Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261345.0152 | 193646.5028 | 67698.5124 | -450768.8445 | -204043.9133 | -246724.9312 |
Total P&L (%) | 261.345 | 193.6465 | 67.6985 | -450.7688 | -204.0439 | -246.7249 |
Avg Daily Profit (%) | 0.1632 | 0.1209 | 0.0423 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199297 | -74022 | -191272 | -2816615 | -1463109 | -1628546 |
Profit Factor | 1.2832 | 1.5241 | 1.1223 | 0.9319 | 0.9272 | 0.9354 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 81 | 40 | 41 | 73 | 37 | 36 |
Losing Trades | 61 | 31 | 30 | 69 | 34 | 35 |
Profitability (%) | 57.0423 | 56.338 | 57.7465 | 51.4085 | 52.1127 | 50.7042 |
Ratio Avg Win / Avg Loss | 0.9663 | 1.1812 | 0.8212 | 0.8809 | 0.852 | 0.9094 |
Largest Winning Trade | 51982 | 51982 | 40811 | 392042 | 308865 | 392042 |
Largest Losing Trade | -149727 | -31833 | -149727 | -1280706 | -425905 | -1280706 |
Avg Bars in Trades | 32 | 20 | 44 | 32 | 20 | 44 |
Avg Bars in Winners | 26 | 14 | 37 | 35 | 26 | 44 |
Avg Bars in Losers | 40 | 28 | 52 | 29 | 14 | 43 |
Bars Traded | 4597 | 1460 | 3137 | 4597 | 1460 | 3137 |
Profit Streak | 73.7474 | 73.7474 | 85.0807 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301779 | -114729 | -308545 | -580219 | -666906 | -667644 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4804, "evaluation_days": 1601.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626220800000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760234172873, "expiration_time": 1764377856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 3.17755 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 3 } } }
{ "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": [ [ 261345.0151570371, 193646.5027810214, 67698.5123760159, -450768.8444974743, -204043.9132505032, -246724.931246971 ], [ 261.345015, 193.646503, 67.698512, -450.768844, -204.043913, -246.724931 ], [ 0.163205, 0.120929, 0.042276, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -199297, -74022, -191272, -2816615, -1463109, -1628546 ], [ 1.283159, 1.524067, 1.12232, 0.931927, 0.927187, 0.935404 ], [ 142, 71, 71, 142, 71, 71 ], [ 81, 40, 41, 73, 37, 36 ], [ 61, 31, 30, 69, 34, 35 ], [ 57.042254, 56.338028, 57.746479, 51.408451, 52.112676, 50.704225 ], [ 0.96633, 1.181152, 0.82121, 0.880862, 0.852009, 0.909421 ], [ 51982, 51982, 40811, 392042, 308865, 392042 ], [ -149727, -31833, -149727, -1280706, -425905, -1280706 ], [ 32, 20, 44, 32, 20, 44 ], [ 26, 14, 37, 35, 26, 44 ], [ 40, 28, 52, 29, 14, 43 ], [ 4597, 1460, 3137, 4597, 1460, 3137 ], [ 73.747371, 73.747371, 85.080704, 0, 0, 0 ], [ 5, 2, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301779, -114729, -308545, -580219, -666906, -667644 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4804, "evaluation_days": 1601.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626220800000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760234172873, "expiration_time": 1764377856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 199, "offset": 0, "multiplier": 3.17755 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 3 } } }
# | 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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