Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367937.8974 | 277439.2914 | 90498.6059 | 19030.1824 | 103295.5922 | -84265.4098 |
Total P&L (%) | 367.9379 | 277.4393 | 90.4986 | 19.0302 | 103.2956 | -84.2654 |
Avg Daily Profit (%) | 0.2305 | 0.1738 | 0.0567 | 0.0109 | 0.0445 | -0.1158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154263 | -111941 | -69011 | -532767 | -253252 | -342760 |
Profit Factor | 1.4763 | 1.6163 | 1.2808 | 1.0104 | 1.1033 | 0.898 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 52 | 49.3333 | 54.6667 | 52 | 49.3333 | 54.6667 |
Ratio Avg Win / Avg Loss | 1.3628 | 1.66 | 1.0621 | 0.9327 | 1.1331 | 0.7447 |
Largest Winning Trade | 252195 | 252195 | 33439 | 191638 | 191638 | 74715 |
Largest Losing Trade | -63948 | -56695 | -63948 | -237444 | -135718 | -237444 |
Avg Bars in Trades | 20 | 26 | 14 | 20 | 26 | 14 |
Avg Bars in Winners | 20 | 25 | 14 | 20 | 25 | 14 |
Avg Bars in Losers | 21 | 27 | 14 | 21 | 27 | 14 |
Bars Traded | 3089 | 1979 | 1110 | 3089 | 1979 | 1110 |
Profit Streak | 41.0011 | 48.5011 | 41.0011 | 41.0011 | 48.5011 | 41.0011 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424516 | -45492 | -172484 | -393772 | -296412 | -636026 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3192, "evaluation_days": 1596, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623758400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759795291689, "expiration_time": 1763888832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 44, "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": [ [ 367937.8973856539, 277439.2914457539, 90498.6059399001, 19030.1824089744, 103295.5921949564, -84265.4097859823 ], [ 367.937897, 277.439291, 90.498606, 19.030182, 103.295592, -84.26541 ], [ 0.230538, 0.173834, 0.056703, 0.010916, 0.044464, -0.115804 ], [ 10, 10, 10, 10, 10, 10 ], [ -154263, -111941, -69011, -532767, -253252, -342760 ], [ 1.476332, 1.616318, 1.280804, 1.010418, 1.10326, 0.898032 ], [ 150, 75, 75, 150, 75, 75 ], [ 78, 37, 41, 78, 37, 41 ], [ 72, 38, 34, 72, 38, 34 ], [ 52, 49.333333, 54.666667, 52, 49.333333, 54.666667 ], [ 1.362768, 1.660002, 1.06213, 0.932693, 1.133078, 0.744709 ], [ 252195, 252195, 33439, 191638, 191638, 74715 ], [ -63948, -56695, -63948, -237444, -135718, -237444 ], [ 20, 26, 14, 20, 26, 14 ], [ 20, 25, 14, 20, 25, 14 ], [ 21, 27, 14, 21, 27, 14 ], [ 3089, 1979, 1110, 3089, 1979, 1110 ], [ 41.001061, 48.501061, 41.001061, 41.001061, 48.501061, 41.001061 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424516, -45492, -172484, -393772, -296412, -636026 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3192, "evaluation_days": 1596, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623758400000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759795291689, "expiration_time": 1763888832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 44, "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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