Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311213.3999 | 192629.6235 | 118583.7765 | 354472.9909 | 15692.4327 | 338780.5582 |
Total P&L (%) | 311.2134 | 192.6296 | 118.5838 | 354.473 | 15.6924 | 338.7806 |
Avg Daily Profit (%) | 0.2988 | 0.1849 | 0.1138 | 0.1454 | 0.014 | 0.1421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112779 | -85413 | -68749 | -742320 | -722051 | -302384 |
Profit Factor | 1.442 | 1.6014 | 1.309 | 1.1218 | 1.0103 | 1.2436 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 186 | 89 | 97 | 186 | 89 | 97 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 66.1922 | 63.5714 | 68.7943 | 66.1922 | 63.5714 | 68.7943 |
Ratio Avg Win / Avg Loss | 0.7365 | 0.9177 | 0.5938 | 0.5729 | 0.5789 | 0.5641 |
Largest Winning Trade | 46703 | 46703 | 28627 | 175352 | 175352 | 141445 |
Largest Losing Trade | -58684 | -50717 | -58684 | -271290 | -271290 | -252876 |
Avg Bars in Trades | 87 | 86 | 88 | 87 | 86 | 88 |
Avg Bars in Winners | 61 | 58 | 63 | 61 | 58 | 63 |
Avg Bars in Losers | 137 | 133 | 141 | 137 | 133 | 141 |
Bars Traded | 24467 | 12040 | 12427 | 24467 | 12040 | 12427 |
Profit Streak | 11.9983 | 37.0817 | 11.9983 | 11.9983 | 37.0817 | 11.9983 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446599 | 390868 | -39668 | -82471 | -391634 | -2430 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670342400000, "first_datapoint_time": 1670803200000, "last_datapoint_time": 1760342400000, "evaluation_time": 1760345857245, "expiration_time": 1766822400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 129, "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": [ [ 311213.3999414829, 192629.6234625613, 118583.7764789213, 354472.9909283365, 15692.432734248, 338780.5581940885 ], [ 311.2134, 192.629623, 118.583776, 354.472991, 15.692433, 338.780558 ], [ 0.298764, 0.184924, 0.11384, 0.145446, 0.013994, 0.142068 ], [ 10, 10, 10, 10, 10, 10 ], [ -112779, -85413, -68749, -742320, -722051, -302384 ], [ 1.442017, 1.601421, 1.308985, 1.121769, 1.010323, 1.243567 ], [ 281, 140, 141, 281, 140, 141 ], [ 186, 89, 97, 186, 89, 97 ], [ 95, 51, 44, 95, 51, 44 ], [ 66.192171, 63.571429, 68.794326, 66.192171, 63.571429, 68.794326 ], [ 0.736514, 0.917668, 0.593766, 0.572947, 0.578949, 0.564092 ], [ 46703, 46703, 28627, 175352, 175352, 141445 ], [ -58684, -50717, -58684, -271290, -271290, -252876 ], [ 87, 86, 88, 87, 86, 88 ], [ 61, 58, 63, 61, 58, 63 ], [ 137, 133, 141, 137, 133, 141 ], [ 24467, 12040, 12427, 24467, 12040, 12427 ], [ 11.998348, 37.081681, 11.998348, 11.998348, 37.081681, 11.998348 ], [ 2, 5, 1, 2, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446599, 390868, -39668, -82471, -391634, -2430 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670342400000, "first_datapoint_time": 1670803200000, "last_datapoint_time": 1760342400000, "evaluation_time": 1760345857245, "expiration_time": 1766822400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 129, "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) |
---|