Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403301.2001 | 438532.847 | -35231.6469 | -84289.6707 | 110254.0301 | -194543.7009 |
Total P&L (%) | 403.3012 | 438.5328 | -35.2316 | -84.2897 | 110.254 | -194.5437 |
Avg Daily Profit (%) | 0.2534 | 0.2756 | -0.0221 | -0.1162 | 0.0467 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -336938 | -202669 | -168593 | -1081934 | -530618 | -561874 |
Profit Factor | 1.2702 | 1.5017 | 0.943 | 0.9754 | 1.0556 | 0.8647 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 146 | 68 | 78 | 146 | 68 | 78 |
Losing Trades | 189 | 99 | 90 | 189 | 99 | 90 |
Profitability (%) | 43.5821 | 40.7186 | 46.4286 | 43.5821 | 40.7186 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.6444 | 2.1863 | 1.0881 | 1.2626 | 1.5368 | 0.9978 |
Largest Winning Trade | 424684 | 424684 | 47255 | 502443 | 502443 | 107208 |
Largest Losing Trade | -51371 | -51371 | -34796 | -377196 | -162344 | -377196 |
Avg Bars in Trades | 18 | 26 | 10 | 18 | 26 | 10 |
Avg Bars in Winners | 19 | 29 | 11 | 19 | 29 | 11 |
Avg Bars in Losers | 17 | 24 | 9 | 17 | 24 | 9 |
Bars Traded | 6152 | 4381 | 1771 | 6152 | 4381 | 1771 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310485 | 276570 | -579897 | -579577 | -291817 | -581564 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6365, "evaluation_days": 1591.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622937600000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759402301679, "expiration_time": 1763509320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } } }
{ "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": [ [ 403301.2001221141, 438532.8470034036, -35231.6468812897, -84289.6707495652, 110254.030105748, -194543.7008553133 ], [ 403.3012, 438.532847, -35.231647, -84.289671, 110.25403, -194.543701 ], [ 0.253449, 0.27559, -0.022141, -0.116247, 0.046713, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -336938, -202669, -168593, -1081934, -530618, -561874 ], [ 1.270246, 1.501734, 0.94302, 0.975368, 1.055576, 0.864723 ], [ 335, 167, 168, 335, 167, 168 ], [ 146, 68, 78, 146, 68, 78 ], [ 189, 99, 90, 189, 99, 90 ], [ 43.58209, 40.718563, 46.428571, 43.58209, 40.718563, 46.428571 ], [ 1.64436, 2.186348, 1.0881, 1.262634, 1.536794, 0.997757 ], [ 424684, 424684, 47255, 502443, 502443, 107208 ], [ -51371, -51371, -34796, -377196, -162344, -377196 ], [ 18, 26, 10, 18, 26, 10 ], [ 19, 29, 11, 19, 29, 11 ], [ 17, 24, 9, 17, 24, 9 ], [ 6152, 4381, 1771, 6152, 4381, 1771 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310485, 276570, -579897, -579577, -291817, -581564 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6365, "evaluation_days": 1591.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622937600000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759402301679, "expiration_time": 1763509320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } } }
# | 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) |
---|