Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215683.3445 | 309873.0444 | -94189.6999 | -94158.2467 | 725251.8051 | -819410.0518 |
Total P&L (%) | 215.6833 | 309.873 | -94.1897 | -94.1582 | 725.2518 | -819.4101 |
Avg Daily Profit (%) | 0.1357 | 0.1949 | -0.0592 | -0.1785 | 0.1328 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -523614 | -223866 | -317528 | -5274833 | -2100971 | -3263182 |
Profit Factor | 1.1025 | 1.2819 | 0.9062 | 0.9912 | 1.1307 | 0.8412 |
Total Trades | 617 | 308 | 309 | 617 | 308 | 309 |
Winning Trades | 274 | 140 | 134 | 274 | 140 | 134 |
Losing Trades | 343 | 168 | 175 | 343 | 168 | 175 |
Profitability (%) | 44.4084 | 45.4545 | 43.3657 | 44.4084 | 45.4545 | 43.3657 |
Ratio Avg Win / Avg Loss | 1.3802 | 1.5383 | 1.1835 | 1.2408 | 1.3569 | 1.0986 |
Largest Winning Trade | 353890 | 353890 | 40936 | 2129674 | 2129674 | 895654 |
Largest Losing Trade | -45248 | -45248 | -35440 | -673015 | -673015 | -542185 |
Avg Bars in Trades | 30 | 36 | 24 | 30 | 36 | 24 |
Avg Bars in Winners | 37 | 43 | 31 | 37 | 43 | 31 |
Avg Bars in Losers | 24 | 29 | 18 | 24 | 29 | 18 |
Bars Traded | 18684 | 11157 | 7527 | 18684 | 11157 | 7527 |
Profit Streak | 0 | 9.2193 | 0 | 0 | 9.2193 | 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 | -118653 | 310184 | -580353 | -578062 | -92068 | -580353 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19080, "evaluation_days": 1590, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623297600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759310145482, "expiration_time": 1764251136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 156, "offset": 0, "multiplier": 3.04547 } } }
{ "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": [ [ 215683.3444911995, 309873.0443915148, -94189.6999003153, -94158.2467157103, 725251.8051173203, -819410.0518330291 ], [ 215.683344, 309.873044, -94.1897, -94.158247, 725.251805, -819.410052 ], [ 0.13565, 0.194889, -0.059239, -0.178466, 0.132825, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -523614, -223866, -317528, -5274833, -2100971, -3263182 ], [ 1.102513, 1.281888, 0.906249, 0.991207, 1.130722, 0.841197 ], [ 617, 308, 309, 617, 308, 309 ], [ 274, 140, 134, 274, 140, 134 ], [ 343, 168, 175, 343, 168, 175 ], [ 44.408428, 45.454545, 43.365696, 44.408428, 45.454545, 43.365696 ], [ 1.380154, 1.538266, 1.183534, 1.240817, 1.356866, 1.098578 ], [ 353890, 353890, 40936, 2129674, 2129674, 895654 ], [ -45248, -45248, -35440, -673015, -673015, -542185 ], [ 30, 36, 24, 30, 36, 24 ], [ 37, 43, 31, 37, 43, 31 ], [ 24, 29, 18, 24, 29, 18 ], [ 18684, 11157, 7527, 18684, 11157, 7527 ], [ 0, 9.219276, 0, 0, 9.219276, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -118653, 310184, -580353, -578062, -92068, -580353 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19080, "evaluation_days": 1590, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623297600000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759310145482, "expiration_time": 1764251136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 156, "offset": 0, "multiplier": 3.04547 } } }
# | 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) |
---|