Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326301.0315 | 311810.97 | 14490.0615 | -77754.9032 | -64043.9282 | -13710.975 |
Total P&L (%) | 326.301 | 311.811 | 14.4901 | -77.7549 | -64.0439 | -13.711 |
Avg Daily Profit (%) | 0.2061 | 0.1969 | 0.0092 | -0.0949 | -0.0646 | -0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163774 | -173129 | -43451 | -196626 | -212125 | -54474 |
Profit Factor | 1.2504 | 1.3011 | 1.0542 | 0.9381 | 0.9367 | 0.9442 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 189 | 96 | 93 | 189 | 96 | 93 |
Losing Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Profitability (%) | 56.5868 | 57.485 | 55.6886 | 56.5868 | 57.485 | 55.6886 |
Ratio Avg Win / Avg Loss | 0.9593 | 0.9623 | 0.8388 | 0.7197 | 0.6927 | 0.7513 |
Largest Winning Trade | 155353 | 155353 | 14763 | 117013 | 117013 | 15619 |
Largest Losing Trade | -61662 | -61662 | -26162 | -80307 | -80307 | -50573 |
Avg Bars in Trades | 28 | 54 | 2 | 28 | 54 | 2 |
Avg Bars in Winners | 22 | 42 | 2 | 22 | 42 | 2 |
Avg Bars in Losers | 35 | 70 | 2 | 35 | 70 | 2 |
Bars Traded | 9452 | 9081 | 371 | 9452 | 9081 | 371 |
Profit Streak | 9.6431 | 0 | 14.4765 | 9.6431 | 0 | 14.4765 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335884 | 263096 | -367390 | -577234 | -579488 | -578852 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9501, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1621987200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029965376, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 242, "offset": 0, "std": 3.66315 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 2 } } }
{ "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": [ [ 326301.0315437653, 311810.9700223547, 14490.061521411, -77754.9031932638, -64043.9281777883, -13710.9750154755 ], [ 326.301032, 311.81097, 14.490062, -77.754903, -64.043928, -13.710975 ], [ 0.206063, 0.196913, 0.009151, -0.094874, -0.064575, -0.009312 ], [ 10, 10, 10, 10, 10, 10 ], [ -163774, -173129, -43451, -196626, -212125, -54474 ], [ 1.250404, 1.301113, 1.054154, 0.938124, 0.93665, 0.944192 ], [ 334, 167, 167, 334, 167, 167 ], [ 189, 96, 93, 189, 96, 93 ], [ 145, 71, 74, 145, 71, 74 ], [ 56.586826, 57.48503, 55.688623, 56.586826, 57.48503, 55.688623 ], [ 0.959304, 0.962282, 0.838789, 0.719725, 0.69273, 0.751292 ], [ 155353, 155353, 14763, 117013, 117013, 15619 ], [ -61662, -61662, -26162, -80307, -80307, -50573 ], [ 28, 54, 2, 28, 54, 2 ], [ 22, 42, 2, 22, 42, 2 ], [ 35, 70, 2, 35, 70, 2 ], [ 9452, 9081, 371, 9452, 9081, 371 ], [ 9.643118, 0, 14.476451, 9.643118, 0, 14.476451 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335884, 263096, -367390, -577234, -579488, -578852 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9501, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1621987200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029965376, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 242, "offset": 0, "std": 3.66315 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 2 } } }
# | 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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