Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215109.4908 | 138854.7485 | 76254.7423 | 49036.857 | 23771.9186 | 25264.9383 |
Total P&L (%) | 215.1095 | 138.8547 | 76.2547 | 49.0369 | 23.7719 | 25.2649 |
Avg Daily Profit (%) | 0.2065 | 0.1333 | 0.0732 | 0.0383 | 0.0205 | 0.0216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120200 | -61105 | -99397 | -133452 | -109928 | -108899 |
Profit Factor | 1.2935 | 1.3874 | 1.2036 | 1.0719 | 1.0681 | 1.0758 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 237 | 115 | 122 | 237 | 115 | 122 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 73.3746 | 71.4286 | 75.3086 | 73.3746 | 71.4286 | 75.3086 |
Ratio Avg Win / Avg Loss | 0.4694 | 0.555 | 0.3946 | 0.3889 | 0.4272 | 0.3527 |
Largest Winning Trade | 34104 | 34104 | 22844 | 22671 | 22332 | 22671 |
Largest Losing Trade | -74202 | -48473 | -74202 | -71404 | -71404 | -64973 |
Avg Bars in Trades | 75 | 76 | 75 | 75 | 76 | 75 |
Avg Bars in Winners | 45 | 41 | 48 | 45 | 41 | 48 |
Avg Bars in Losers | 159 | 163 | 154 | 159 | 163 | 154 |
Bars Traded | 24468 | 12309 | 12159 | 24468 | 12309 | 12159 |
Profit Streak | 27.3932 | 36.7682 | 27.3932 | 27.3932 | 36.7682 | 27.3932 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448976 | -11458 | -92259 | -279872 | -312518 | -301187 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670259600000, "first_datapoint_time": 1670756400000, "last_datapoint_time": 1760259600000, "evaluation_time": 1760261173515, "expiration_time": 1766739600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 4.62472 } } }
{ "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": [ [ 215109.490788925, 138854.7484914518, 76254.7422974733, 49036.8569864469, 23771.9186403776, 25264.9383460692 ], [ 215.109491, 138.854748, 76.254742, 49.036857, 23.771919, 25.264938 ], [ 0.206504, 0.1333, 0.073204, 0.038313, 0.020476, 0.021627 ], [ 10, 10, 10, 10, 10, 10 ], [ -120200, -61105, -99397, -133452, -109928, -108899 ], [ 1.293507, 1.387446, 1.203613, 1.071859, 1.068083, 1.075814 ], [ 323, 161, 162, 323, 161, 162 ], [ 237, 115, 122, 237, 115, 122 ], [ 86, 46, 40, 86, 46, 40 ], [ 73.374613, 71.428571, 75.308642, 73.374613, 71.428571, 75.308642 ], [ 0.469374, 0.554978, 0.394627, 0.388945, 0.427233, 0.352726 ], [ 34104, 34104, 22844, 22671, 22332, 22671 ], [ -74202, -48473, -74202, -71404, -71404, -64973 ], [ 75, 76, 75, 75, 76, 75 ], [ 45, 41, 48, 45, 41, 48 ], [ 159, 163, 154, 159, 163, 154 ], [ 24468, 12309, 12159, 24468, 12309, 12159 ], [ 27.393212, 36.768212, 27.393212, 27.393212, 36.768212, 27.393212 ], [ 10, 7, 5, 10, 7, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 448976, -11458, -92259, -279872, -312518, -301187 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670259600000, "first_datapoint_time": 1670756400000, "last_datapoint_time": 1760259600000, "evaluation_time": 1760261173515, "expiration_time": 1766739600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 4.62472 } } }
# | 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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