Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287297.2818 | 176552.2402 | 110745.0416 | 240358.6706 | 43026.9768 | 197331.6938 |
Total P&L (%) | 287.2973 | 176.5522 | 110.745 | 240.3587 | 43.027 | 197.3317 |
Avg Daily Profit (%) | 0.2758 | 0.1695 | 0.1063 | 0.1177 | 0.0344 | 0.1047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110878 | -69983 | -70323 | -494159 | -383521 | -210848 |
Profit Factor | 1.5295 | 1.6378 | 1.4168 | 1.1683 | 1.0543 | 1.3108 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 72.4719 | 75.2809 | 69.6629 | 72.4719 | 75.2809 | 69.6629 |
Ratio Avg Win / Avg Loss | 0.581 | 0.5378 | 0.617 | 0.4438 | 0.3462 | 0.5708 |
Largest Winning Trade | 48354 | 48354 | 32521 | 106991 | 106991 | 89581 |
Largest Losing Trade | -68567 | -47671 | -68567 | -339024 | -339024 | -206164 |
Avg Bars in Trades | 134 | 135 | 133 | 134 | 135 | 133 |
Avg Bars in Winners | 87 | 87 | 86 | 87 | 87 | 86 |
Avg Bars in Losers | 260 | 281 | 242 | 260 | 281 | 242 |
Bars Traded | 23970 | 12057 | 11913 | 23970 | 12057 | 11913 |
Profit Streak | 20.3416 | 59.2166 | 20.3416 | 20.3416 | 59.2166 | 20.3416 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482523 | 445545 | -48857 | -67660 | -306758 | -51706 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669741200000, "first_datapoint_time": 1670551200000, "last_datapoint_time": 1759741200000, "evaluation_time": 1759745516528, "expiration_time": 1766221200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 53, "offset": 0, "std": 3.5374 } }, "second_band": { "type": "sinwma", "factors": { "length": 226, "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": [ [ 287297.281806136, 176552.2402453551, 110745.0415607812, 240358.6706099579, 43026.9768197092, 197331.6937902488 ], [ 287.297282, 176.55224, 110.745042, 240.358671, 43.026977, 197.331694 ], [ 0.275805, 0.16949, 0.106315, 0.117652, 0.034361, 0.104664 ], [ 10, 10, 10, 10, 10, 10 ], [ -110878, -69983, -70323, -494159, -383521, -210848 ], [ 1.529546, 1.6378, 1.416772, 1.168324, 1.054262, 1.310756 ], [ 178, 89, 89, 178, 89, 89 ], [ 129, 67, 62, 129, 67, 62 ], [ 49, 22, 27, 49, 22, 27 ], [ 72.47191, 75.280899, 69.662921, 72.47191, 75.280899, 69.662921 ], [ 0.58099, 0.537785, 0.616981, 0.443782, 0.346176, 0.570813 ], [ 48354, 48354, 32521, 106991, 106991, 89581 ], [ -68567, -47671, -68567, -339024, -339024, -206164 ], [ 134, 135, 133, 134, 135, 133 ], [ 87, 87, 86, 87, 87, 86 ], [ 260, 281, 242, 260, 281, 242 ], [ 23970, 12057, 11913, 23970, 12057, 11913 ], [ 20.341626, 59.216626, 20.341626, 20.341626, 59.216626, 20.341626 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 482523, 445545, -48857, -67660, -306758, -51706 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669741200000, "first_datapoint_time": 1670551200000, "last_datapoint_time": 1759741200000, "evaluation_time": 1759745516528, "expiration_time": 1766221200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 53, "offset": 0, "std": 3.5374 } }, "second_band": { "type": "sinwma", "factors": { "length": 226, "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) |
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