Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291859.5792 | 248494.7321 | 43364.8471 | -14058.1367 | -96036.8871 | 81978.7505 |
Total P&L (%) | 291.8596 | 248.4947 | 43.3648 | -14.0581 | -96.0369 | 81.9788 |
Avg Daily Profit (%) | 0.1843 | 0.157 | 0.0274 | -0.0096 | -0.2037 | 0.0378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175698 | -159996 | -68891 | -991191 | -786522 | -307513 |
Profit Factor | 1.3748 | 1.5083 | 1.1497 | 0.994 | 0.9387 | 1.1059 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 53.6 | 56.4516 | 50.7937 | 53.6 | 56.4516 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.1902 | 1.1636 | 1.1137 | 0.8605 | 0.7242 | 1.0713 |
Largest Winning Trade | 93765 | 93765 | 44361 | 282505 | 282505 | 276316 |
Largest Losing Trade | -59250 | -59250 | -31599 | -436359 | -436359 | -201058 |
Avg Bars in Trades | 146 | 240 | 53 | 146 | 240 | 53 |
Avg Bars in Winners | 114 | 171 | 53 | 114 | 171 | 53 |
Avg Bars in Losers | 183 | 330 | 54 | 183 | 330 | 54 |
Bars Traded | 18318 | 14926 | 3392 | 18318 | 14926 | 3392 |
Profit Streak | 0 | 44.0388 | 0 | 0 | 44.0388 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317760 | -144179 | -360694 | -579979 | -733568 | -393021 |
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 58, "offset": 112 } } }
{ "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": [ [ 291859.5792054548, 248494.7321231096, 43364.8470823454, -14058.1366565611, -96036.8871353396, 81978.7504787789 ], [ 291.859579, 248.494732, 43.364847, -14.058137, -96.036887, 81.97875 ], [ 0.184342, 0.156952, 0.02739, -0.009568, -0.203686, 0.037823 ], [ 10, 10, 10, 10, 10, 10 ], [ -175698, -159996, -68891, -991191, -786522, -307513 ], [ 1.374847, 1.508334, 1.149654, 0.993996, 0.938719, 1.105872 ], [ 125, 62, 63, 125, 62, 63 ], [ 67, 35, 32, 67, 35, 32 ], [ 58, 27, 31, 58, 27, 31 ], [ 53.6, 56.451613, 50.793651, 53.6, 56.451613, 50.793651 ], [ 1.190166, 1.163572, 1.113727, 0.860474, 0.724154, 1.071314 ], [ 93765, 93765, 44361, 282505, 282505, 276316 ], [ -59250, -59250, -31599, -436359, -436359, -201058 ], [ 146, 240, 53, 146, 240, 53 ], [ 114, 171, 53, 114, 171, 53 ], [ 183, 330, 54, 183, 330, 54 ], [ 18318, 14926, 3392, 18318, 14926, 3392 ], [ 0, 44.038816, 0, 0, 44.038816, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317760, -144179, -360694, -579979, -733568, -393021 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18999, "evaluation_days": 1583.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623139200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758999353679, "expiration_time": 1763646940800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 58, "offset": 112 } } }
# | 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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