Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437120.7162 | 289605.9656 | 147514.7506 | 364658.4204 | 281866.68 | 82791.7404 |
Total P&L (%) | 437.1207 | 289.606 | 147.5148 | 364.6584 | 281.8667 | 82.7917 |
Avg Daily Profit (%) | 0.2748 | 0.1821 | 0.0927 | 0.0966 | 0.0843 | 0.0379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115992 | -78031 | -84493 | -331269 | -292605 | -324240 |
Profit Factor | 1.765 | 2.0123 | 1.517 | 1.2501 | 1.3966 | 1.1108 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 56.5217 | 54.3478 | 58.6957 | 56.5217 | 54.3478 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.3577 | 1.6903 | 1.0676 | 0.9616 | 1.1731 | 0.7817 |
Largest Winning Trade | 128891 | 128891 | 59197 | 251594 | 251594 | 165306 |
Largest Losing Trade | -62775 | -37602 | -62775 | -299161 | -141699 | -299161 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Losers | 36 | 32 | 40 | 36 | 32 | 40 |
Bars Traded | 3043 | 1387 | 1656 | 3043 | 1387 | 1656 |
Profit Streak | 89.5466 | 89.5466 | 109.5466 | 89.5466 | 89.5466 | 109.5466 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467690 | 464004 | -65574 | -63361 | -78161 | -240380 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3181, "evaluation_days": 1590.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625918400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759280825697, "expiration_time": 1763399376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 94, "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": [ [ 437120.7161619145, 289605.9655737504, 147514.7505881644, 364658.4204201343, 281866.6800484144, 82791.7403717199 ], [ 437.120716, 289.605966, 147.514751, 364.65842, 281.86668, 82.79174 ], [ 0.274832, 0.182085, 0.092747, 0.096628, 0.08428, 0.037931 ], [ 10, 10, 10, 10, 10, 10 ], [ -115992, -78031, -84493, -331269, -292605, -324240 ], [ 1.765004, 2.012277, 1.517045, 1.250124, 1.396585, 1.110806 ], [ 92, 46, 46, 92, 46, 46 ], [ 52, 25, 27, 52, 25, 27 ], [ 40, 21, 19, 40, 21, 19 ], [ 56.521739, 54.347826, 58.695652, 56.521739, 54.347826, 58.695652 ], [ 1.357695, 1.690313, 1.06755, 0.961634, 1.173132, 0.781678 ], [ 128891, 128891, 59197, 251594, 251594, 165306 ], [ -62775, -37602, -62775, -299161, -141699, -299161 ], [ 33, 30, 36, 33, 30, 36 ], [ 30, 27, 32, 30, 27, 32 ], [ 36, 32, 40, 36, 32, 40 ], [ 3043, 1387, 1656, 3043, 1387, 1656 ], [ 89.546594, 89.546594, 109.546594, 89.546594, 89.546594, 109.546594 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 467690, 464004, -65574, -63361, -78161, -240380 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3181, "evaluation_days": 1590.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625918400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759280825697, "expiration_time": 1763399376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 94, "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) |
---|