Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217865.5393 | 118035.6373 | 99829.902 | 165496.4744 | 4777.535 | 160718.9393 |
Total P&L (%) | 217.8655 | 118.0356 | 99.8299 | 165.4965 | 4.7775 | 160.7189 |
Avg Daily Profit (%) | 0.2092 | 0.1133 | 0.0958 | 0.0938 | 0.0045 | 0.092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99266 | -74439 | -97234 | -366195 | -330252 | -166212 |
Profit Factor | 1.2391 | 1.2335 | 1.2462 | 1.0978 | 1.0046 | 1.2492 |
Total Trades | 411 | 205 | 206 | 411 | 205 | 206 |
Winning Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Losing Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Profitability (%) | 66.6667 | 66.8293 | 66.5049 | 66.6667 | 66.8293 | 66.5049 |
Ratio Avg Win / Avg Loss | 0.6196 | 0.6122 | 0.6276 | 0.5489 | 0.4986 | 0.6292 |
Largest Winning Trade | 28369 | 28369 | 15966 | 82721 | 82721 | 49214 |
Largest Losing Trade | -38679 | -38679 | -36978 | -202631 | -202631 | -55786 |
Avg Bars in Trades | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Winners | 38 | 38 | 39 | 38 | 38 | 39 |
Avg Bars in Losers | 102 | 109 | 96 | 102 | 109 | 96 |
Bars Traded | 24724 | 12732 | 11992 | 24724 | 12732 | 11992 |
Profit Streak | 18.0449 | 18.0449 | 23.1699 | 18.0449 | 18.0449 | 23.1699 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424695 | -39435 | -62642 | -176293 | -565509 | -67690 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670277600000, "first_datapoint_time": 1670580000000, "last_datapoint_time": 1760277600000, "evaluation_time": 1760281482967, "expiration_time": 1766757600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 9, "offset": 0, "multiplier": 3.91378 } } }
{ "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": [ [ 217865.53932846, 118035.637328363, 99829.9020000969, 165496.4743772885, 4777.5350395669, 160718.9393377214 ], [ 217.865539, 118.035637, 99.829902, 165.496474, 4.777535, 160.718939 ], [ 0.20915, 0.113314, 0.095836, 0.093781, 0.00448, 0.092036 ], [ 10, 10, 10, 10, 10, 10 ], [ -99266, -74439, -97234, -366195, -330252, -166212 ], [ 1.239124, 1.233479, 1.24616, 1.09783, 1.004564, 1.249188 ], [ 411, 205, 206, 411, 205, 206 ], [ 274, 137, 137, 274, 137, 137 ], [ 137, 68, 69, 137, 68, 69 ], [ 66.666667, 66.829268, 66.504854, 66.666667, 66.829268, 66.504854 ], [ 0.619562, 0.612238, 0.627628, 0.548915, 0.498616, 0.629153 ], [ 28369, 28369, 15966, 82721, 82721, 49214 ], [ -38679, -38679, -36978, -202631, -202631, -55786 ], [ 60, 62, 58, 60, 62, 58 ], [ 38, 38, 39, 38, 38, 39 ], [ 102, 109, 96, 102, 109, 96 ], [ 24724, 12732, 11992, 24724, 12732, 11992 ], [ 18.044942, 18.044942, 23.169942, 18.044942, 18.044942, 23.169942 ], [ 11, 5, 7, 11, 5, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424695, -39435, -62642, -176293, -565509, -67690 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670277600000, "first_datapoint_time": 1670580000000, "last_datapoint_time": 1760277600000, "evaluation_time": 1760281482967, "expiration_time": 1766757600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 9, "offset": 0, "multiplier": 3.91378 } } }
# | 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) |
---|