Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344222.6406 | 315779.2625 | 28443.3781 | -51102.5505 | 202008.3792 | -253110.9297 |
Total P&L (%) | 344.2226 | 315.7793 | 28.4434 | -51.1026 | 202.0084 | -253.1109 |
Avg Daily Profit (%) | 0.2151 | 0.1974 | 0.0178 | -0.0447 | 0.0691 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193723 | -111742 | -138147 | -363489 | -201330 | -336960 |
Profit Factor | 1.2362 | 1.4178 | 1.0405 | 0.9758 | 1.194 | 0.7643 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 144 | 71 | 73 | 144 | 71 | 73 |
Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Profitability (%) | 53.5316 | 52.9851 | 54.0741 | 53.5316 | 52.9851 | 54.0741 |
Ratio Avg Win / Avg Loss | 1.0731 | 1.2581 | 0.8838 | 0.8471 | 1.0594 | 0.6491 |
Largest Winning Trade | 190196 | 190196 | 54817 | 198613 | 198613 | 70876 |
Largest Losing Trade | -49828 | -49828 | -40086 | -155591 | -113672 | -155591 |
Avg Bars in Trades | 17 | 22 | 12 | 17 | 22 | 12 |
Avg Bars in Winners | 17 | 20 | 13 | 17 | 20 | 13 |
Avg Bars in Losers | 17 | 23 | 10 | 17 | 23 | 10 |
Bars Traded | 4614 | 2978 | 1636 | 4614 | 2978 | 1636 |
Profit Streak | 62.1119 | 62.1119 | 78.7786 | 62.1119 | 62.1119 | 78.7786 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399250 | 354348 | -347966 | -577132 | -106398 | -578799 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4800, "evaluation_days": 1600, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626220800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760121667433, "expiration_time": 1764259200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 1.99374 } } }
{ "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": [ [ 344222.6405725071, 315779.2624571564, 28443.378115351, -51102.5504609626, 202008.3792381195, -253110.929699082 ], [ 344.222641, 315.779262, 28.443378, -51.10255, 202.008379, -253.11093 ], [ 0.215139, 0.197362, 0.017777, -0.044705, 0.069104, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -193723, -111742, -138147, -363489, -201330, -336960 ], [ 1.236211, 1.417826, 1.040547, 0.975842, 1.19396, 0.764292 ], [ 269, 134, 135, 269, 134, 135 ], [ 144, 71, 73, 144, 71, 73 ], [ 125, 63, 62, 125, 63, 62 ], [ 53.531599, 52.985075, 54.074074, 53.531599, 52.985075, 54.074074 ], [ 1.0731, 1.258071, 0.883752, 0.847085, 1.059429, 0.649125 ], [ 190196, 190196, 54817, 198613, 198613, 70876 ], [ -49828, -49828, -40086, -155591, -113672, -155591 ], [ 17, 22, 12, 17, 22, 12 ], [ 17, 20, 13, 17, 20, 13 ], [ 17, 23, 10, 17, 23, 10 ], [ 4614, 2978, 1636, 4614, 2978, 1636 ], [ 62.111891, 62.111891, 78.778558, 62.111892, 62.111892, 78.778558 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399250, 354348, -347966, -577132, -106398, -578799 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4800, "evaluation_days": 1600, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626220800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760121667433, "expiration_time": 1764259200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 247, "offset": 0, "multiplier": 1.99374 } } }
# | 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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