Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419817.7968 | 345086.4298 | 74731.367 | -17381.978 | 473207.8619 | -490589.8399 |
Total P&L (%) | 419.8178 | 345.0864 | 74.7314 | -17.382 | 473.2079 | -490.5898 |
Avg Daily Profit (%) | 0.2637 | 0.2168 | 0.0469 | -0.012 | 0.1098 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -280639 | -155059 | -155925 | -3242243 | -2082501 | -1908544 |
Profit Factor | 1.4663 | 1.6085 | 1.2243 | 0.998 | 1.0924 | 0.8613 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Profitability (%) | 46.1538 | 47.619 | 44.7059 | 46.1538 | 47.619 | 44.7059 |
Ratio Avg Win / Avg Loss | 1.7106 | 1.7693 | 1.5142 | 1.1643 | 1.2016 | 1.0653 |
Largest Winning Trade | 332761 | 332761 | 33725 | 1579305 | 1579305 | 586942 |
Largest Losing Trade | -64325 | -64325 | -38685 | -649505 | -649505 | -503712 |
Avg Bars in Trades | 35 | 49 | 21 | 35 | 49 | 21 |
Avg Bars in Winners | 43 | 56 | 29 | 43 | 56 | 29 |
Avg Bars in Losers | 29 | 44 | 15 | 29 | 44 | 15 |
Bars Traded | 6044 | 4184 | 1861 | 6044 | 4184 | 1861 |
Profit Streak | 31.9916 | 31.9916 | 61.9916 | 31.9916 | 31.9916 | 61.9916 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403970 | 363402 | -130193 | -578266 | -166109 | -579829 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6367, "evaluation_days": 1591.75, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623412800000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759448875744, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "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": [ [ 419817.7968406439, 345086.4298050223, 74731.3670356217, -17381.978028768, 473207.8618536704, -490589.8398824381 ], [ 419.817797, 345.08643, 74.731367, -17.381978, 473.207862, -490.58984 ], [ 0.263746, 0.216797, 0.046949, -0.011995, 0.109756, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -280639, -155059, -155925, -3242243, -2082501, -1908544 ], [ 1.466269, 1.60846, 1.224264, 0.997993, 1.092361, 0.861328 ], [ 169, 84, 85, 169, 84, 85 ], [ 78, 40, 38, 78, 40, 38 ], [ 91, 44, 47, 91, 44, 47 ], [ 46.153846, 47.619048, 44.705882, 46.153846, 47.619048, 44.705882 ], [ 1.710648, 1.769306, 1.514222, 1.164325, 1.201597, 1.065327 ], [ 332761, 332761, 33725, 1579305, 1579305, 586942 ], [ -64325, -64325, -38685, -649505, -649505, -503712 ], [ 35, 49, 21, 35, 49, 21 ], [ 43, 56, 29, 43, 56, 29 ], [ 29, 44, 15, 29, 44, 15 ], [ 6044, 4184, 1861, 6044, 4184, 1861 ], [ 31.991617, 31.991617, 61.991617, 31.991617, 31.991617, 61.991617 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 403970, 363402, -130193, -578266, -166109, -579829 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6367, "evaluation_days": 1591.75, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623412800000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759448875744, "expiration_time": 1763553816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 70, "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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