Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471124.7874 | 364863.2229 | 106261.5646 | 100116.0562 | 127567.5372 | -27451.4811 |
Total P&L (%) | 471.1248 | 364.8632 | 106.2616 | 100.1161 | 127.5675 | -27.4515 |
Avg Daily Profit (%) | 0.2966 | 0.2297 | 0.0669 | 0.0437 | 0.0518 | -0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124150 | -152364 | -135048 | -300026 | -232834 | -228494 |
Profit Factor | 1.2983 | 1.4405 | 1.1414 | 1.0448 | 1.1078 | 0.9739 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Losing Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Profitability (%) | 57.6271 | 57.6271 | 57.6271 | 57.6271 | 57.6271 | 57.6271 |
Ratio Avg Win / Avg Loss | 0.9546 | 1.0592 | 0.8393 | 0.7682 | 0.8146 | 0.7161 |
Largest Winning Trade | 162305 | 162305 | 35417 | 100395 | 100395 | 69997 |
Largest Losing Trade | -46169 | -46169 | -45797 | -120891 | -120891 | -81455 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 4714 | 2488 | 2226 | 4714 | 2488 | 2226 |
Profit Streak | 18.3062 | 41.9729 | 18.3062 | 18.3062 | 41.9729 | 18.3062 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411999 | 431824 | -168037 | -302884 | -224221 | -578576 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4766, "evaluation_days": 1588.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622880000000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759159257177, "expiration_time": 1763250624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 35, "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": [ [ 471124.7874463445, 364863.2228899924, 106261.5645563525, 100116.0561624195, 127567.5372181578, -27451.4810557382 ], [ 471.124787, 364.863223, 106.261565, 100.116056, 127.567537, -27.451481 ], [ 0.296553, 0.229666, 0.066887, 0.043677, 0.051772, -0.020198 ], [ 10, 10, 10, 10, 10, 10 ], [ -124150, -152364, -135048, -300026, -232834, -228494 ], [ 1.298254, 1.440498, 1.141435, 1.044807, 1.107792, 0.973879 ], [ 354, 177, 177, 354, 177, 177 ], [ 204, 102, 102, 204, 102, 102 ], [ 150, 75, 75, 150, 75, 75 ], [ 57.627119, 57.627119, 57.627119, 57.627119, 57.627119, 57.627119 ], [ 0.954599, 1.05919, 0.83929, 0.76824, 0.814553, 0.716088 ], [ 162305, 162305, 35417, 100395, 100395, 69997 ], [ -46169, -46169, -45797, -120891, -120891, -81455 ], [ 13, 14, 12, 13, 14, 12 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 15, 11, 13, 15, 11 ], [ 4714, 2488, 2226, 4714, 2488, 2226 ], [ 18.306217, 41.972884, 18.306217, 18.306217, 41.972884, 18.306217 ], [ 3, 5, 1, 3, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 411999, 431824, -168037, -302884, -224221, -578576 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4766, "evaluation_days": 1588.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622880000000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759159257177, "expiration_time": 1763250624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 35, "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) |
---|