Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216991.8333 | 123250.3395 | 93741.4938 | 159666.7755 | -5752.1084 | 165418.8839 |
Total P&L (%) | 216.9918 | 123.2503 | 93.7415 | 159.6668 | -5.7521 | 165.4189 |
Avg Daily Profit (%) | 0.2083 | 0.1183 | 0.09 | 0.0917 | -0.0057 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109289 | -72782 | -87494 | -338062 | -212188 | -217169 |
Profit Factor | 1.2237 | 1.2486 | 1.1976 | 1.1145 | 0.9924 | 1.2611 |
Total Trades | 780 | 390 | 390 | 780 | 390 | 390 |
Winning Trades | 531 | 258 | 273 | 531 | 258 | 273 |
Losing Trades | 249 | 132 | 117 | 249 | 132 | 117 |
Profitability (%) | 68.0769 | 66.1538 | 70 | 68.0769 | 66.1538 | 70 |
Ratio Avg Win / Avg Loss | 0.5738 | 0.6388 | 0.5133 | 0.5226 | 0.5078 | 0.5405 |
Largest Winning Trade | 31718 | 31718 | 24254 | 96190 | 38348 | 96190 |
Largest Losing Trade | -36135 | -33936 | -36135 | -160587 | -160587 | -126931 |
Avg Bars in Trades | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 66 | 72 | 59 | 66 | 72 | 59 |
Bars Traded | 24690 | 13655 | 11035 | 24690 | 13655 | 11035 |
Profit Streak | 6.4416 | 6.4416 | 7.4832 | 6.4416 | 6.4416 | 7.4832 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509954 | -32193 | -71697 | -158350 | -576036 | -63651 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669392000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758832550810, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.61573, "nc": 0.1 } }, "second_band": { "type": "midpoint", "factors": { "length": 185, "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": [ [ 216991.833330242, 123250.3395374822, 93741.4937927599, 159666.7754966706, -5752.1084495674, 165418.8839462379 ], [ 216.991833, 123.25034, 93.741494, 159.666775, -5.752108, 165.418884 ], [ 0.208321, 0.118326, 0.089996, 0.091652, -0.005687, 0.093757 ], [ 10, 10, 10, 10, 10, 10 ], [ -109289, -72782, -87494, -338062, -212188, -217169 ], [ 1.223668, 1.248633, 1.197584, 1.114477, 0.992444, 1.261117 ], [ 780, 390, 390, 780, 390, 390 ], [ 531, 258, 273, 531, 258, 273 ], [ 249, 132, 117, 249, 132, 117 ], [ 68.076923, 66.153846, 70, 68.076923, 66.153846, 70 ], [ 0.573811, 0.638836, 0.51325, 0.522608, 0.507762, 0.540479 ], [ 31718, 31718, 24254, 96190, 38348, 96190 ], [ -36135, -33936, -36135, -160587, -160587, -126931 ], [ 31, 35, 28, 31, 35, 28 ], [ 15, 15, 15, 15, 15, 15 ], [ 66, 72, 59, 66, 72, 59 ], [ 24690, 13655, 11035, 24690, 13655, 11035 ], [ 6.44156, 6.44156, 7.483227, 6.44156, 6.44156, 7.483227 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 509954, -32193, -71697, -158350, -576036, -63651 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669392000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758832550810, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.61573, "nc": 0.1 } }, "second_band": { "type": "midpoint", "factors": { "length": 185, "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) |
---|