Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459904.521 | 286167.9605 | 173736.5604 | 584733.7121 | -245598.3902 | 830332.1023 |
Total P&L (%) | 459.9045 | 286.168 | 173.7366 | 584.7337 | -245.5984 | 830.3321 |
Avg Daily Profit (%) | 0.2896 | 0.1802 | 0.1094 | 0.1212 | 0 | 0.1406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116657 | -89459 | -86240 | -1181141 | -1140754 | -620964 |
Profit Factor | 1.68 | 1.7661 | 1.5738 | 1.1005 | 0.9304 | 1.3622 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 56.1905 | 50.9434 | 61.5385 | 56.1905 | 50.9434 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.3098 | 1.7007 | 0.9836 | 0.858 | 0.8959 | 0.8514 |
Largest Winning Trade | 92404 | 92404 | 47262 | 634992 | 634992 | 379042 |
Largest Losing Trade | -42476 | -36697 | -42476 | -540479 | -540479 | -336567 |
Avg Bars in Trades | 27 | 32 | 23 | 27 | 32 | 23 |
Avg Bars in Winners | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Losers | 32 | 38 | 25 | 32 | 38 | 25 |
Bars Traded | 2931 | 1704 | 1227 | 2931 | 1704 | 1227 |
Profit Streak | 59.2895 | 59.2895 | 71.7895 | 59.2895 | 59.2895 | 71.7895 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460646 | -168571 | -224565 | -140117 | -760150 | -183916 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3176, "evaluation_days": 1588, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628380800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759085814863, "expiration_time": 1763176896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 2.65865 } }, "second_band": { "type": "bbu", "factors": { "length": 52, "offset": 0, "std": 1.06487 } } }
{ "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": [ [ 459904.5209543912, 286167.9605110043, 173736.5604433871, 584733.7120618038, -245598.3902429555, 830332.1023047597 ], [ 459.904521, 286.167961, 173.73656, 584.733712, -245.59839, 830.332102 ], [ 0.289612, 0.180207, 0.109406, 0.121223, 0, 0.14055 ], [ 10, 10, 10, 10, 10, 10 ], [ -116657, -89459, -86240, -1181141, -1140754, -620964 ], [ 1.679978, 1.766076, 1.573765, 1.100453, 0.930393, 1.362173 ], [ 105, 53, 52, 105, 53, 52 ], [ 59, 27, 32, 59, 27, 32 ], [ 46, 26, 20, 46, 26, 20 ], [ 56.190476, 50.943396, 61.538462, 56.190476, 50.943396, 61.538462 ], [ 1.309814, 1.700665, 0.983603, 0.85798, 0.895934, 0.851358 ], [ 92404, 92404, 47262, 634992, 634992, 379042 ], [ -42476, -36697, -42476, -540479, -540479, -336567 ], [ 27, 32, 23, 27, 32, 23 ], [ 24, 26, 22, 24, 26, 22 ], [ 32, 38, 25, 32, 38, 25 ], [ 2931, 1704, 1227, 2931, 1704, 1227 ], [ 59.289524, 59.289524, 71.789524, 59.289524, 59.289524, 71.789524 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 460646, -168571, -224565, -140117, -760150, -183916 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3176, "evaluation_days": 1588, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628380800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759085814863, "expiration_time": 1763176896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 163, "offset": 0, "multiplier": 2.65865 } }, "second_band": { "type": "bbu", "factors": { "length": 52, "offset": 0, "std": 1.06487 } } }
# | 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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