Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168159.6641 | 111669.5844 | 56490.0797 | 26460.3806 | -18096.9002 | 44557.2808 |
Total P&L (%) | 168.1597 | 111.6696 | 56.4901 | 26.4604 | -18.0969 | 44.5573 |
Avg Daily Profit (%) | 0.1614 | 0.1072 | 0.0542 | 0.0225 | -0.0192 | 0.0354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95634 | -67667 | -57958 | -258103 | -199709 | -87387 |
Profit Factor | 1.3199 | 1.4511 | 1.2031 | 1.0353 | 0.9559 | 1.1311 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 74.2138 | 74.6835 | 73.75 | 74.2138 | 74.6835 | 73.75 |
Ratio Avg Win / Avg Loss | 0.4586 | 0.4919 | 0.4282 | 0.3597 | 0.324 | 0.4026 |
Largest Winning Trade | 40011 | 40011 | 23201 | 45822 | 45822 | 32390 |
Largest Losing Trade | -57958 | -50168 | -57958 | -172549 | -172549 | -87387 |
Avg Bars in Trades | 152 | 165 | 139 | 152 | 165 | 139 |
Avg Bars in Winners | 81 | 89 | 72 | 81 | 89 | 72 |
Avg Bars in Losers | 356 | 388 | 326 | 356 | 388 | 326 |
Bars Traded | 24207 | 13070 | 11137 | 24207 | 13070 | 11137 |
Profit Streak | 38.4366 | 38.4366 | 80.1449 | 38.4366 | 38.4366 | 80.1449 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412516 | -72503 | -138122 | -343941 | -602751 | -239926 |
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{ "first_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 226, "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": [ [ 168159.6640941175, 111669.584402327, 56490.0796917904, 26460.3805926759, -18096.9002342195, 44557.2808268954 ], [ 168.159664, 111.669584, 56.49008, 26.460381, -18.0969, 44.557281 ], [ 0.161433, 0.107202, 0.05423, 0.022539, -0.019163, 0.035383 ], [ 10, 10, 10, 10, 10, 10 ], [ -95634, -67667, -57958, -258103, -199709, -87387 ], [ 1.319896, 1.451103, 1.203113, 1.035276, 0.955897, 1.131146 ], [ 159, 79, 80, 159, 79, 80 ], [ 118, 59, 59, 118, 59, 59 ], [ 41, 20, 21, 41, 20, 21 ], [ 74.213836, 74.683544, 73.75, 74.213836, 74.683544, 73.75 ], [ 0.458608, 0.491899, 0.428227, 0.359715, 0.324033, 0.402611 ], [ 40011, 40011, 23201, 45822, 45822, 32390 ], [ -57958, -50168, -57958, -172549, -172549, -87387 ], [ 152, 165, 139, 152, 165, 139 ], [ 81, 89, 72, 81, 89, 72 ], [ 356, 388, 326, 356, 388, 326 ], [ 24207, 13070, 11137, 24207, 13070, 11137 ], [ 38.436576, 38.436576, 80.14491, 38.436576, 38.436577, 80.14491 ], [ 9, 4, 7, 9, 4, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412516, -72503, -138122, -343941, -602751, -239926 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670270400000, "first_datapoint_time": 1671080400000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760272120211, "expiration_time": 1766750400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 226, "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) |
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