Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391538.857 | 299278.8221 | 92260.0349 | 49922.2873 | -118080.2864 | 168002.5737 |
Total P&L (%) | 391.5389 | 299.2788 | 92.26 | 49.9223 | -118.0803 | 168.0026 |
Avg Daily Profit (%) | 0.2459 | 0.188 | 0.058 | 0.0254 | 0 | 0.0619 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201841 | -125241 | -97666 | -1370207 | -906133 | -497130 |
Profit Factor | 1.8026 | 1.9791 | 1.5064 | 1.0241 | 0.9113 | 1.2282 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 61.9048 | 61.2903 | 62.5 | 61.9048 | 61.2903 | 62.5 |
Ratio Avg Win / Avg Loss | 1.1093 | 1.25 | 0.9038 | 0.6302 | 0.5756 | 0.7369 |
Largest Winning Trade | 271157 | 271157 | 34101 | 531702 | 531702 | 298670 |
Largest Losing Trade | -64678 | -64678 | -39802 | -513578 | -513578 | -212182 |
Avg Bars in Trades | 66 | 104 | 29 | 66 | 104 | 29 |
Avg Bars in Winners | 39 | 54 | 26 | 39 | 54 | 26 |
Avg Bars in Losers | 110 | 184 | 36 | 110 | 184 | 36 |
Bars Traded | 4201 | 3245 | 956 | 4201 | 3245 | 956 |
Profit Streak | 0 | 184.2324 | 0 | 0 | 184.2324 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139134 | 438384 | -113992 | -505321 | -578767 | -110371 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4776, "evaluation_days": 1592, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628265600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759440879188, "expiration_time": 1763547264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 222, "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": [ [ 391538.8569710489, 299278.8220929336, 92260.0348781156, 49922.2873099525, -118080.2864116915, 168002.5737216438 ], [ 391.538857, 299.278822, 92.260035, 49.922287, -118.080286, 168.002574 ], [ 0.245941, 0.187989, 0.057952, 0.02544, 0, 0.061943 ], [ 10, 10, 10, 10, 10, 10 ], [ -201841, -125241, -97666, -1370207, -906133, -497130 ], [ 1.802596, 1.979136, 1.50641, 1.024141, 0.911339, 1.228234 ], [ 63, 31, 32, 63, 31, 32 ], [ 39, 19, 20, 39, 19, 20 ], [ 24, 12, 12, 24, 12, 12 ], [ 61.904762, 61.290323, 62.5, 61.904762, 61.290323, 62.5 ], [ 1.10929, 1.249981, 0.903846, 0.630241, 0.575583, 0.73694 ], [ 271157, 271157, 34101, 531702, 531702, 298670 ], [ -64678, -64678, -39802, -513578, -513578, -212182 ], [ 66, 104, 29, 66, 104, 29 ], [ 39, 54, 26, 39, 54, 26 ], [ 110, 184, 36, 110, 184, 36 ], [ 4201, 3245, 956, 4201, 3245, 956 ], [ 0, 184.232398, 0, 0, 184.232398, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139134, 438384, -113992, -505321, -578767, -110371 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4776, "evaluation_days": 1592, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628265600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759440879188, "expiration_time": 1763547264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 222, "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) |
---|