Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371162.3562 | 315785.9216 | 55376.4345 | -35339.401 | 46138.3596 | -81477.7606 |
Total P&L (%) | 371.1624 | 315.7859 | 55.3764 | -35.3394 | 46.1384 | -81.4778 |
Avg Daily Profit (%) | 0.2331 | 0.1983 | 0.0348 | -0.0274 | 0.0238 | -0.1058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273193 | -203292 | -94069 | -258344 | -141411 | -138188 |
Profit Factor | 1.3746 | 1.5714 | 1.1264 | 0.9578 | 1.1092 | 0.804 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 53.0172 | 48.2759 | 57.7586 | 53.0172 | 48.2759 | 57.7586 |
Ratio Avg Win / Avg Loss | 1.2181 | 1.6836 | 0.8238 | 0.8488 | 1.1884 | 0.588 |
Largest Winning Trade | 345659 | 345659 | 42221 | 81629 | 81629 | 25709 |
Largest Losing Trade | -50858 | -50858 | -35340 | -71774 | -71774 | -61739 |
Avg Bars in Trades | 20 | 25 | 14 | 20 | 25 | 14 |
Avg Bars in Winners | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Losers | 21 | 29 | 12 | 21 | 29 | 12 |
Bars Traded | 4698 | 3006 | 1692 | 4698 | 3006 | 1692 |
Profit Streak | 0 | 32.3845 | 0 | 0 | 32.3845 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371760 | 405886 | -229543 | -578895 | -262329 | -579740 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4777, "evaluation_days": 1592.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624003200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759454017329, "expiration_time": 1763576928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 21, "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": [ [ 371162.3561618856, 315785.9216362402, 55376.4345256454, -35339.4009828122, 46138.3596193274, -81477.7606021398 ], [ 371.162356, 315.785922, 55.376435, -35.339401, 46.13836, -81.477761 ], [ 0.233094, 0.198317, 0.034777, -0.027379, 0.023829, -0.105839 ], [ 10, 10, 10, 10, 10, 10 ], [ -273193, -203292, -94069, -258344, -141411, -138188 ], [ 1.374607, 1.571399, 1.126386, 0.957844, 1.109177, 0.803996 ], [ 232, 116, 116, 232, 116, 116 ], [ 123, 56, 67, 123, 56, 67 ], [ 109, 60, 49, 109, 60, 49 ], [ 53.017241, 48.275862, 57.758621, 53.017241, 48.275862, 57.758621 ], [ 1.218147, 1.683642, 0.823775, 0.848821, 1.188404, 0.587997 ], [ 345659, 345659, 42221, 81629, 81629, 25709 ], [ -50858, -50858, -35340, -71774, -71774, -61739 ], [ 20, 25, 14, 20, 25, 14 ], [ 18, 21, 16, 18, 21, 16 ], [ 21, 29, 12, 21, 29, 12 ], [ 4698, 3006, 1692, 4698, 3006, 1692 ], [ 0, 32.38446, 0, 0, 32.38446, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 371760, 405886, -229543, -578895, -262329, -579740 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4777, "evaluation_days": 1592.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624003200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759454017329, "expiration_time": 1763576928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 21, "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) |
---|