Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395559.3392 | 278582.2346 | 116977.1046 | 17262.2118 | -140803.0168 | 158065.2286 |
Total P&L (%) | 395.5593 | 278.5822 | 116.9771 | 17.2622 | -140.803 | 158.0652 |
Avg Daily Profit (%) | 0.2488 | 0.1753 | 0.0736 | 0.01 | 0 | 0.0597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202210 | -155301 | -127187 | -1102439 | -945240 | -366716 |
Profit Factor | 1.3807 | 1.4416 | 1.2865 | 1.0067 | 0.9135 | 1.1693 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 178 | 85 | 93 | 178 | 85 | 93 |
Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Profitability (%) | 55.4517 | 53.125 | 57.764 | 55.4517 | 53.125 | 57.764 |
Ratio Avg Win / Avg Loss | 1.1092 | 1.272 | 0.9407 | 0.8088 | 0.8061 | 0.8549 |
Largest Winning Trade | 103099 | 103099 | 40813 | 269939 | 269939 | 135715 |
Largest Losing Trade | -87555 | -52112 | -87555 | -425359 | -425359 | -275141 |
Avg Bars in Trades | 57 | 80 | 35 | 57 | 80 | 35 |
Avg Bars in Winners | 44 | 55 | 33 | 44 | 55 | 33 |
Avg Bars in Losers | 75 | 108 | 38 | 75 | 108 | 38 |
Bars Traded | 18584 | 12871 | 5713 | 18584 | 12871 | 5713 |
Profit Streak | 19.456 | 20.0393 | 19.456 | 19.456 | 20.0393 | 19.456 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434364 | 345673 | -94499 | -399495 | -579534 | -147418 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19075, "evaluation_days": 1589.58, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622714400000, "last_datapoint_time": 1759269600000, "evaluation_time": 1759272998646, "expiration_time": 1764213840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "offset": 94 } } }
{ "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": [ [ 395559.3391812702, 278582.2346258801, 116977.10455539, 17262.2117948359, -140803.0167759113, 158065.2285707473 ], [ 395.559339, 278.582235, 116.977105, 17.262212, -140.803017, 158.065229 ], [ 0.248845, 0.175255, 0.07359, 0.010018, 0, 0.059659 ], [ 10, 10, 10, 10, 10, 10 ], [ -202210, -155301, -127187, -1102439, -945240, -366716 ], [ 1.380656, 1.441611, 1.286484, 1.006737, 0.913533, 1.169258 ], [ 321, 160, 161, 321, 160, 161 ], [ 178, 85, 93, 178, 85, 93 ], [ 143, 75, 68, 143, 75, 68 ], [ 55.451713, 53.125, 57.763975, 55.451713, 53.125, 57.763975 ], [ 1.109179, 1.27201, 0.940655, 0.808783, 0.806059, 0.854941 ], [ 103099, 103099, 40813, 269939, 269939, 135715 ], [ -87555, -52112, -87555, -425359, -425359, -275141 ], [ 57, 80, 35, 57, 80, 35 ], [ 44, 55, 33, 44, 55, 33 ], [ 75, 108, 38, 75, 108, 38 ], [ 18584, 12871, 5713, 18584, 12871, 5713 ], [ 19.456003, 20.039336, 19.456003, 19.456003, 20.039336, 19.456003 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434364, 345673, -94499, -399495, -579534, -147418 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19075, "evaluation_days": 1589.58, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622714400000, "last_datapoint_time": 1759269600000, "evaluation_time": 1759272998646, "expiration_time": 1764213840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "offset": 94 } } }
# | 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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