Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371710.7394 | 226810.9938 | 144899.7456 | 257883.5541 | 219486.3496 | 38397.2045 |
Total P&L (%) | 371.7107 | 226.811 | 144.8997 | 257.8836 | 219.4864 | 38.3972 |
Avg Daily Profit (%) | 0.2342 | 0.1429 | 0.0913 | 0.0804 | 0.0732 | 0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92987 | -97626 | -89335 | -206069 | -154233 | -238531 |
Profit Factor | 1.6715 | 1.8453 | 1.508 | 1.2451 | 1.4664 | 1.066 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 64.9485 | 64.5833 | 65.3061 | 64.9485 | 64.5833 | 65.3061 |
Ratio Avg Win / Avg Loss | 0.9021 | 1.0119 | 0.8011 | 0.6719 | 0.8041 | 0.5663 |
Largest Winning Trade | 97943 | 97943 | 35739 | 112340 | 112340 | 88912 |
Largest Losing Trade | -58986 | -53113 | -58986 | -151109 | -81084 | -151109 |
Avg Bars in Trades | 63 | 65 | 61 | 63 | 65 | 61 |
Avg Bars in Winners | 50 | 51 | 50 | 50 | 51 | 50 |
Avg Bars in Losers | 86 | 92 | 80 | 86 | 92 | 80 |
Bars Traded | 6147 | 3155 | 2992 | 6147 | 3155 | 2992 |
Profit Streak | 76.9374 | 76.9374 | 105.1874 | 76.9374 | 76.9374 | 105.1874 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440729 | 110007 | -67962 | -83634 | -92820 | -314020 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6349, "evaluation_days": 1587.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625032800000, "last_datapoint_time": 1759039200000, "evaluation_time": 1759055393999, "expiration_time": 1763153352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 1.17078 } }, "second_band": { "type": "pwma", "factors": { "length": 145, "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": [ [ 371710.7394312455, 226810.9937838534, 144899.745647392, 257883.5540838037, 219486.3496015195, 38397.2044822842 ], [ 371.710739, 226.810994, 144.899746, 257.883554, 219.48635, 38.397204 ], [ 0.234185, 0.142896, 0.09129, 0.080362, 0.073206, 0.020475 ], [ 10, 10, 10, 10, 10, 10 ], [ -92987, -97626, -89335, -206069, -154233, -238531 ], [ 1.67148, 1.845285, 1.507985, 1.245061, 1.466383, 1.066008 ], [ 97, 48, 49, 97, 48, 49 ], [ 63, 31, 32, 63, 31, 32 ], [ 34, 17, 17, 34, 17, 17 ], [ 64.948454, 64.583333, 65.306122, 64.948454, 64.583333, 65.306122 ], [ 0.902069, 1.01193, 0.801117, 0.671938, 0.804145, 0.566317 ], [ 97943, 97943, 35739, 112340, 112340, 88912 ], [ -58986, -53113, -58986, -151109, -81084, -151109 ], [ 63, 65, 61, 63, 65, 61 ], [ 50, 51, 50, 50, 51, 50 ], [ 86, 92, 80, 86, 92, 80 ], [ 6147, 3155, 2992, 6147, 3155, 2992 ], [ 76.93743, 76.93743, 105.18743, 76.937431, 76.937431, 105.187431 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440729, 110007, -67962, -83634, -92820, -314020 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6349, "evaluation_days": 1587.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625032800000, "last_datapoint_time": 1759039200000, "evaluation_time": 1759055393999, "expiration_time": 1763153352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 1.17078 } }, "second_band": { "type": "pwma", "factors": { "length": 145, "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) |
---|