Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341456.1071 | 265660.9934 | 75795.1137 | -417735.8492 | 175675.9203 | -593411.7695 |
Total P&L (%) | 341.4561 | 265.661 | 75.7951 | -417.7358 | 175.6759 | -593.4118 |
Avg Daily Profit (%) | 0.215 | 0.1672 | 0.0477 | 0 | 0.0639 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228146 | -87005 | -203691 | -2244886 | -1047972 | -1526224 |
Profit Factor | 1.238 | 1.4117 | 1.096 | 0.9459 | 1.0521 | 0.8636 |
Total Trades | 475 | 237 | 238 | 475 | 237 | 238 |
Winning Trades | 258 | 120 | 138 | 244 | 119 | 125 |
Losing Trades | 217 | 117 | 100 | 231 | 118 | 113 |
Profitability (%) | 54.3158 | 50.6329 | 57.9832 | 51.3684 | 50.211 | 52.521 |
Ratio Avg Win / Avg Loss | 1.0413 | 1.3764 | 0.7942 | 0.8955 | 1.0433 | 0.7807 |
Largest Winning Trade | 51964 | 51964 | 37997 | 675282 | 472377 | 675282 |
Largest Losing Trade | -156340 | -50675 | -156340 | -692269 | -383056 | -692269 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 5 | 5 | 5 | 6 | 6 | 6 |
Avg Bars in Losers | 7 | 7 | 7 | 6 | 6 | 6 |
Bars Traded | 3115 | 1564 | 1551 | 3115 | 1564 | 1551 |
Profit Streak | 0 | 0 | 0 | 9.6011 | 18.1011 | 9.6011 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387847 | 329466 | -243741 | -576732 | -268807 | -578818 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3177, "evaluation_days": 1588.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622592000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759112737599, "expiration_time": 1763221392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 16, "offset": 0, "std": 3.10144 } }, "second_band": { "type": "sma", "factors": { "length": 17, "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": [ [ 341456.1070637261, 265660.9933655752, 75795.1136981509, -417735.8492079894, 175675.9202635706, -593411.7694715608 ], [ 341.456107, 265.660993, 75.795114, -417.735849, 175.67592, -593.411769 ], [ 0.214955, 0.16724, 0.047715, 0, 0.063858, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -228146, -87005, -203691, -2244886, -1047972, -1526224 ], [ 1.238018, 1.411673, 1.096033, 0.945891, 1.052115, 0.863562 ], [ 475, 237, 238, 475, 237, 238 ], [ 258, 120, 138, 244, 119, 125 ], [ 217, 117, 100, 231, 118, 113 ], [ 54.315789, 50.632911, 57.983193, 51.368421, 50.21097, 52.521008 ], [ 1.041279, 1.376381, 0.794227, 0.895495, 1.043273, 0.78066 ], [ 51964, 51964, 37997, 675282, 472377, 675282 ], [ -156340, -50675, -156340, -692269, -383056, -692269 ], [ 6, 6, 6, 6, 6, 6 ], [ 5, 5, 5, 6, 6, 6 ], [ 7, 7, 7, 6, 6, 6 ], [ 3115, 1564, 1551, 3115, 1564, 1551 ], [ 0, 0, 0, 9.60113, 18.10113, 9.60113 ], [ 0, 0, 0, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 387847, 329466, -243741, -576732, -268807, -578818 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3177, "evaluation_days": 1588.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622592000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759112737599, "expiration_time": 1763221392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 16, "offset": 0, "std": 3.10144 } }, "second_band": { "type": "sma", "factors": { "length": 17, "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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