Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256175.0881 | 273136.7858 | -16961.6977 | -125843.8202 | -127577.4158 | 1733.5956 |
Total P&L (%) | 256.1751 | 273.1368 | -16.9617 | -125.8438 | -127.5774 | 1.7336 |
Avg Daily Profit (%) | 0.1608 | 0.1714 | -0.0106 | 0 | 0 | 0.0011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203791 | -167748 | -160671 | -709186 | -571107 | -181668 |
Profit Factor | 1.2564 | 1.4668 | 0.959 | 0.8966 | 0.8439 | 1.0043 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 110 | 53 | 57 | 81 | 42 | 39 |
Losing Trades | 68 | 36 | 32 | 97 | 47 | 50 |
Profitability (%) | 61.7978 | 59.5506 | 64.0449 | 45.5056 | 47.191 | 43.8202 |
Ratio Avg Win / Avg Loss | 0.7767 | 0.9963 | 0.5384 | 1.0737 | 0.9444 | 1.2876 |
Largest Winning Trade | 179608 | 179608 | 34768 | 189778 | 189778 | 86068 |
Largest Losing Trade | -121970 | -58271 | -121970 | -248104 | -248104 | -146136 |
Avg Bars in Trades | 26 | 37 | 14 | 26 | 37 | 14 |
Avg Bars in Winners | 18 | 29 | 9 | 28 | 38 | 16 |
Avg Bars in Losers | 37 | 50 | 24 | 24 | 36 | 12 |
Bars Traded | 4656 | 3356 | 1300 | 4656 | 3356 | 1300 |
Profit Streak | 50.5978 | 50.5978 | 51.2644 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347673 | 314087 | -577729 | -579649 | -582186 | -575345 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4780, "evaluation_days": 1593.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622793600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558847393, "expiration_time": 1763665920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.75008 } } }
{ "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": [ [ 256175.0881378048, 273136.7857934544, -16961.6976556496, -125843.8201594688, -127577.4157529767, 1733.5955935079 ], [ 256.175088, 273.136786, -16.961698, -125.84382, -127.577416, 1.733596 ], [ 0.16078, 0.171425, -0.010645, 0, 0, 0.001079 ], [ 10, 10, 10, 10, 10, 10 ], [ -203791, -167748, -160671, -709186, -571107, -181668 ], [ 1.256375, 1.466773, 0.959036, 0.896621, 0.843928, 1.004335 ], [ 178, 89, 89, 178, 89, 89 ], [ 110, 53, 57, 81, 42, 39 ], [ 68, 36, 32, 97, 47, 50 ], [ 61.797753, 59.550562, 64.044944, 45.505618, 47.191011, 43.820225 ], [ 0.776668, 0.996299, 0.538406, 1.073731, 0.944396, 1.287609 ], [ 179608, 179608, 34768, 189778, 189778, 86068 ], [ -121970, -58271, -121970, -248104, -248104, -146136 ], [ 26, 37, 14, 26, 37, 14 ], [ 18, 29, 9, 28, 38, 16 ], [ 37, 50, 24, 24, 36, 12 ], [ 4656, 3356, 1300, 4656, 3356, 1300 ], [ 50.597771, 50.597771, 51.264437, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347673, 314087, -577729, -579649, -582186, -575345 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4780, "evaluation_days": 1593.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622793600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558847393, "expiration_time": 1763665920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.75008 } } }
# | 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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