Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618649.9658 | 420681.9417 | 197968.0241 | 808405.7768 | 456058.278 | 352347.4988 |
Total P&L (%) | 618.65 | 420.6819 | 197.968 | 808.4058 | 456.0583 | 352.3475 |
Avg Daily Profit (%) | 0.3896 | 0.2649 | 0.1247 | 0.139 | 0.1081 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92189 | -102591 | -73486 | -233670 | -251566 | -315542 |
Profit Factor | 1.6805 | 1.8565 | 1.4736 | 1.4017 | 1.4405 | 1.3607 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 61.875 | 57.5 | 66.25 | 61.875 | 57.5 | 66.25 |
Ratio Avg Win / Avg Loss | 1.0354 | 1.3722 | 0.7507 | 0.8637 | 1.0647 | 0.6932 |
Largest Winning Trade | 225024 | 225024 | 34991 | 179576 | 135583 | 179576 |
Largest Losing Trade | -69767 | -39400 | -69767 | -225513 | -225513 | -184110 |
Avg Bars in Trades | 28 | 35 | 21 | 28 | 35 | 21 |
Avg Bars in Winners | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Losers | 44 | 57 | 26 | 44 | 57 | 26 |
Bars Traded | 4587 | 2866 | 1721 | 4587 | 2866 | 1721 |
Profit Streak | 50.3371 | 50.3371 | 121.3371 | 50.3371 | 50.3371 | 121.3371 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568861 | -7055 | -42482 | -3884 | -65374 | -82608 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4764, "evaluation_days": 1588, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624377600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759104327468, "expiration_time": 1763191296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 2.3631 } } }
{ "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": [ [ 618649.9657500206, 420681.9416746939, 197968.0240753269, 808405.7767852852, 456058.2779627314, 352347.4988225536 ], [ 618.649966, 420.681942, 197.968024, 808.405777, 456.058278, 352.347499 ], [ 0.389578, 0.264913, 0.124665, 0.139046, 0.1081, 0.095088 ], [ 10, 10, 10, 10, 10, 10 ], [ -92189, -102591, -73486, -233670, -251566, -315542 ], [ 1.680472, 1.856525, 1.473609, 1.401741, 1.440466, 1.360696 ], [ 160, 80, 80, 160, 80, 80 ], [ 99, 46, 53, 99, 46, 53 ], [ 61, 34, 27, 61, 34, 27 ], [ 61.875, 57.5, 66.25, 61.875, 57.5, 66.25 ], [ 1.035442, 1.372214, 0.750706, 0.863699, 1.064692, 0.693185 ], [ 225024, 225024, 34991, 179576, 135583, 179576 ], [ -69767, -39400, -69767, -225513, -225513, -184110 ], [ 28, 35, 21, 28, 35, 21 ], [ 19, 19, 18, 19, 19, 18 ], [ 44, 57, 26, 44, 57, 26 ], [ 4587, 2866, 1721, 4587, 2866, 1721 ], [ 50.337123, 50.337123, 121.337123, 50.337123, 50.337123, 121.337123 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 568861, -7055, -42482, -3884, -65374, -82608 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4764, "evaluation_days": 1588, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624377600000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759104327468, "expiration_time": 1763191296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 86, "offset": 0, "multiplier": 2.3631 } } }
# | 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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