Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323361.6085 | 321340.6396 | 2020.9689 | -54648.9834 | -1321.6568 | -53327.3266 |
Total P&L (%) | 323.3616 | 321.3406 | 2.021 | -54.649 | -1.3217 | -53.3273 |
Avg Daily Profit (%) | 0.2031 | 0.2019 | 0.0013 | -0.0497 | -0.0008 | -0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179358 | -160299 | -142842 | -1111533 | -884290 | -411264 |
Profit Factor | 1.4816 | 1.899 | 1.0064 | 0.9727 | 0.9989 | 0.9367 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 45.5556 | 46.6667 | 44.4444 | 45.5556 | 46.6667 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.7707 | 2.1702 | 1.258 | 1.1625 | 1.1416 | 1.1708 |
Largest Winning Trade | 305304 | 305304 | 48630 | 335697 | 305304 | 335697 |
Largest Losing Trade | -52004 | -52004 | -42126 | -472635 | -472635 | -154732 |
Avg Bars in Trades | 66 | 76 | 56 | 66 | 76 | 56 |
Avg Bars in Winners | 78 | 83 | 72 | 78 | 83 | 72 |
Avg Bars in Losers | 56 | 70 | 43 | 56 | 70 | 43 |
Bars Traded | 5978 | 3440 | 2538 | 5978 | 3440 | 2538 |
Profit Streak | 0 | 187.7416 | 0 | 0 | 187.7416 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304728 | 395461 | -572430 | -580599 | -579368 | -581205 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6367, "evaluation_days": 1591.75, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1626566400000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759448873470, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 75 } }, "second_band": { "type": "vwma", "factors": { "length": 216, "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": [ [ 323361.6085154682, 321340.6396118855, 2020.9689035824, -54648.9834468255, -1321.6568202872, -53327.3266265385 ], [ 323.361609, 321.34064, 2.020969, -54.648983, -1.321657, -53.327327 ], [ 0.203148, 0.201879, 0.00127, -0.049665, -0.000836, -0.047861 ], [ 10, 10, 10, 10, 10, 10 ], [ -179358, -160299, -142842, -1111533, -884290, -411264 ], [ 1.481627, 1.898951, 1.006438, 0.97267, 0.998858, 0.936661 ], [ 90, 45, 45, 90, 45, 45 ], [ 41, 21, 20, 41, 21, 20 ], [ 49, 24, 25, 49, 24, 25 ], [ 45.555556, 46.666667, 44.444444, 45.555556, 46.666667, 44.444444 ], [ 1.770725, 2.17023, 1.258047, 1.162459, 1.141552, 1.170826 ], [ 305304, 305304, 48630, 335697, 305304, 335697 ], [ -52004, -52004, -42126, -472635, -472635, -154732 ], [ 66, 76, 56, 66, 76, 56 ], [ 78, 83, 72, 78, 83, 72 ], [ 56, 70, 43, 56, 70, 43 ], [ 5978, 3440, 2538, 5978, 3440, 2538 ], [ 0, 187.741591, 0, 0, 187.741591, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304728, 395461, -572430, -580599, -579368, -581205 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6367, "evaluation_days": 1591.75, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1626566400000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759448873470, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 75 } }, "second_band": { "type": "vwma", "factors": { "length": 216, "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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