Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383018.583 | 307195.2083 | 75823.3747 | -40005.9103 | 41588.3675 | -81594.2778 |
Total P&L (%) | 383.0186 | 307.1952 | 75.8234 | -40.0059 | 41.5884 | -81.5943 |
Avg Daily Profit (%) | 0.2409 | 0.1932 | 0.0477 | -0.0321 | 0.0219 | -0.1064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168360 | -135848 | -134079 | -180702 | -111359 | -196572 |
Profit Factor | 1.2398 | 1.3856 | 1.0947 | 0.9645 | 1.0749 | 0.8576 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 193 | 94 | 99 | 193 | 94 | 99 |
Losing Trades | 146 | 76 | 70 | 146 | 76 | 70 |
Profitability (%) | 56.9322 | 55.2941 | 58.5799 | 56.9322 | 55.2941 | 58.5799 |
Ratio Avg Win / Avg Loss | 0.9379 | 1.1203 | 0.774 | 0.7296 | 0.8691 | 0.6064 |
Largest Winning Trade | 139274 | 139274 | 31011 | 45080 | 45080 | 38728 |
Largest Losing Trade | -65647 | -49929 | -65647 | -88972 | -41415 | -88972 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 4721 | 2499 | 2222 | 4721 | 2499 | 2222 |
Profit Streak | 19.0291 | 42.3624 | 19.0291 | 19.0291 | 42.3624 | 19.0291 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375899 | 394927 | -244924 | -576356 | -302685 | -578498 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4769, "evaluation_days": 1589.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622908800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759250513565, "expiration_time": 1763339616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 2.26539 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 383018.5829880412, 307195.2083100019, 75823.374678039, -40005.9103440192, 41588.3674805249, -81594.2778245441 ], [ 383.018583, 307.195208, 75.823375, -40.00591, 41.588367, -81.594278 ], [ 0.240942, 0.193245, 0.047698, -0.032135, 0.021878, -0.106413 ], [ 10, 10, 10, 10, 10, 10 ], [ -168360, -135848, -134079, -180702, -111359, -196572 ], [ 1.239834, 1.385648, 1.094726, 0.964529, 1.074932, 0.857557 ], [ 339, 170, 169, 339, 170, 169 ], [ 193, 94, 99, 193, 94, 99 ], [ 146, 76, 70, 146, 76, 70 ], [ 56.932153, 55.294118, 58.579882, 56.932153, 55.294118, 58.579882 ], [ 0.937905, 1.120312, 0.774049, 0.729643, 0.869094, 0.606354 ], [ 139274, 139274, 31011, 45080, 45080, 38728 ], [ -65647, -49929, -65647, -88972, -41415, -88972 ], [ 13, 14, 13, 13, 14, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 14, 16, 12, 14, 16, 12 ], [ 4721, 2499, 2222, 4721, 2499, 2222 ], [ 19.029092, 42.362425, 19.029092, 19.029092, 42.362426, 19.029092 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375899, 394927, -244924, -576356, -302685, -578498 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4769, "evaluation_days": 1589.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622908800000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759250513565, "expiration_time": 1763339616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 2.26539 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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