Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168744.4924 | 116522.2507 | 52222.2417 | 222.307 | -20587.0509 | 20809.358 |
Total P&L (%) | 168.7445 | 116.5223 | 52.2222 | 0.2223 | -20.5871 | 20.8094 |
Avg Daily Profit (%) | 0.162 | 0.1119 | 0.0501 | 0.0002 | -0.0221 | 0.0182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103616 | -94606 | -38726 | -247887 | -219552 | -105124 |
Profit Factor | 1.2615 | 1.2624 | 1.2594 | 1.0003 | 0.9644 | 1.0828 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 148 | 72 | 76 | 148 | 72 | 76 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 65.4867 | 63.7168 | 67.2566 | 65.4867 | 63.7168 | 67.2566 |
Ratio Avg Win / Avg Loss | 0.6648 | 0.7189 | 0.6131 | 0.5272 | 0.5492 | 0.5272 |
Largest Winning Trade | 42583 | 42583 | 15986 | 67170 | 67170 | 24841 |
Largest Losing Trade | -64889 | -64889 | -38726 | -107930 | -107930 | -105124 |
Avg Bars in Trades | 108 | 181 | 34 | 108 | 181 | 34 |
Avg Bars in Winners | 75 | 122 | 30 | 75 | 122 | 30 |
Avg Bars in Losers | 170 | 284 | 44 | 170 | 284 | 44 |
Bars Traded | 24440 | 20506 | 3934 | 24440 | 20506 | 3934 |
Profit Streak | 0 | 52.6526 | 0 | 0 | 52.6526 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312060 | -42346 | -126995 | -577008 | -577654 | -304047 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669240800000, "first_datapoint_time": 1669982400000, "last_datapoint_time": 1759240800000, "evaluation_time": 1759243188278, "expiration_time": 1765720800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 207, "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": [ [ 168744.492377831, 116522.2506973341, 52222.2416804968, 222.3070293464, -20587.0509387075, 20809.3579680539 ], [ 168.744492, 116.522251, 52.222242, 0.222307, -20.587051, 20.809358 ], [ 0.161994, 0.111861, 0.050133, 0.000213, -0.022126, 0.01815 ], [ 10, 10, 10, 10, 10, 10 ], [ -103616, -94606, -38726, -247887, -219552, -105124 ], [ 1.261488, 1.262436, 1.259397, 1.000268, 0.964426, 1.082835 ], [ 226, 113, 113, 226, 113, 113 ], [ 148, 72, 76, 148, 72, 76 ], [ 78, 41, 37, 78, 41, 37 ], [ 65.486726, 63.716814, 67.256637, 65.486726, 63.716814, 67.256637 ], [ 0.664838, 0.718887, 0.613127, 0.527168, 0.549187, 0.52717 ], [ 42583, 42583, 15986, 67170, 67170, 24841 ], [ -64889, -64889, -38726, -107930, -107930, -105124 ], [ 108, 181, 34, 108, 181, 34 ], [ 75, 122, 30, 75, 122, 30 ], [ 170, 284, 44, 170, 284, 44 ], [ 24440, 20506, 3934, 24440, 20506, 3934 ], [ 0, 52.652642, 0, 0, 52.652642, 0 ], [ 0, 7, 0, 0, 7, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312060, -42346, -126995, -577008, -577654, -304047 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669240800000, "first_datapoint_time": 1669982400000, "last_datapoint_time": 1759240800000, "evaluation_time": 1759243188278, "expiration_time": 1765720800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 207, "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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