Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345366.8678 | 332133.4102 | 13233.4575 | -219807.24 | 751853.6026 | -971660.8426 |
Total P&L (%) | 345.3669 | 332.1334 | 13.2335 | -219.8072 | 751.8536 | -971.6608 |
Avg Daily Profit (%) | 0.2162 | 0.2079 | 0.0083 | 0 | 0.1342 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291272 | -80996 | -269042 | -13148052 | -2993229 | -10966377 |
Profit Factor | 1.4091 | 1.9651 | 1.0265 | 0.9888 | 1.113 | 0.9252 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 54 | 24 | 30 | 51 | 28 | 23 |
Losing Trades | 36 | 21 | 15 | 39 | 17 | 22 |
Profitability (%) | 60 | 53.3333 | 66.6667 | 56.6667 | 62.2222 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.9394 | 1.7195 | 0.5132 | 0.7561 | 0.6758 | 0.885 |
Largest Winning Trade | 166238 | 166238 | 58387 | 4897900 | 1563947 | 4897900 |
Largest Losing Trade | -178956 | -41144 | -178956 | -9512026 | -2063032 | -9512026 |
Avg Bars in Trades | 34 | 29 | 40 | 34 | 29 | 40 |
Avg Bars in Winners | 32 | 24 | 38 | 30 | 26 | 35 |
Avg Bars in Losers | 38 | 34 | 43 | 39 | 32 | 45 |
Bars Traded | 3118 | 1310 | 1808 | 3118 | 1310 | 1808 |
Profit Streak | 57.3433 | 57.3433 | 74.8433 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336953 | 459307 | -437241 | -579673 | -109432 | -580567 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3195, "evaluation_days": 1597.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624147200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759911258601, "expiration_time": 1764022320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 3 } } }
{ "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": [ [ 345366.8677500222, 332133.4102433921, 13233.4575066301, -219807.239995469, 751853.6026121526, -971660.8426076212 ], [ 345.366868, 332.13341, 13.233458, -219.80724, 751.853603, -971.660843 ], [ 0.216192, 0.207908, 0.008284, 0, 0.13419, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -291272, -80996, -269042, -13148052, -2993229, -10966377 ], [ 1.409105, 1.965117, 1.026464, 0.988809, 1.113003, 0.925183 ], [ 90, 45, 45, 90, 45, 45 ], [ 54, 24, 30, 51, 28, 23 ], [ 36, 21, 15, 39, 17, 22 ], [ 60, 53.333333, 66.666667, 56.666667, 62.222222, 51.111111 ], [ 0.939404, 1.719478, 0.513232, 0.756148, 0.675752, 0.884958 ], [ 166238, 166238, 58387, 4897900, 1563947, 4897900 ], [ -178956, -41144, -178956, -9512026, -2063032, -9512026 ], [ 34, 29, 40, 34, 29, 40 ], [ 32, 24, 38, 30, 26, 35 ], [ 38, 34, 43, 39, 32, 45 ], [ 3118, 1310, 1808, 3118, 1310, 1808 ], [ 57.343271, 57.343271, 74.843271, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336953, 459307, -437241, -579673, -109432, -580567 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3195, "evaluation_days": 1597.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624147200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759911258601, "expiration_time": 1764022320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 3 } } }
# | 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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