Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244803.6482 | 234203.2649 | 10600.3833 | -90391.1004 | -124305.9969 | 33914.8965 |
Total P&L (%) | 244.8036 | 234.2033 | 10.6004 | -90.3911 | -124.306 | 33.9149 |
Avg Daily Profit (%) | 0.1542 | 0.1475 | 0.0067 | -0.1474 | 0 | 0.0184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168341 | -130265 | -157488 | -866489 | -731365 | -514946 |
Profit Factor | 1.2641 | 1.5039 | 1.0229 | 0.9477 | 0.8785 | 1.0481 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 59.3939 | 54.878 | 63.8554 | 59.3939 | 54.878 | 63.8554 |
Ratio Avg Win / Avg Loss | 0.8642 | 1.2366 | 0.579 | 0.6479 | 0.7224 | 0.5932 |
Largest Winning Trade | 180738 | 180738 | 40136 | 218500 | 218500 | 207650 |
Largest Losing Trade | -83399 | -40404 | -83399 | -447247 | -353716 | -447247 |
Avg Bars in Trades | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 48 | 46 | 50 | 48 | 46 | 50 |
Bars Traded | 6212 | 3093 | 3119 | 6212 | 3093 | 3119 |
Profit Streak | 28.7775 | 28.7775 | 64.2775 | 28.7775 | 28.7775 | 64.2775 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323069 | 67761 | -524850 | -577230 | -584063 | -337242 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6352, "evaluation_days": 1588, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624082400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759106372176, "expiration_time": 1763220096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 65, "offset": 36 } } }
{ "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": [ [ 244803.6482291701, 234203.2649120398, 10600.3833171302, -90391.100351948, -124305.9968600527, 33914.8965081046 ], [ 244.803648, 234.203265, 10.600383, -90.3911, -124.305997, 33.914897 ], [ 0.154158, 0.147483, 0.006675, -0.147403, 0, 0.018392 ], [ 10, 10, 10, 10, 10, 10 ], [ -168341, -130265, -157488, -866489, -731365, -514946 ], [ 1.264057, 1.503921, 1.022928, 0.947721, 0.878536, 1.048064 ], [ 165, 82, 83, 165, 82, 83 ], [ 98, 45, 53, 98, 45, 53 ], [ 67, 37, 30, 67, 37, 30 ], [ 59.393939, 54.878049, 63.855422, 59.393939, 54.878049, 63.855422 ], [ 0.864202, 1.236557, 0.579016, 0.647932, 0.722352, 0.593244 ], [ 180738, 180738, 40136, 218500, 218500, 207650 ], [ -83399, -40404, -83399, -447247, -353716, -447247 ], [ 37, 37, 37, 37, 37, 37 ], [ 30, 30, 30, 30, 30, 30 ], [ 48, 46, 50, 48, 46, 50 ], [ 6212, 3093, 3119, 6212, 3093, 3119 ], [ 28.777456, 28.777456, 64.277456, 28.777456, 28.777456, 64.277456 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323069, 67761, -524850, -577230, -584063, -337242 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6352, "evaluation_days": 1588, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624082400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759106372176, "expiration_time": 1763220096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 65, "offset": 36 } } }
# | 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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