Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256529.3604 | 275576.633 | -19047.2726 | -100003.0557 | 67116.1924 | -167119.2481 |
Total P&L (%) | 256.5294 | 275.5766 | -19.0473 | -100.0031 | 67.1162 | -167.1192 |
Avg Daily Profit (%) | 0.1611 | 0.1731 | -0.012 | 0 | 0.0323 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271179 | -173890 | -188382 | -152631 | -2 | -152631 |
Profit Factor | 1.1919 | 1.3925 | 0.97 | 0.4482 | 6136.5352 | 0.0777 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 138 | 66 | 72 | 109 | 59 | 50 |
Losing Trades | 108 | 57 | 51 | 137 | 64 | 73 |
Profitability (%) | 56.0976 | 53.6585 | 58.5366 | 44.3089 | 47.9675 | 40.6504 |
Ratio Avg Win / Avg Loss | 0.9328 | 1.2026 | 0.6871 | 0.5633 | 6656.5805 | 0.1135 |
Largest Winning Trade | 146473 | 146473 | 37918 | 47202 | 47202 | 14078 |
Largest Losing Trade | -100003 | -45212 | -100003 | -152630 | -1 | -152630 |
Avg Bars in Trades | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Winners | 18 | 20 | 17 | 19 | 22 | 14 |
Avg Bars in Losers | 18 | 22 | 14 | 18 | 19 | 17 |
Bars Traded | 4584 | 2601 | 1983 | 4584 | 2601 | 1983 |
Profit Streak | 21.114 | 44.114 | 21.114 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 2076 | 363867 | -579069 | -581426 | -141918 | -584363 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4776, "evaluation_days": 1592, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625760000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759430653811, "expiration_time": 1763547264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 135, "offset": 0 } }, "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": [ [ 256529.3604481003, 275576.6330216823, -19047.2725735819, -100003.0557208821, 67116.1924073579, -167119.2481282401 ], [ 256.52936, 275.576633, -19.047273, -100.003056, 67.116192, -167.119248 ], [ 0.161137, 0.173101, -0.011964, 0, 0.032261, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -271179, -173890, -188382, -152631, -2, -152631 ], [ 1.191945, 1.392494, 0.969974, 0.448159, 6136.53518, 0.077741 ], [ 246, 123, 123, 246, 123, 123 ], [ 138, 66, 72, 109, 59, 50 ], [ 108, 57, 51, 137, 64, 73 ], [ 56.097561, 53.658537, 58.536585, 44.308943, 47.96748, 40.650407 ], [ 0.932827, 1.202608, 0.687065, 0.563283, 6656.580534, 0.113501 ], [ 146473, 146473, 37918, 47202, 47202, 14078 ], [ -100003, -45212, -100003, -152630, -1, -152630 ], [ 18, 21, 16, 18, 21, 16 ], [ 18, 20, 17, 19, 22, 14 ], [ 18, 22, 14, 18, 19, 17 ], [ 4584, 2601, 1983, 4584, 2601, 1983 ], [ 21.114049, 44.114049, 21.114049, 0, 0, 0 ], [ 3, 5, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 2076, 363867, -579069, -581426, -141918, -584363 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4776, "evaluation_days": 1592, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625760000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759430653811, "expiration_time": 1763547264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 135, "offset": 0 } }, "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) |
---|