Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337769.7146 | 323338.462 | 14431.2526 | -71169.7924 | 42641.1538 | -113810.9462 |
Total P&L (%) | 337.7697 | 323.3385 | 14.4313 | -71.1698 | 42.6412 | -113.8109 |
Avg Daily Profit (%) | 0.212 | 0.2029 | 0.0091 | -0.078 | 0.0223 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186329 | -151188 | -106336 | -178640 | -112888 | -123871 |
Profit Factor | 1.2717 | 1.4505 | 1.0275 | 0.9267 | 1.0793 | 0.7378 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Losing Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.2717 | 1.4505 | 1.0275 | 0.9267 | 1.0793 | 0.7378 |
Largest Winning Trade | 271189 | 271189 | 35074 | 97798 | 97798 | 26124 |
Largest Losing Trade | -62295 | -62295 | -55563 | -72936 | -41275 | -72936 |
Avg Bars in Trades | 23 | 32 | 14 | 23 | 32 | 14 |
Avg Bars in Winners | 28 | 37 | 19 | 28 | 37 | 19 |
Avg Bars in Losers | 17 | 26 | 9 | 17 | 26 | 9 |
Bars Traded | 6300 | 4363 | 1937 | 6300 | 4363 | 1937 |
Profit Streak | 17.0859 | 17.3359 | 17.0859 | 17.0859 | 17.3359 | 17.0859 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389301 | 342841 | -398303 | -577598 | -297449 | -580123 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6373, "evaluation_days": 1593.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622980800000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759565021850, "expiration_time": 1763687304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 50, "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": [ [ 337769.7145956374, 323338.4619573367, 14431.2526383007, -71169.7924388984, 42641.1537628755, -113810.9462017739 ], [ 337.769715, 323.338462, 14.431253, -71.169792, 42.641154, -113.810946 ], [ 0.212, 0.202943, 0.009058, -0.078033, 0.022294, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -186329, -151188, -106336, -178640, -112888, -123871 ], [ 1.271708, 1.45049, 1.027468, 0.926749, 1.079339, 0.737841 ], [ 272, 136, 136, 272, 136, 136 ], [ 136, 68, 68, 136, 68, 68 ], [ 136, 68, 68, 136, 68, 68 ], [ 50, 50, 50, 50, 50, 50 ], [ 1.271708, 1.45049, 1.027468, 0.926749, 1.079339, 0.737841 ], [ 271189, 271189, 35074, 97798, 97798, 26124 ], [ -62295, -62295, -55563, -72936, -41275, -72936 ], [ 23, 32, 14, 23, 32, 14 ], [ 28, 37, 19, 28, 37, 19 ], [ 17, 26, 9, 17, 26, 9 ], [ 6300, 4363, 1937, 6300, 4363, 1937 ], [ 17.085901, 17.335901, 17.085901, 17.085901, 17.335901, 17.085901 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389301, 342841, -398303, -577598, -297449, -580123 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6373, "evaluation_days": 1593.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622980800000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759565021850, "expiration_time": 1763687304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 50, "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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