Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484373.5709 | 328263.6915 | 156109.8794 | 277844.0502 | 167237.5751 | 110606.4752 |
Total P&L (%) | 484.3736 | 328.2637 | 156.1099 | 277.8441 | 167.2376 | 110.6065 |
Avg Daily Profit (%) | 0.3027 | 0.2051 | 0.0976 | 0.0831 | 0.0614 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117780 | -82058 | -112651 | -325158 | -209782 | -260929 |
Profit Factor | 1.3307 | 1.4066 | 1.2375 | 1.1063 | 1.1168 | 1.0936 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 154 | 79 | 75 | 154 | 79 | 75 |
Losing Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Profitability (%) | 48.5804 | 49.6855 | 47.4684 | 48.5804 | 49.6855 | 47.4684 |
Ratio Avg Win / Avg Loss | 1.4085 | 1.4244 | 1.3695 | 1.171 | 1.1309 | 1.2103 |
Largest Winning Trade | 154093 | 154093 | 37707 | 110462 | 110462 | 104602 |
Largest Losing Trade | -37825 | -37825 | -30287 | -150675 | -150675 | -80321 |
Avg Bars in Trades | 20 | 23 | 16 | 20 | 23 | 16 |
Avg Bars in Winners | 23 | 26 | 21 | 23 | 26 | 21 |
Avg Bars in Losers | 16 | 21 | 11 | 16 | 21 | 11 |
Bars Traded | 6344 | 3761 | 2583 | 6344 | 3761 | 2583 |
Profit Streak | 0 | 0 | 16.4281 | 0 | 0 | 16.4281 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365530 | 317985 | -62893 | -184199 | -202534 | -248109 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6401, "evaluation_days": 1600.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622592000000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760177789339, "expiration_time": 1764310248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 31, "offset": 63, "multiplier": 2.90293 } } }
{ "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": [ [ 484373.5709339847, 328263.6915474029, 156109.8793865823, 277844.0502432238, 167237.5750707111, 110606.4751725128 ], [ 484.373571, 328.263692, 156.109879, 277.84405, 167.237575, 110.606475 ], [ 0.302686, 0.205133, 0.097553, 0.083103, 0.061445, 0.046555 ], [ 10, 10, 10, 10, 10, 10 ], [ -117780, -82058, -112651, -325158, -209782, -260929 ], [ 1.330701, 1.406551, 1.237519, 1.106315, 1.116763, 1.093646 ], [ 317, 159, 158, 317, 159, 158 ], [ 154, 79, 75, 154, 79, 75 ], [ 163, 80, 83, 163, 80, 83 ], [ 48.580442, 49.685535, 47.468354, 48.580442, 49.685535, 47.468354 ], [ 1.408469, 1.424355, 1.369521, 1.17097, 1.130899, 1.210301 ], [ 154093, 154093, 37707, 110462, 110462, 104602 ], [ -37825, -37825, -30287, -150675, -150675, -80321 ], [ 20, 23, 16, 20, 23, 16 ], [ 23, 26, 21, 23, 26, 21 ], [ 16, 21, 11, 16, 21, 11 ], [ 6344, 3761, 2583, 6344, 3761, 2583 ], [ 0, 0, 16.428117, 0, 0, 16.428117 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365530, 317985, -62893, -184199, -202534, -248109 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6401, "evaluation_days": 1600.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622592000000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760177789339, "expiration_time": 1764310248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 31, "offset": 63, "multiplier": 2.90293 } } }
# | 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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