Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292179.527 | 203279.0225 | 88900.5045 | 7299.3631 | 61150.9151 | -53851.5521 |
Total P&L (%) | 292.1795 | 203.279 | 88.9005 | 7.2994 | 61.1509 | -53.8516 |
Avg Daily Profit (%) | 0.1829 | 0.1273 | 0.0557 | 0.0044 | 0.0299 | -0.0484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207112 | -143194 | -105941 | -772658 | -545667 | -334566 |
Profit Factor | 1.4819 | 1.5288 | 1.4005 | 1.0047 | 1.0667 | 0.9144 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 56.8182 | 54.5455 | 59.0909 | 56.8182 | 54.5455 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.1262 | 1.274 | 0.9696 | 0.7636 | 0.8889 | 0.6331 |
Largest Winning Trade | 158198 | 158198 | 25559 | 435663 | 435663 | 87778 |
Largest Losing Trade | -54786 | -54786 | -37784 | -164483 | -164483 | -127724 |
Avg Bars in Trades | 51 | 80 | 22 | 51 | 80 | 22 |
Avg Bars in Winners | 47 | 76 | 20 | 47 | 76 | 20 |
Avg Bars in Losers | 57 | 85 | 25 | 57 | 85 | 25 |
Bars Traded | 4547 | 3541 | 1006 | 4547 | 3541 | 1006 |
Profit Streak | 23.5163 | 23.5163 | 77.183 | 23.5163 | 23.5163 | 77.183 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406649 | -19959 | -116633 | -567079 | -300743 | -577844 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4792, "evaluation_days": 1597.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624550400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759897408270, "expiration_time": 1764021888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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": [ [ 292179.527004148, 203279.0224775172, 88900.5045266306, 7299.3630525195, 61150.9151082418, -53851.5520557221 ], [ 292.179527, 203.279022, 88.900505, 7.299363, 61.150915, -53.851552 ], [ 0.182917, 0.127262, 0.055656, 0.004411, 0.029878, -0.048401 ], [ 10, 10, 10, 10, 10, 10 ], [ -207112, -143194, -105941, -772658, -545667, -334566 ], [ 1.481882, 1.528848, 1.400544, 1.00472, 1.066661, 0.914422 ], [ 88, 44, 44, 88, 44, 44 ], [ 50, 24, 26, 50, 24, 26 ], [ 38, 20, 18, 38, 20, 18 ], [ 56.818182, 54.545455, 59.090909, 56.818182, 54.545455, 59.090909 ], [ 1.12623, 1.27404, 0.969608, 0.763587, 0.888884, 0.633061 ], [ 158198, 158198, 25559, 435663, 435663, 87778 ], [ -54786, -54786, -37784, -164483, -164483, -127724 ], [ 51, 80, 22, 51, 80, 22 ], [ 47, 76, 20, 47, 76, 20 ], [ 57, 85, 25, 57, 85, 25 ], [ 4547, 3541, 1006, 4547, 3541, 1006 ], [ 23.516299, 23.516299, 77.182966, 23.516299, 23.516299, 77.182966 ], [ 4, 2, 4, 4, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 406649, -19959, -116633, -567079, -300743, -577844 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4792, "evaluation_days": 1597.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624550400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759897408270, "expiration_time": 1764021888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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) |
---|