Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255281.6119 | 193115.9477 | 62165.6642 | -70319.253 | 28091.5219 | -98410.7749 |
Total P&L (%) | 255.2816 | 193.1159 | 62.1657 | -70.3193 | 28.0915 | -98.4108 |
Avg Daily Profit (%) | 0.16 | 0.121 | 0.039 | -0.0761 | 0.0155 | -0.2593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212038 | -139908 | -130998 | -231995 | -164196 | -193745 |
Profit Factor | 1.3431 | 1.4888 | 1.1782 | 0.867 | 1.1196 | 0.6649 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Losing Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Profitability (%) | 71.6312 | 77.1429 | 66.1972 | 71.6312 | 77.1429 | 66.1972 |
Ratio Avg Win / Avg Loss | 0.5319 | 0.4411 | 0.6016 | 0.3433 | 0.3317 | 0.3395 |
Largest Winning Trade | 66629 | 66629 | 38808 | 51858 | 51858 | 35364 |
Largest Losing Trade | -75112 | -72325 | -75112 | -177540 | -125974 | -177540 |
Avg Bars in Trades | 43 | 70 | 17 | 43 | 70 | 17 |
Avg Bars in Winners | 22 | 33 | 10 | 22 | 33 | 10 |
Avg Bars in Losers | 97 | 195 | 31 | 97 | 195 | 31 |
Bars Traded | 6195 | 4940 | 1255 | 6195 | 4940 | 1255 |
Profit Streak | 25.0785 | 25.3285 | 25.0785 | 25.0785 | 25.3285 | 25.0785 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365813 | -121970 | -251323 | -576576 | -356119 | -664537 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6382, "evaluation_days": 1595.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623866400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759758780575, "expiration_time": 1763887536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 91, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 255281.6119408525, 193115.9476964814, 62165.6642443713, -70319.2529978367, 28091.5219182768, -98410.7749161135 ], [ 255.281612, 193.115948, 62.165664, -70.319253, 28.091522, -98.410775 ], [ 0.160001, 0.121038, 0.038963, -0.076102, 0.015518, -0.259264 ], [ 10, 10, 10, 10, 10, 10 ], [ -212038, -139908, -130998, -231995, -164196, -193745 ], [ 1.343122, 1.488752, 1.178189, 0.866951, 1.119627, 0.664925 ], [ 141, 70, 71, 141, 70, 71 ], [ 101, 54, 47, 101, 54, 47 ], [ 40, 16, 24, 40, 16, 24 ], [ 71.631206, 77.142857, 66.197183, 71.631206, 77.142857, 66.197183 ], [ 0.53193, 0.441112, 0.601628, 0.343347, 0.331741, 0.339536 ], [ 66629, 66629, 38808, 51858, 51858, 35364 ], [ -75112, -72325, -75112, -177540, -125974, -177540 ], [ 43, 70, 17, 43, 70, 17 ], [ 22, 33, 10, 22, 33, 10 ], [ 97, 195, 31, 97, 195, 31 ], [ 6195, 4940, 1255, 6195, 4940, 1255 ], [ 25.078479, 25.328479, 25.078479, 25.078479, 25.328479, 25.078479 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365813, -121970, -251323, -576576, -356119, -664537 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6382, "evaluation_days": 1595.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623866400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759758780575, "expiration_time": 1763887536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 91, "offset": 0, "scalar": 3 } } }
# | 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) |
---|