Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 17645.645 | 173271.5441 | -155625.8991 | 1059534.4288 | -97798.7321 | 1157333.1608 |
Total P&L (%) | 17.6456 | 173.2715 | -155.6259 | 1059.5344 | -97.7987 | 1157.3332 |
Avg Daily Profit (%) | 0.0111 | 0.1092 | -0.098 | 0.1545 | -0.2401 | 0.1596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -443170 | -123587 | -356497 | -2616580 | -2277094 | -679091 |
Profit Factor | 1.0143 | 1.3416 | 0.7851 | 1.1662 | 0.9753 | 1.4791 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 103 | 45 | 58 | 105 | 52 | 53 |
Losing Trades | 82 | 47 | 35 | 80 | 40 | 40 |
Profitability (%) | 55.6757 | 48.913 | 62.3656 | 56.7568 | 56.5217 | 56.9892 |
Ratio Avg Win / Avg Loss | 0.8075 | 1.4012 | 0.4737 | 0.8885 | 0.7502 | 1.1163 |
Largest Winning Trade | 92832 | 92832 | 32294 | 910942 | 773305 | 910942 |
Largest Losing Trade | -224625 | -44786 | -224625 | -1386852 | -1386852 | -579098 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 28 | 27 | 28 | 29 | 29 | 30 |
Avg Bars in Losers | 39 | 38 | 41 | 37 | 37 | 38 |
Bars Traded | 6180 | 3051 | 3129 | 6180 | 3051 | 3129 |
Profit Streak | 8.4582 | 0 | 15.9582 | 8.4582 | 0 | 15.9582 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -390494 | -47645 | -578902 | -29253 | -580241 | 361777 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6349, "evaluation_days": 1587.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624514400000, "last_datapoint_time": 1759039200000, "evaluation_time": 1759057190559, "expiration_time": 1763153352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.09355, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "sma", "factors": { "length": 121, "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": [ [ 17645.6449924215, 173271.5440996914, -155625.89910727, 1059534.4287505713, -97798.7320844635, 1157333.1608350335 ], [ 17.645645, 173.271544, -155.625899, 1059.534429, -97.798732, 1157.333161 ], [ 0.011117, 0.109165, -0.098048, 0.154512, -0.240136, 0.159622 ], [ 10, 10, 10, 10, 10, 10 ], [ -443170, -123587, -356497, -2616580, -2277094, -679091 ], [ 1.014332, 1.341622, 0.785056, 1.166159, 0.97531, 1.479097 ], [ 185, 92, 93, 185, 92, 93 ], [ 103, 45, 58, 105, 52, 53 ], [ 82, 47, 35, 80, 40, 40 ], [ 55.675676, 48.913043, 62.365591, 56.756757, 56.521739, 56.989247 ], [ 0.807526, 1.401249, 0.473741, 0.888502, 0.750238, 1.1163 ], [ 92832, 92832, 32294, 910942, 773305, 910942 ], [ -224625, -44786, -224625, -1386852, -1386852, -579098 ], [ 33, 33, 33, 33, 33, 33 ], [ 28, 27, 28, 29, 29, 30 ], [ 39, 38, 41, 37, 37, 38 ], [ 6180, 3051, 3129, 6180, 3051, 3129 ], [ 8.458224, 0, 15.958224, 8.458224, 0, 15.958224 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -390494, -47645, -578902, -29253, -580241, 361777 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6349, "evaluation_days": 1587.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624514400000, "last_datapoint_time": 1759039200000, "evaluation_time": 1759057190559, "expiration_time": 1763153352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.09355, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "sma", "factors": { "length": 121, "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) |
---|