Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181210.6458 | 111592.2441 | 69618.4017 | 29337.4946 | -9279.2595 | 38616.7541 |
Total P&L (%) | 181.2106 | 111.5922 | 69.6184 | 29.3375 | -9.2793 | 38.6168 |
Avg Daily Profit (%) | 0.174 | 0.1071 | 0.0668 | 0.0247 | -0.0093 | 0.0314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95416 | -52596 | -72705 | -129484 | -94338 | -54167 |
Profit Factor | 1.2634 | 1.3407 | 1.1931 | 1.0553 | 0.9665 | 1.1521 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 193 | 94 | 99 | 193 | 94 | 99 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 76.8924 | 75.2 | 78.5714 | 76.8924 | 75.2 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.3797 | 0.4421 | 0.3254 | 0.3171 | 0.3187 | 0.3142 |
Largest Winning Trade | 34316 | 34316 | 25164 | 20708 | 18392 | 20708 |
Largest Losing Trade | -55119 | -48200 | -55119 | -92887 | -92887 | -48297 |
Avg Bars in Trades | 98 | 101 | 95 | 98 | 101 | 95 |
Avg Bars in Winners | 56 | 56 | 55 | 56 | 56 | 55 |
Avg Bars in Losers | 239 | 238 | 240 | 239 | 238 | 240 |
Bars Traded | 24750 | 12705 | 12045 | 24750 | 12705 | 12045 |
Profit Streak | 11.3943 | 49.8943 | 11.3943 | 11.3943 | 49.8943 | 11.3943 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430735 | -46345 | -108606 | -318044 | -575827 | -203332 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669212000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758911271360, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 135, "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": [ [ 181210.6458271589, 111592.244146834, 69618.4016803249, 29337.4945862797, -9279.2594652393, 38616.754051519 ], [ 181.210646, 111.592244, 69.618402, 29.337495, -9.279259, 38.616754 ], [ 0.17397, 0.107133, 0.066837, 0.024701, -0.009349, 0.031354 ], [ 10, 10, 10, 10, 10, 10 ], [ -95416, -52596, -72705, -129484, -94338, -54167 ], [ 1.263376, 1.340668, 1.193137, 1.055289, 0.966477, 1.152141 ], [ 251, 125, 126, 251, 125, 126 ], [ 193, 94, 99, 193, 94, 99 ], [ 58, 31, 27, 58, 31, 27 ], [ 76.89243, 75.2, 78.571429, 76.89243, 75.2, 78.571429 ], [ 0.379667, 0.442135, 0.325401, 0.317133, 0.318732, 0.31422 ], [ 34316, 34316, 25164, 20708, 18392, 20708 ], [ -55119, -48200, -55119, -92887, -92887, -48297 ], [ 98, 101, 95, 98, 101, 95 ], [ 56, 56, 55, 56, 56, 55 ], [ 239, 238, 240, 239, 238, 240 ], [ 24750, 12705, 12045, 24750, 12705, 12045 ], [ 11.394344, 49.894344, 11.394344, 11.394344, 49.894344, 11.394344 ], [ 4, 8, 2, 4, 8, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 430735, -46345, -108606, -318044, -575827, -203332 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669212000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758911271360, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 135, "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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