Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257959.6066 | 253923.8463 | 4035.7603 | -95559.5091 | 64353.3428 | -159912.8519 |
Total P&L (%) | 257.9596 | 253.9238 | 4.0358 | -95.5595 | 64.3533 | -159.9129 |
Avg Daily Profit (%) | 0.1629 | 0.1604 | 0.0025 | -0.1965 | 0.0314 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220292 | -146594 | -101036 | -144691 | -16354 | -143652 |
Profit Factor | 1.4158 | 1.8102 | 1.0131 | 0.5339 | 3.4978 | 0.1079 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 50.6667 | 45.9459 | 55.2632 | 50.6667 | 45.9459 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.3785 | 2.1296 | 0.8202 | 0.5199 | 4.1151 | 0.0874 |
Largest Winning Trade | 238845 | 238845 | 52215 | 64710 | 64710 | 4464 |
Largest Losing Trade | -97304 | -56217 | -97304 | -142309 | -4576 | -142309 |
Avg Bars in Trades | 81 | 103 | 59 | 81 | 103 | 59 |
Avg Bars in Winners | 72 | 95 | 53 | 72 | 95 | 53 |
Avg Bars in Losers | 90 | 110 | 66 | 90 | 110 | 66 |
Bars Traded | 6094 | 3840 | 2254 | 6094 | 3840 | 2254 |
Profit Streak | 176.4653 | 176.4653 | 273.4653 | 176.4653 | 176.4653 | 273.4653 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51629 | 378026 | -560828 | -640502 | -144586 | -578410 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1626890400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758906600097, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 257959.6066200749, 253923.8463117548, 4035.7603083201, -95559.5090674314, 64353.3428338069, -159912.8519012384 ], [ 257.959607, 253.923846, 4.03576, -95.559509, 64.353343, -159.912852 ], [ 0.162905, 0.160356, 0.002549, -0.196485, 0.031382, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -220292, -146594, -101036, -144691, -16354, -143652 ], [ 1.415796, 1.810156, 1.013147, 0.533916, 3.497803, 0.10794 ], [ 75, 37, 38, 75, 37, 38 ], [ 38, 17, 21, 38, 17, 21 ], [ 37, 20, 17, 37, 20, 17 ], [ 50.666667, 45.945946, 55.263158, 50.666667, 45.945946, 55.263158 ], [ 1.378538, 2.129595, 0.820167, 0.519865, 4.115063, 0.08738 ], [ 238845, 238845, 52215, 64710, 64710, 4464 ], [ -97304, -56217, -97304, -142309, -4576, -142309 ], [ 81, 103, 59, 81, 103, 59 ], [ 72, 95, 53, 72, 95, 53 ], [ 90, 110, 66, 90, 110, 66 ], [ 6094, 3840, 2254, 6094, 3840, 2254 ], [ 176.465279, 176.465279, 273.465279, 176.465279, 176.465279, 273.465279 ], [ 7, 3, 5, 7, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -51629, 378026, -560828, -640502, -144586, -578410 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1626890400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758906600097, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 2 } } }
# | 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) |
---|