Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206691.2025 | 125087.361 | 81603.8416 | 59660.8188 | -13350.062 | 73010.8808 |
Total P&L (%) | 206.6912 | 125.0874 | 81.6038 | 59.6608 | -13.3501 | 73.0109 |
Avg Daily Profit (%) | 0.1984 | 0.1201 | 0.0783 | 0.0449 | -0.0138 | 0.0526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164756 | -62728 | -132340 | -222980 | -142665 | -86506 |
Profit Factor | 1.2518 | 1.3106 | 1.1952 | 1.0919 | 0.9615 | 1.2417 |
Total Trades | 515 | 257 | 258 | 515 | 257 | 258 |
Winning Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Losing Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Profitability (%) | 73.0097 | 73.1518 | 72.8682 | 73.0097 | 73.1518 | 72.8682 |
Ratio Avg Win / Avg Loss | 0.4628 | 0.481 | 0.445 | 0.4037 | 0.3529 | 0.4623 |
Largest Winning Trade | 29716 | 29716 | 21068 | 55189 | 20240 | 55189 |
Largest Losing Trade | -67866 | -39329 | -67866 | -124727 | -124727 | -62455 |
Avg Bars in Trades | 48 | 46 | 49 | 48 | 46 | 49 |
Avg Bars in Winners | 25 | 23 | 26 | 25 | 23 | 26 |
Avg Bars in Losers | 110 | 109 | 110 | 110 | 109 | 110 |
Bars Traded | 24742 | 11966 | 12776 | 24742 | 11966 | 12776 |
Profit Streak | 0 | 6.7746 | 0 | 0 | 6.7746 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410556 | -29728 | -92049 | -249005 | -576301 | -120797 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669302000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758944126394, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.2476, "nc": 0.1 } }, "second_band": { "type": "t3", "factors": { "length": 160, "offset": 0, "a": 0.64171 } } }
{ "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": [ [ 206691.2025278454, 125087.3609589316, 81603.8415689137, 59660.8187957049, -13350.0619696046, 73010.8807653095 ], [ 206.691203, 125.087361, 81.603842, 59.660819, -13.350062, 73.010881 ], [ 0.198432, 0.120089, 0.078343, 0.044929, -0.013756, 0.052642 ], [ 10, 10, 10, 10, 10, 10 ], [ -164756, -62728, -132340, -222980, -142665, -86506 ], [ 1.251825, 1.310583, 1.195213, 1.091913, 0.961527, 1.241677 ], [ 515, 257, 258, 515, 257, 258 ], [ 376, 188, 188, 376, 188, 188 ], [ 139, 69, 70, 139, 69, 70 ], [ 73.009709, 73.151751, 72.868217, 73.009709, 73.151751, 72.868217 ], [ 0.462776, 0.481012, 0.445026, 0.403659, 0.352901, 0.462327 ], [ 29716, 29716, 21068, 55189, 20240, 55189 ], [ -67866, -39329, -67866, -124727, -124727, -62455 ], [ 48, 46, 49, 48, 46, 49 ], [ 25, 23, 26, 25, 23, 26 ], [ 110, 109, 110, 110, 109, 110 ], [ 24742, 11966, 12776, 24742, 11966, 12776 ], [ 0, 6.774611, 0, 0, 6.774611, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410556, -29728, -92049, -249005, -576301, -120797 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669302000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758944126394, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.2476, "nc": 0.1 } }, "second_band": { "type": "t3", "factors": { "length": 160, "offset": 0, "a": 0.64171 } } }
# | 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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