Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235836.9081 | 245174.3811 | -9337.4731 | -75115.6917 | 35016.5701 | -110132.2618 |
Total P&L (%) | 235.8369 | 245.1744 | -9.3375 | -75.1157 | 35.0166 | -110.1323 |
Avg Daily Profit (%) | 0.1484 | 0.1543 | -0.0059 | -0.0875 | 0.0189 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173155 | -159823 | -52034 | -215138 | -186542 | -50387 |
Profit Factor | 1.3633 | 1.7304 | 0.9702 | 0.8718 | 1.12 | 0.6256 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 56.4516 | 58.0645 | 54.8387 | 56.4516 | 58.0645 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.0517 | 1.2497 | 0.799 | 0.6725 | 0.8089 | 0.5152 |
Largest Winning Trade | 133868 | 133868 | 34792 | 63711 | 63711 | 27233 |
Largest Losing Trade | -72292 | -68188 | -72292 | -115577 | -62681 | -115577 |
Avg Bars in Trades | 68 | 98 | 39 | 68 | 98 | 39 |
Avg Bars in Winners | 36 | 42 | 31 | 36 | 42 | 31 |
Avg Bars in Losers | 110 | 176 | 49 | 110 | 176 | 49 |
Bars Traded | 4268 | 3055 | 1213 | 4268 | 3055 | 1213 |
Profit Streak | 115.3338 | 0 | 128.6671 | 115.3338 | 0 | 128.6671 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151584 | 374558 | -579231 | -737877 | -259469 | -579231 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4768, "evaluation_days": 1589.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625385600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759219236597, "expiration_time": 1763309952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 4.69416 } } }
{ "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": [ [ 235836.9080678307, 245174.3811297897, -9337.473061959, -75115.6916889882, 35016.5701283517, -110132.2618173399 ], [ 235.836908, 245.174381, -9.337473, -75.115692, 35.01657, -110.132262 ], [ 0.148388, 0.154263, -0.005875, -0.087479, 0.018892, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -173155, -159823, -52034, -215138, -186542, -50387 ], [ 1.36334, 1.730374, 0.970206, 0.871813, 1.120001, 0.625634 ], [ 62, 31, 31, 62, 31, 31 ], [ 35, 18, 17, 35, 18, 17 ], [ 27, 13, 14, 27, 13, 14 ], [ 56.451613, 58.064516, 54.83871, 56.451613, 58.064516, 54.83871 ], [ 1.05172, 1.249715, 0.798993, 0.672541, 0.80889, 0.515228 ], [ 133868, 133868, 34792, 63711, 63711, 27233 ], [ -72292, -68188, -72292, -115577, -62681, -115577 ], [ 68, 98, 39, 68, 98, 39 ], [ 36, 42, 31, 36, 42, 31 ], [ 110, 176, 49, 110, 176, 49 ], [ 4268, 3055, 1213, 4268, 3055, 1213 ], [ 115.333757, 0, 128.66709, 115.333757, 0, 128.66709 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151584, 374558, -579231, -737877, -259469, -579231 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4768, "evaluation_days": 1589.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625385600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759219236597, "expiration_time": 1763309952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 121, "offset": 0, "multiplier": 4.69416 } } }
# | 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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