Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244992.5749 | 194160.6162 | 50831.9587 | 12407.7489 | -217778.2528 | 230186.0017 |
Total P&L (%) | 244.9926 | 194.1606 | 50.832 | 12.4077 | -217.7783 | 230.186 |
Avg Daily Profit (%) | 0.153 | 0.1213 | 0.0318 | 0.0073 | 0 | 0.0746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160334 | -125100 | -151021 | -682884 | -352447 | -544511 |
Profit Factor | 1.3112 | 1.5544 | 1.1163 | 1.0066 | 0.7738 | 1.2485 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 70 | 30 | 40 | 58 | 27 | 31 |
Losing Trades | 51 | 30 | 21 | 63 | 33 | 30 |
Profitability (%) | 57.8512 | 50 | 65.5738 | 47.9339 | 45 | 50.8197 |
Ratio Avg Win / Avg Loss | 0.9553 | 1.5544 | 0.5861 | 1.0933 | 0.9457 | 1.2082 |
Largest Winning Trade | 92404 | 92404 | 46616 | 681539 | 103380 | 681539 |
Largest Losing Trade | -126576 | -43571 | -126576 | -161754 | -161754 | -157519 |
Avg Bars in Trades | 76 | 81 | 72 | 76 | 81 | 72 |
Avg Bars in Winners | 64 | 69 | 61 | 65 | 68 | 62 |
Avg Bars in Losers | 93 | 93 | 93 | 87 | 92 | 82 |
Bars Traded | 9300 | 4889 | 4411 | 9300 | 4889 | 4411 |
Profit Streak | 48.827 | 48.827 | 50.6603 | 48.827 | 48.827 | 50.6603 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309377 | -196547 | -404232 | -486169 | -750912 | -253680 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 123, "offset": 80 } } }
{ "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": [ [ 244992.5748911671, 194160.6162069507, 50831.9586842161, 12407.7489417056, -217778.2527638497, 230186.0017055551 ], [ 244.992575, 194.160616, 50.831959, 12.407749, -217.778253, 230.186002 ], [ 0.153025, 0.121275, 0.03175, 0.007306, 0, 0.074637 ], [ 10, 10, 10, 10, 10, 10 ], [ -160334, -125100, -151021, -682884, -352447, -544511 ], [ 1.311223, 1.554403, 1.116326, 1.006569, 0.773769, 1.248515 ], [ 121, 60, 61, 121, 60, 61 ], [ 70, 30, 40, 58, 27, 31 ], [ 51, 30, 21, 63, 33, 30 ], [ 57.85124, 50, 65.57377, 47.933884, 45, 50.819672 ], [ 0.955319, 1.554403, 0.586071, 1.093342, 0.945718, 1.20824 ], [ 92404, 92404, 46616, 681539, 103380, 681539 ], [ -126576, -43571, -126576, -161754, -161754, -157519 ], [ 76, 81, 72, 76, 81, 72 ], [ 64, 69, 61, 65, 68, 62 ], [ 93, 93, 93, 87, 92, 82 ], [ 9300, 4889, 4411, 9300, 4889, 4411 ], [ 48.826965, 48.826965, 50.660299, 48.826965, 48.826965, 50.660299 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309377, -196547, -404232, -486169, -750912, -253680 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9606, "evaluation_days": 1601, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624824000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760241049813, "expiration_time": 1764376992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 123, "offset": 80 } } }
# | 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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