Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188306.3625 | 91090.9567 | 97215.4058 | 136745.7504 | 63228.1021 | 73517.6483 |
Total P&L (%) | 188.3064 | 91.091 | 97.2154 | 136.7458 | 63.2281 | 73.5176 |
Avg Daily Profit (%) | 0.1808 | 0.0874 | 0.0933 | 0.0828 | 0.047 | 0.0529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99284 | -58900 | -61597 | -142826 | -104143 | -114792 |
Profit Factor | 1.2524 | 1.2462 | 1.2585 | 1.1631 | 1.1561 | 1.1697 |
Total Trades | 695 | 348 | 347 | 695 | 348 | 347 |
Winning Trades | 519 | 257 | 262 | 519 | 257 | 262 |
Losing Trades | 176 | 91 | 85 | 176 | 91 | 85 |
Profitability (%) | 74.6763 | 73.8506 | 75.5043 | 74.6763 | 73.8506 | 75.5043 |
Ratio Avg Win / Avg Loss | 0.4247 | 0.4413 | 0.4083 | 0.3944 | 0.4094 | 0.3795 |
Largest Winning Trade | 48615 | 25088 | 48615 | 84133 | 51153 | 84133 |
Largest Losing Trade | -37384 | -36020 | -37384 | -99106 | -99106 | -85685 |
Avg Bars in Trades | 35 | 39 | 31 | 35 | 39 | 31 |
Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Losers | 84 | 97 | 70 | 84 | 97 | 70 |
Bars Traded | 24673 | 13820 | 10853 | 24673 | 13820 | 10853 |
Profit Streak | 4.7346 | 4.7346 | 14.2346 | 4.7346 | 4.7346 | 14.2346 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513847 | -72403 | -63985 | -116508 | -175243 | -151592 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669150800000, "first_datapoint_time": 1669968000000, "last_datapoint_time": 1759150800000, "evaluation_time": 1759153068684, "expiration_time": 1765630800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "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": [ [ 188306.3624975641, 91090.9567390291, 97215.4057585346, 136745.7503848182, 63228.1020966389, 73517.6482881792 ], [ 188.306362, 91.090957, 97.215406, 136.74575, 63.228102, 73.517648 ], [ 0.180774, 0.087447, 0.093326, 0.082768, 0.047049, 0.05292 ], [ 10, 10, 10, 10, 10, 10 ], [ -99284, -58900, -61597, -142826, -104143, -114792 ], [ 1.252419, 1.246231, 1.258507, 1.163131, 1.156144, 1.16966 ], [ 695, 348, 347, 695, 348, 347 ], [ 519, 257, 262, 519, 257, 262 ], [ 176, 91, 85, 176, 91, 85 ], [ 74.676259, 73.850575, 75.504323, 74.676259, 73.850575, 75.504323 ], [ 0.424712, 0.441272, 0.408294, 0.394434, 0.409374, 0.37947 ], [ 48615, 25088, 48615, 84133, 51153, 84133 ], [ -37384, -36020, -37384, -99106, -99106, -85685 ], [ 35, 39, 31, 35, 39, 31 ], [ 18, 19, 18, 18, 19, 18 ], [ 84, 97, 70, 84, 97, 70 ], [ 24673, 13820, 10853, 24673, 13820, 10853 ], [ 4.734591, 4.734591, 14.234591, 4.734591, 4.734591, 14.234591 ], [ 6, 3, 7, 6, 3, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 513847, -72403, -63985, -116508, -175243, -151592 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669150800000, "first_datapoint_time": 1669968000000, "last_datapoint_time": 1759150800000, "evaluation_time": 1759153068684, "expiration_time": 1765630800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 228, "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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