Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218232.0084 | 279987.6812 | -61755.6728 | -109476.4339 | 49783.7348 | -159260.1687 |
Total P&L (%) | 218.232 | 279.9877 | -61.7557 | -109.4764 | 49.7837 | -159.2602 |
Avg Daily Profit (%) | 0.1373 | 0.1762 | -0.0389 | 0 | 0.0254 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198728 | -140935 | -132583 | -196410 | -48172 | -191268 |
Profit Factor | 1.2317 | 1.5512 | 0.8577 | 0.7545 | 1.2866 | 0.415 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 109 | 53 | 56 | 115 | 61 | 54 |
Losing Trades | 118 | 60 | 58 | 112 | 52 | 60 |
Profitability (%) | 48.0176 | 46.9027 | 49.1228 | 50.6608 | 53.9823 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.3333 | 1.7561 | 0.8884 | 0.7348 | 1.0968 | 0.4611 |
Largest Winning Trade | 341052 | 341052 | 35374 | 21588 | 17762 | 21588 |
Largest Losing Trade | -117991 | -64439 | -117991 | -126086 | -29989 | -126086 |
Avg Bars in Trades | 20 | 23 | 16 | 20 | 23 | 16 |
Avg Bars in Winners | 20 | 18 | 21 | 19 | 27 | 11 |
Avg Bars in Losers | 19 | 27 | 12 | 20 | 19 | 21 |
Bars Traded | 4561 | 2639 | 1922 | 4561 | 2639 | 1922 |
Profit Streak | 0 | 0 | 0 | 15.3956 | 18.3956 | 15.3956 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9363 | 322817 | -581092 | -578155 | -159154 | -581191 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4768, "evaluation_days": 1589.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625558400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759195781644, "expiration_time": 1763309952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 128, "offset": 0, "a": 0.72136 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 125 } } }
{ "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": [ [ 218232.0084247582, 279987.6812072296, -61755.6727824715, -109476.4339200471, 49783.734825948, -159260.1687459953 ], [ 218.232008, 279.987681, -61.755673, -109.476434, 49.783735, -159.260169 ], [ 0.137311, 0.176167, -0.038856, 0, 0.025424, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -198728, -140935, -132583, -196410, -48172, -191268 ], [ 1.231653, 1.55122, 0.857746, 0.754495, 1.286635, 0.415001 ], [ 227, 113, 114, 227, 113, 114 ], [ 109, 53, 56, 115, 61, 54 ], [ 118, 60, 58, 112, 52, 60 ], [ 48.017621, 46.902655, 49.122807, 50.660793, 53.982301, 47.368421 ], [ 1.333349, 1.756098, 0.88838, 0.734813, 1.096804, 0.461113 ], [ 341052, 341052, 35374, 21588, 17762, 21588 ], [ -117991, -64439, -117991, -126086, -29989, -126086 ], [ 20, 23, 16, 20, 23, 16 ], [ 20, 18, 21, 19, 27, 11 ], [ 19, 27, 12, 20, 19, 21 ], [ 4561, 2639, 1922, 4561, 2639, 1922 ], [ 0, 0, 0, 15.395621, 18.395621, 15.395621 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -9363, 322817, -581092, -578155, -159154, -581191 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4768, "evaluation_days": 1589.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625558400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759195781644, "expiration_time": 1763309952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 128, "offset": 0, "a": 0.72136 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 125 } } }
# | 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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