Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456403.5834 | 359455.4289 | 96948.1545 | 55818.5649 | 26644.203 | 29174.362 |
Total P&L (%) | 456.4036 | 359.4554 | 96.9482 | 55.8186 | 26.6442 | 29.1744 |
Avg Daily Profit (%) | 0.2858 | 0.2251 | 0.0607 | 0.0278 | 0.0148 | 0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221880 | -134336 | -121630 | -1063293 | -526632 | -615564 |
Profit Factor | 1.6094 | 1.822 | 1.311 | 1.0241 | 1.0217 | 1.0268 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 49.2754 | 46.3768 | 52.1739 | 49.2754 | 46.3768 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.6567 | 2.1067 | 1.2018 | 1.0542 | 1.1814 | 0.9412 |
Largest Winning Trade | 369283 | 369283 | 43241 | 323207 | 323207 | 123103 |
Largest Losing Trade | -50255 | -50255 | -37552 | -257164 | -169404 | -257164 |
Avg Bars in Trades | 33 | 48 | 17 | 33 | 48 | 17 |
Avg Bars in Winners | 34 | 51 | 19 | 34 | 51 | 19 |
Avg Bars in Losers | 31 | 45 | 16 | 31 | 45 | 16 |
Bars Traded | 4554 | 3322 | 1232 | 4554 | 3322 | 1232 |
Profit Streak | 27.2524 | 27.9191 | 27.2524 | 27.2524 | 27.9191 | 27.2524 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471559 | -90572 | -211352 | -349021 | -474993 | -466984 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4790, "evaluation_days": 1596.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624291200000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759845807368, "expiration_time": 1763962560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "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": [ [ 456403.5833984603, 359455.4289073064, 96948.1544911542, 55818.5649253075, 26644.2029511449, 29174.361974163 ], [ 456.403583, 359.455429, 96.948154, 55.818565, 26.644203, 29.174362 ], [ 0.285847, 0.225128, 0.060719, 0.027782, 0.014795, 0.016034 ], [ 10, 10, 10, 10, 10, 10 ], [ -221880, -134336, -121630, -1063293, -526632, -615564 ], [ 1.609353, 1.82204, 1.311005, 1.024106, 1.021717, 1.026798 ], [ 138, 69, 69, 138, 69, 69 ], [ 68, 32, 36, 68, 32, 36 ], [ 70, 37, 33, 70, 37, 33 ], [ 49.275362, 46.376812, 52.173913, 49.275362, 46.376812, 52.173913 ], [ 1.656687, 2.106734, 1.201755, 1.054227, 1.18136, 0.941231 ], [ 369283, 369283, 43241, 323207, 323207, 123103 ], [ -50255, -50255, -37552, -257164, -169404, -257164 ], [ 33, 48, 17, 33, 48, 17 ], [ 34, 51, 19, 34, 51, 19 ], [ 31, 45, 16, 31, 45, 16 ], [ 4554, 3322, 1232, 4554, 3322, 1232 ], [ 27.2524, 27.919067, 27.2524, 27.2524, 27.919067, 27.2524 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 471559, -90572, -211352, -349021, -474993, -466984 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4790, "evaluation_days": 1596.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624291200000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759845807368, "expiration_time": 1763962560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "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) |
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