Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417161.9301 | 279451.0189 | 137710.9112 | 36795.4241 | 1080173.1895 | -1043377.7655 |
Total P&L (%) | 417.1619 | 279.451 | 137.7109 | 36.7954 | 1080.1732 | -1043.3778 |
Avg Daily Profit (%) | 0.2748 | 0.1841 | 0.0907 | 0.0206 | 0.1627 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198502 | -129283 | -126207 | -2458282 | -1119218 | -1948563 |
Profit Factor | 1.3086 | 1.3655 | 1.2346 | 1.0033 | 1.1911 | 0.81 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 145 | 70 | 75 | 145 | 70 | 75 |
Losing Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Profitability (%) | 53.9033 | 51.8519 | 55.9701 | 53.9033 | 51.8519 | 55.9701 |
Ratio Avg Win / Avg Loss | 1.1191 | 1.2679 | 0.9712 | 0.858 | 1.106 | 0.6372 |
Largest Winning Trade | 213973 | 213973 | 33030 | 816260 | 816260 | 370571 |
Largest Losing Trade | -49801 | -49801 | -33439 | -670976 | -670976 | -565466 |
Avg Bars in Trades | 33 | 39 | 26 | 33 | 39 | 26 |
Avg Bars in Winners | 35 | 40 | 31 | 35 | 40 | 31 |
Avg Bars in Losers | 29 | 39 | 19 | 29 | 39 | 19 |
Bars Traded | 8890 | 5395 | 3495 | 8890 | 5395 | 3495 |
Profit Streak | 0 | 0 | 79.5427 | 0 | 0 | 79.5427 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371178 | 288465 | -71548 | -384435 | -2542 | -578509 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 9107, "actual_packets": 9107, "evaluation_days": 1517.83, "actual_first_datapoint_time": 1629028800000, "first_datapoint_time": 1631116800000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760173287139, "expiration_time": 1764089424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 3.43136 } } }
{ "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": [ [ 417161.9301019981, 279451.0188537526, 137710.9112482452, 36795.4240639426, 1080173.1895270792, -1043377.7654631368 ], [ 417.16193, 279.451019, 137.710911, 36.795424, 1080.17319, -1043.377765 ], [ 0.274841, 0.184112, 0.090729, 0.020645, 0.162749, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -198502, -129283, -126207, -2458282, -1119218, -1948563 ], [ 1.308627, 1.365453, 1.234602, 1.003302, 1.191111, 0.810039 ], [ 269, 135, 134, 269, 135, 134 ], [ 145, 70, 75, 145, 70, 75 ], [ 124, 65, 59, 124, 65, 59 ], [ 53.903346, 51.851852, 55.970149, 53.903346, 51.851852, 55.970149 ], [ 1.119102, 1.267921, 0.97122, 0.857996, 1.106032, 0.637231 ], [ 213973, 213973, 33030, 816260, 816260, 370571 ], [ -49801, -49801, -33439, -670976, -670976, -565466 ], [ 33, 39, 26, 33, 39, 26 ], [ 35, 40, 31, 35, 40, 31 ], [ 29, 39, 19, 29, 39, 19 ], [ 8890, 5395, 3495, 8890, 5395, 3495 ], [ 0, 0, 79.542675, 0, 0, 79.542675 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 371178, 288465, -71548, -384435, -2542, -578509 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 9107, "actual_packets": 9107, "evaluation_days": 1517.83, "actual_first_datapoint_time": 1629028800000, "first_datapoint_time": 1631116800000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760173287139, "expiration_time": 1764089424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 3.43136 } } }
# | 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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