | 315413 | 46857 | 411562 | 411562 | 176024 |
Largest Losing Trade | -179928 | -65312 | -179928 | -352254 | -352254 | -279657 |
Avg Bars in Trades | 101 | 128 | 73 | 101 | 128 | 73 |
Avg Bars in Winners | 65 | 79 | 52 | 198 | 230 | 150 |
Avg Bars in Losers | 198 | 232 | 148 | 69 | 84 | 54 |
Bars Traded | 9402 | 6024 | 3378 | 9402 | 6024 | 3378 |
Profit Streak | 86.339 | 86.339 | 122.0056 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489307 | 456085 | -127614 | -608751 | -586634 | -631972 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9601, "evaluation_days": 1600.17, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623916800000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760170087801, "expiration_time": 1764302832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 107, "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": [ [ 436548.866133794, 362021.7107551619, 74527.155378632, -1146791.5493125718, -309920.2071971499, -836871.3421154219 ], [ 436.548866, 362.021711, 74.527155, -1146.791549, -309.920207, -836.871342 ], [ 0.272814, 0.22624, 0.046575, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -225521, -133912, -31935, -1472162, -976138, -824554 ], [ 1.64132, 2.006431, 1.232176, 0.723313, 0.864906, 0.547787 ], [ 93, 47, 46, 93, 47, 46 ], [ 68, 32, 36, 23, 14, 9 ], [ 25, 15, 10, 70, 33, 37 ], [ 73.11828, 68.085106, 78.26087, 24.731183, 29.787234, 19.565217 ], [ 0.603427, 0.940514, 0.342271, 2.201388, 2.038708, 2.252012 ], [ 315413, 315413, 46857, 411562, 411562, 176024 ], [ -179928, -65312, -179928, -352254, -352254, -279657 ], [ 101, 128, 73, 101, 128, 73 ], [ 65, 79, 52, 198, 230, 150 ], [ 198, 232, 148, 69, 84, 54 ], [ 9402, 6024, 3378, 9402, 6024, 3378 ], [ 86.338979, 86.338979, 122.005646, 0, 0, 0 ], [ 6, 3, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 489307, 456085, -127614, -608751, -586634, -631972 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9601, "evaluation_days": 1600.17, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623916800000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760170087801, "expiration_time": 1764302832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 107, "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) |
---|