Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390364.6215 | 282256.1317 | 108108.4898 | 76304.7336 | 278142.7359 | -201838.0022 |
Total P&L (%) | 390.3646 | 282.2561 | 108.1085 | 76.3047 | 278.1427 | -201.838 |
Avg Daily Profit (%) | 0.2454 | 0.1775 | 0.068 | 0.0357 | 0.0837 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124545 | -91855 | -101986 | -472032 | -276510 | -431418 |
Profit Factor | 1.4838 | 1.6266 | 1.3033 | 1.0343 | 1.2429 | 0.8132 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 47.482 | 49.2754 | 45.7143 | 47.482 | 49.2754 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.6411 | 1.6745 | 1.5476 | 1.144 | 1.2794 | 0.9657 |
Largest Winning Trade | 210392 | 210392 | 48105 | 276558 | 276558 | 125004 |
Largest Losing Trade | -59369 | -59369 | -40359 | -183931 | -183931 | -147517 |
Avg Bars in Trades | 64 | 95 | 34 | 64 | 95 | 34 |
Avg Bars in Winners | 75 | 99 | 50 | 75 | 99 | 50 |
Avg Bars in Losers | 55 | 92 | 21 | 55 | 92 | 21 |
Bars Traded | 9025 | 6599 | 2426 | 9025 | 6599 | 2426 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349782 | -91731 | -197088 | -328689 | -183760 | -676902 |
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{ "first_band": { "type": "wma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "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": [ [ 390364.6215151321, 282256.1317119312, 108108.4898032008, 76304.7336333253, 278142.7358631716, -201838.0022298462 ], [ 390.364622, 282.256132, 108.10849, 76.304734, 278.142736, -201.838002 ], [ 0.245435, 0.177464, 0.067971, 0.035658, 0.083663, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -124545, -91855, -101986, -472032, -276510, -431418 ], [ 1.483758, 1.626611, 1.303255, 1.034283, 1.242856, 0.813182 ], [ 139, 69, 70, 139, 69, 70 ], [ 66, 34, 32, 66, 34, 32 ], [ 73, 35, 38, 73, 35, 38 ], [ 47.482014, 49.275362, 45.714286, 47.482014, 49.275362, 45.714286 ], [ 1.641126, 1.674453, 1.547615, 1.14398, 1.27941, 0.965653 ], [ 210392, 210392, 48105, 276558, 276558, 125004 ], [ -59369, -59369, -40359, -183931, -183931, -147517 ], [ 64, 95, 34, 64, 95, 34 ], [ 75, 99, 50, 75, 99, 50 ], [ 55, 92, 21, 55, 92, 21 ], [ 9025, 6599, 2426, 9025, 6599, 2426 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 349782, -91731, -197088, -328689, -183760, -676902 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9543, "evaluation_days": 1590.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624291200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759329976343, "expiration_time": 1763442576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "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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