Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270435.0325 | 270064.7528 | 370.2797 | -82792.5355 | 2892.7865 | -85685.322 |
Total P&L (%) | 270.435 | 270.0648 | 0.3703 | -82.7925 | 2.8928 | -85.6853 |
Avg Daily Profit (%) | 0.17 | 0.1698 | 0.0002 | -0.1106 | 0.0018 | -0.1221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220574 | -137008 | -171670 | -121783 | -62285 | -88225 |
Profit Factor | 1.2004 | 1.3675 | 1.0006 | 0.8445 | 1.0106 | 0.6698 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Losing Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Profitability (%) | 48.75 | 49.1667 | 48.3333 | 48.75 | 49.1667 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.262 | 1.4138 | 1.0696 | 0.8878 | 1.0449 | 0.716 |
Largest Winning Trade | 285584 | 285584 | 48238 | 30476 | 30476 | 14812 |
Largest Losing Trade | -54102 | -49599 | -54102 | -28814 | -28814 | -24941 |
Avg Bars in Trades | 19 | 25 | 13 | 19 | 25 | 13 |
Avg Bars in Winners | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Losers | 19 | 29 | 9 | 19 | 29 | 9 |
Bars Traded | 4666 | 3103 | 1563 | 4666 | 3103 | 1563 |
Profit Streak | 48.5164 | 48.5164 | 48.8497 | 48.5164 | 48.5164 | 48.8497 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334975 | 293008 | -577753 | -578313 | -564779 | -580393 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4772, "evaluation_days": 1590.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624060800000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759321416616, "expiration_time": 1763428608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 75, "offset": 0, "multiplier": 2.71173 } } }
{ "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": [ [ 270435.032493046, 270064.7528134875, 370.2796795584, -82792.5355391478, 2892.786507998, -85685.3220471458 ], [ 270.435032, 270.064753, 0.37028, -82.792536, 2.892787, -85.685322 ], [ 0.170013, 0.169781, 0.000233, -0.110573, 0.001793, -0.122131 ], [ 10, 10, 10, 10, 10, 10 ], [ -220574, -137008, -171670, -121783, -62285, -88225 ], [ 1.200437, 1.367463, 1.000603, 0.844475, 1.010601, 0.66977 ], [ 240, 120, 120, 240, 120, 120 ], [ 117, 59, 58, 117, 59, 58 ], [ 123, 61, 62, 123, 61, 62 ], [ 48.75, 49.166667, 48.333333, 48.75, 49.166667, 48.333333 ], [ 1.261998, 1.413818, 1.06961, 0.887782, 1.044859, 0.715961 ], [ 285584, 285584, 48238, 30476, 30476, 14812 ], [ -54102, -49599, -54102, -28814, -28814, -24941 ], [ 19, 25, 13, 19, 25, 13 ], [ 19, 22, 16, 19, 22, 16 ], [ 19, 29, 9, 19, 29, 9 ], [ 4666, 3103, 1563, 4666, 3103, 1563 ], [ 48.516396, 48.516396, 48.849729, 48.516396, 48.516396, 48.849729 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334975, 293008, -577753, -578313, -564779, -580393 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4772, "evaluation_days": 1590.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624060800000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759321416616, "expiration_time": 1763428608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 75, "offset": 0, "multiplier": 2.71173 } } }
# | 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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