Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392124.8229 | 258182.744 | 133942.079 | -292224.3102 | 24985.0869 | -317209.3971 |
Total P&L (%) | 392.1248 | 258.1827 | 133.9421 | -292.2243 | 24.9851 | -317.2094 |
Avg Daily Profit (%) | 0.2455 | 0.1616 | 0.0839 | 0 | 0.014 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168904 | -77201 | -197732 | -635729 | -226488 | -526368 |
Profit Factor | 1.5718 | 2.3057 | 1.2745 | 0.826 | 1.0573 | 0.7448 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 84 | 40 | 44 | 47 | 21 | 26 |
Losing Trades | 34 | 19 | 15 | 71 | 38 | 33 |
Profitability (%) | 71.1864 | 67.7966 | 74.5763 | 39.8305 | 35.5932 | 44.0678 |
Ratio Avg Win / Avg Loss | 0.6362 | 1.0952 | 0.4345 | 1.2478 | 1.9132 | 0.9453 |
Largest Winning Trade | 57577 | 57577 | 47239 | 110438 | 103251 | 110438 |
Largest Losing Trade | -148794 | -29429 | -148794 | -468609 | -48475 | -468609 |
Avg Bars in Trades | 39 | 26 | 53 | 39 | 26 | 53 |
Avg Bars in Winners | 31 | 16 | 44 | 52 | 36 | 65 |
Avg Bars in Losers | 60 | 45 | 79 | 31 | 20 | 44 |
Bars Traded | 4695 | 1535 | 3160 | 4695 | 1535 | 3160 |
Profit Streak | 30.4915 | 32.4915 | 30.4915 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466613 | -162071 | -255232 | -582752 | -516459 | -759765 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4792, "evaluation_days": 1597.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623830400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759895262578, "expiration_time": 1764021888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 68, "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": [ [ 392124.8229281646, 258182.7439632573, 133942.0789649074, -292224.3102381562, 24985.0868961853, -317209.3971343415 ], [ 392.124823, 258.182744, 133.942079, -292.22431, 24.985087, -317.209397 ], [ 0.245488, 0.161634, 0.083854, 0, 0.013963, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -168904, -77201, -197732, -635729, -226488, -526368 ], [ 1.571837, 2.305654, 1.274479, 0.825975, 1.057267, 0.744787 ], [ 118, 59, 59, 118, 59, 59 ], [ 84, 40, 44, 47, 21, 26 ], [ 34, 19, 15, 71, 38, 33 ], [ 71.186441, 67.79661, 74.576271, 39.830508, 35.59322, 44.067797 ], [ 0.63622, 1.095185, 0.434481, 1.24775, 1.91315, 0.945306 ], [ 57577, 57577, 47239, 110438, 103251, 110438 ], [ -148794, -29429, -148794, -468609, -48475, -468609 ], [ 39, 26, 53, 39, 26, 53 ], [ 31, 16, 44, 52, 36, 65 ], [ 60, 45, 79, 31, 20, 44 ], [ 4695, 1535, 3160, 4695, 1535, 3160 ], [ 30.491465, 32.491465, 30.491465, 0, 0, 0 ], [ 5, 3, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 466613, -162071, -255232, -582752, -516459, -759765 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4792, "evaluation_days": 1597.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623830400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759895262578, "expiration_time": 1764021888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 68, "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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