Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389905.8829 | 234713.835 | 155192.0479 | 20279.7045 | 148230.7756 | -127951.071 |
Total P&L (%) | 389.9059 | 234.7138 | 155.192 | 20.2797 | 148.2308 | -127.9511 |
Avg Daily Profit (%) | 0.2451 | 0.1476 | 0.0976 | 0.0116 | 0.0572 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107865 | -86404 | -91833 | -1131657 | -218813 | -936876 |
Profit Factor | 1.5874 | 1.8487 | 1.4007 | 1.009 | 1.188 | 0.9132 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 61.2613 | 60.7143 | 61.8182 | 61.2613 | 60.7143 | 61.8182 |
Ratio Avg Win / Avg Loss | 1.0038 | 1.1962 | 0.8652 | 0.638 | 0.7687 | 0.5641 |
Largest Winning Trade | 91292 | 91292 | 40771 | 347243 | 134206 | 347243 |
Largest Losing Trade | -91833 | -31574 | -91833 | -936876 | -194780 | -936876 |
Avg Bars in Trades | 26 | 15 | 37 | 26 | 15 | 37 |
Avg Bars in Winners | 22 | 15 | 29 | 22 | 15 | 29 |
Avg Bars in Losers | 32 | 15 | 50 | 32 | 15 | 50 |
Bars Traded | 2903 | 863 | 2040 | 2903 | 863 | 2040 |
Profit Streak | 0 | 0 | 73.5697 | 0 | 0 | 73.5697 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427659 | -172035 | -241640 | -394332 | -310351 | -758743 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3181, "evaluation_days": 1590.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628121600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759282822936, "expiration_time": 1763399376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 144, "offset": 0, "multiplier": 3.00463 } }, "second_band": { "type": "jma", "factors": { "length": 105, "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": [ [ 389905.8828669296, 234713.8349890345, 155192.047877895, 20279.7045484578, 148230.7755568148, -127951.0710083573 ], [ 389.905883, 234.713835, 155.192048, 20.279705, 148.230776, -127.951071 ], [ 0.245147, 0.147572, 0.097574, 0.01161, 0.05718, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -107865, -86404, -91833, -1131657, -218813, -936876 ], [ 1.587354, 1.848707, 1.400723, 1.008961, 1.187998, 0.913232 ], [ 111, 56, 55, 111, 56, 55 ], [ 68, 34, 34, 68, 34, 34 ], [ 43, 22, 21, 43, 22, 21 ], [ 61.261261, 60.714286, 61.818182, 61.261261, 60.714286, 61.818182 ], [ 1.003768, 1.196222, 0.865152, 0.638019, 0.768705, 0.564055 ], [ 91292, 91292, 40771, 347243, 134206, 347243 ], [ -91833, -31574, -91833, -936876, -194780, -936876 ], [ 26, 15, 37, 26, 15, 37 ], [ 22, 15, 29, 22, 15, 29 ], [ 32, 15, 50, 32, 15, 50 ], [ 2903, 863, 2040, 2903, 863, 2040 ], [ 0, 0, 73.56971, 0, 0, 73.56971 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427659, -172035, -241640, -394332, -310351, -758743 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3181, "evaluation_days": 1590.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628121600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759282822936, "expiration_time": 1763399376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 144, "offset": 0, "multiplier": 3.00463 } }, "second_band": { "type": "jma", "factors": { "length": 105, "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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