Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328902.7291 | 267887.0889 | 61015.6401 | 4517.9416 | 395140.5058 | -390622.5642 |
Total P&L (%) | 328.9027 | 267.8871 | 61.0156 | 4.5179 | 395.1405 | -390.6226 |
Avg Daily Profit (%) | 0.2067 | 0.1684 | 0.0384 | 0.0028 | 0.1006 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148497 | -99167 | -74371 | -1380051 | -1033244 | -863700 |
Profit Factor | 1.4838 | 1.8017 | 1.1765 | 1.0011 | 1.1904 | 0.8145 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 57 | 58 | 56 | 57 | 58 | 56 |
Ratio Avg Win / Avg Loss | 1.1193 | 1.3047 | 0.9244 | 0.7552 | 0.862 | 0.64 |
Largest Winning Trade | 100751 | 100751 | 57346 | 649309 | 649309 | 199094 |
Largest Losing Trade | -53001 | -52030 | -53001 | -554316 | -401322 | -554316 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 3089 | 1443 | 1646 | 3089 | 1443 | 1646 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362131 | -169083 | -349600 | -574712 | -250182 | -760055 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3182, "evaluation_days": 1591, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625097600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759342085549, "expiration_time": 1763443872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 178, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 75, "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": [ [ 328902.7290728557, 267887.0889278655, 61015.64014499, 4517.9416086114, 395140.5058473375, -390622.5642387266 ], [ 328.902729, 267.887089, 61.01564, 4.517942, 395.140506, -390.622564 ], [ 0.206727, 0.168377, 0.03835, 0.002777, 0.100596, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -148497, -99167, -74371, -1380051, -1033244, -863700 ], [ 1.483784, 1.801708, 1.176494, 1.001081, 1.190391, 0.814511 ], [ 100, 50, 50, 100, 50, 50 ], [ 57, 29, 28, 57, 29, 28 ], [ 43, 21, 22, 43, 21, 22 ], [ 57, 58, 56, 57, 58, 56 ], [ 1.119346, 1.304685, 0.924388, 0.755201, 0.862007, 0.639973 ], [ 100751, 100751, 57346, 649309, 649309, 199094 ], [ -53001, -52030, -53001, -554316, -401322, -554316 ], [ 30, 28, 32, 30, 28, 32 ], [ 26, 23, 29, 26, 23, 29 ], [ 36, 35, 37, 36, 35, 37 ], [ 3089, 1443, 1646, 3089, 1443, 1646 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362131, -169083, -349600, -574712, -250182, -760055 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3182, "evaluation_days": 1591, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625097600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759342085549, "expiration_time": 1763443872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 178, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 75, "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) |
---|