Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462740.7945 | 270326.2923 | 192414.5022 | 743909.7961 | 227078.2247 | 516831.5714 |
Total P&L (%) | 462.7408 | 270.3263 | 192.4145 | 743.9098 | 227.0782 | 516.8316 |
Avg Daily Profit (%) | 0.2907 | 0.1698 | 0.1209 | 0.1341 | 0.0745 | 0.1144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91036 | -112155 | -41340 | -826742 | -682991 | -425412 |
Profit Factor | 1.8578 | 1.8686 | 1.8431 | 1.2434 | 1.126 | 1.4121 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 68.3168 | 62 | 74.5098 | 68.3168 | 62 | 74.5098 |
Ratio Avg Win / Avg Loss | 0.8616 | 1.1453 | 0.6305 | 0.5767 | 0.6902 | 0.4831 |
Largest Winning Trade | 84698 | 84698 | 45066 | 349380 | 349380 | 246201 |
Largest Losing Trade | -63136 | -60546 | -63136 | -425412 | -343044 | -425412 |
Avg Bars in Trades | 30 | 36 | 23 | 30 | 36 | 23 |
Avg Bars in Winners | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Losers | 52 | 62 | 39 | 52 | 62 | 39 |
Bars Traded | 3033 | 1832 | 1201 | 3033 | 1832 | 1201 |
Profit Streak | 79.9973 | 79.9973 | 112.4973 | 79.9973 | 79.9973 | 112.4973 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483596 | -168143 | -206578 | -11276 | -355018 | -216461 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3184, "evaluation_days": 1592, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624536000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759449362802, "expiration_time": 1763532864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 62, "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": [ [ 462740.7944731769, 270326.2922597554, 192414.5022134215, 743909.7961328544, 227078.2246848372, 516831.5714480169 ], [ 462.740794, 270.326292, 192.414502, 743.909796, 227.078225, 516.831571 ], [ 0.290666, 0.169803, 0.120863, 0.134064, 0.074464, 0.114351 ], [ 10, 10, 10, 10, 10, 10 ], [ -91036, -112155, -41340, -826742, -682991, -425412 ], [ 1.857837, 1.868636, 1.843113, 1.243449, 1.126035, 1.412144 ], [ 101, 50, 51, 101, 50, 51 ], [ 69, 31, 38, 69, 31, 38 ], [ 32, 19, 13, 32, 19, 13 ], [ 68.316832, 62, 74.509804, 68.316832, 62, 74.509804 ], [ 0.861606, 1.145293, 0.630539, 0.576672, 0.690151, 0.483102 ], [ 84698, 84698, 45066, 349380, 349380, 246201 ], [ -63136, -60546, -63136, -425412, -343044, -425412 ], [ 30, 36, 23, 30, 36, 23 ], [ 19, 21, 18, 19, 21, 18 ], [ 52, 62, 39, 52, 62, 39 ], [ 3033, 1832, 1201, 3033, 1832, 1201 ], [ 79.997255, 79.997255, 112.497255, 79.997255, 79.997255, 112.497255 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 483596, -168143, -206578, -11276, -355018, -216461 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3184, "evaluation_days": 1592, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624536000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759449362802, "expiration_time": 1763532864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 62, "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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