Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237365.0719 | 275047.9143 | -37682.8424 | -82535.5013 | 70328.8877 | -152864.389 |
Total P&L (%) | 237.3651 | 275.0479 | -37.6828 | -82.5355 | 70.3289 | -152.8644 |
Avg Daily Profit (%) | 0.1492 | 0.1729 | -0.0237 | -0.1096 | 0.0335 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287605 | -163294 | -199891 | -463466 | -274367 | -335266 |
Profit Factor | 1.1442 | 1.3187 | 0.9519 | 0.9602 | 1.0599 | 0.8295 |
Total Trades | 425 | 213 | 212 | 425 | 213 | 212 |
Winning Trades | 207 | 110 | 97 | 207 | 110 | 97 |
Losing Trades | 218 | 103 | 115 | 218 | 103 | 115 |
Profitability (%) | 48.7059 | 51.6432 | 45.7547 | 48.7059 | 51.6432 | 45.7547 |
Ratio Avg Win / Avg Loss | 1.205 | 1.2348 | 1.1285 | 1.0112 | 0.9924 | 0.9835 |
Largest Winning Trade | 287106 | 287106 | 42545 | 227288 | 227288 | 91890 |
Largest Losing Trade | -32770 | -30191 | -32770 | -110494 | -94798 | -110494 |
Avg Bars in Trades | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 13 | 18 | 9 | 13 | 18 | 9 |
Bars Traded | 6205 | 3541 | 2664 | 6205 | 3541 | 2664 |
Profit Streak | 4.1656 | 9.9156 | 0 | 4.1656 | 9.9156 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53875 | 334853 | -579930 | -577181 | -302808 | -581597 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6364, "evaluation_days": 1591, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625162400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759377511931, "expiration_time": 1763487072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 234, "offset": 0, "multiplier": 1.46398 } } }
{ "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": [ [ 237365.0718806202, 275047.9142501769, -37682.8423695571, -82535.5012912014, 70328.8876594863, -152864.3889506878 ], [ 237.365072, 275.047914, -37.682842, -82.535501, 70.328888, -152.864389 ], [ 0.149192, 0.172877, -0.023685, -0.109619, 0.033479, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -287605, -163294, -199891, -463466, -274367, -335266 ], [ 1.144187, 1.318712, 0.951888, 0.960162, 1.059854, 0.829539 ], [ 425, 213, 212, 425, 213, 212 ], [ 207, 110, 97, 207, 110, 97 ], [ 218, 103, 115, 218, 103, 115 ], [ 48.705882, 51.643192, 45.754717, 48.705882, 51.643192, 45.754717 ], [ 1.20499, 1.234794, 1.128527, 1.011185, 0.992409, 0.983474 ], [ 287106, 287106, 42545, 227288, 227288, 91890 ], [ -32770, -30191, -32770, -110494, -94798, -110494 ], [ 14, 16, 12, 14, 16, 12 ], [ 15, 14, 16, 15, 14, 16 ], [ 13, 18, 9, 13, 18, 9 ], [ 6205, 3541, 2664, 6205, 3541, 2664 ], [ 4.165647, 9.915647, 0, 4.165647, 9.915647, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -53875, 334853, -579930, -577181, -302808, -581597 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6364, "evaluation_days": 1591, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625162400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759377511931, "expiration_time": 1763487072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 234, "offset": 0, "multiplier": 1.46398 } } }
# | 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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