Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441268.9217 | 304592.2685 | 136676.6532 | 341055.3403 | 318053.6577 | 23001.6826 |
Total P&L (%) | 441.2689 | 304.5923 | 136.6767 | 341.0553 | 318.0537 | 23.0017 |
Avg Daily Profit (%) | 0.2757 | 0.1903 | 0.0854 | 0.0928 | 0.0894 | 0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81125 | -87993 | -65360 | -472413 | -421319 | -459569 |
Profit Factor | 1.6891 | 1.9635 | 1.4215 | 1.1407 | 1.2644 | 1.0188 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 60 | 63.0769 | 56.9231 | 60 | 63.0769 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.1261 | 1.1494 | 1.0757 | 0.7604 | 0.7402 | 0.771 |
Largest Winning Trade | 98859 | 98859 | 45561 | 290451 | 290451 | 160437 |
Largest Losing Trade | -65360 | -60545 | -65360 | -355409 | -206469 | -355409 |
Avg Bars in Trades | 35 | 36 | 35 | 35 | 36 | 35 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 44 | 44 | 43 | 44 | 44 | 43 |
Bars Traded | 4650 | 2352 | 2298 | 4650 | 2352 | 2298 |
Profit Streak | 70.594 | 95.594 | 70.594 | 70.594 | 95.594 | 70.594 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485205 | -118470 | -207945 | -133492 | -204026 | -511753 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4802, "evaluation_days": 1600.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623830400000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760192120453, "expiration_time": 1764318528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "offset": 49 } } }
{ "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": [ [ 441268.9217068957, 304592.2684581942, 136676.6532487019, 341055.3403165525, 318053.6576701916, 23001.6826463611 ], [ 441.268922, 304.592268, 136.676653, 341.05534, 318.053658, 23.001683 ], [ 0.275678, 0.19029, 0.085387, 0.092754, 0.089405, 0.012935 ], [ 10, 10, 10, 10, 10, 10 ], [ -81125, -87993, -65360, -472413, -421319, -459569 ], [ 1.689076, 1.963535, 1.421506, 1.14065, 1.264439, 1.018821 ], [ 130, 65, 65, 130, 65, 65 ], [ 78, 41, 37, 78, 41, 37 ], [ 52, 24, 28, 52, 24, 28 ], [ 60, 63.076923, 56.923077, 60, 63.076923, 56.923077 ], [ 1.126051, 1.149386, 1.075734, 0.760433, 0.740159, 0.771 ], [ 98859, 98859, 45561, 290451, 290451, 160437 ], [ -65360, -60545, -65360, -355409, -206469, -355409 ], [ 35, 36, 35, 35, 36, 35 ], [ 30, 31, 29, 30, 31, 29 ], [ 44, 44, 43, 44, 44, 43 ], [ 4650, 2352, 2298, 4650, 2352, 2298 ], [ 70.593987, 95.593987, 70.593987, 70.593987, 95.593987, 70.593987 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 485205, -118470, -207945, -133492, -204026, -511753 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4802, "evaluation_days": 1600.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623830400000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760192120453, "expiration_time": 1764318528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "offset": 49 } } }
# | 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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