Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212670.8889 | 118514.6965 | 94156.1923 | 78189.4874 | -14683.3369 | 92872.8243 |
Total P&L (%) | 212.6709 | 118.5147 | 94.1562 | 78.1895 | -14.6833 | 92.8728 |
Avg Daily Profit (%) | 0.2042 | 0.1138 | 0.0904 | 0.0555 | -0.0152 | 0.0631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86547 | -76174 | -67186 | -264882 | -216355 | -136692 |
Profit Factor | 1.2905 | 1.3103 | 1.2689 | 1.0655 | 0.978 | 1.1764 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 228 | 111 | 117 | 228 | 111 | 117 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 71.6981 | 69.8113 | 73.5849 | 71.6981 | 69.8113 | 73.5849 |
Ratio Avg Win / Avg Loss | 0.5094 | 0.5666 | 0.4555 | 0.4206 | 0.4229 | 0.4223 |
Largest Winning Trade | 27517 | 27517 | 19461 | 45233 | 45233 | 39760 |
Largest Losing Trade | -55604 | -50809 | -55604 | -171577 | -171577 | -136692 |
Avg Bars in Trades | 78 | 78 | 77 | 78 | 78 | 77 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 160 | 154 | 166 | 160 | 154 | 166 |
Bars Traded | 24853 | 12491 | 12361 | 24853 | 12491 | 12361 |
Profit Streak | 22.8741 | 39.2491 | 22.8741 | 22.8741 | 39.2491 | 22.8741 |
Trades During Streak | 8 | 10 | 4 | 8 | 10 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437313 | -38096 | -69216 | -262847 | -576246 | -132000 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1670367600000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759899524662, "expiration_time": 1766376000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 132, "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": [ [ 212670.8888639215, 118514.6965332621, 94156.1923306595, 78189.4873735931, -14683.336918722, 92872.8242923155 ], [ 212.670889, 118.514697, 94.156192, 78.189487, -14.683337, 92.872824 ], [ 0.204163, 0.113774, 0.09039, 0.055472, -0.015244, 0.063078 ], [ 10, 10, 10, 10, 10, 10 ], [ -86547, -76174, -67186, -264882, -216355, -136692 ], [ 1.290479, 1.310262, 1.268897, 1.065507, 0.977991, 1.176412 ], [ 318, 159, 159, 318, 159, 159 ], [ 228, 111, 117, 228, 111, 117 ], [ 90, 48, 42, 90, 48, 42 ], [ 71.698113, 69.811321, 73.584906, 71.698113, 69.811321, 73.584906 ], [ 0.5094, 0.5666, 0.455502, 0.420595, 0.422915, 0.422302 ], [ 27517, 27517, 19461, 45233, 45233, 39760 ], [ -55604, -50809, -55604, -171577, -171577, -136692 ], [ 78, 78, 77, 78, 78, 77 ], [ 45, 45, 45, 45, 45, 45 ], [ 160, 154, 166, 160, 154, 166 ], [ 24853, 12491, 12361, 24853, 12491, 12361 ], [ 22.874128, 39.249128, 22.874128, 22.874128, 39.249128, 22.874128 ], [ 8, 10, 4, 8, 10, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 437313, -38096, -69216, -262847, -576246, -132000 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1670367600000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759899524662, "expiration_time": 1766376000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 132, "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) |
---|