Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172070.2059 | 131014.4761 | 41055.7298 | -33555.1273 | -504.4839 | -33050.6434 |
Total P&L (%) | 172.0702 | 131.0145 | 41.0557 | -33.5551 | -0.5045 | -33.0506 |
Avg Daily Profit (%) | 0.1652 | 0.1258 | 0.0394 | -0.0392 | -0.0005 | -0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146421 | -67223 | -110518 | -76687 | -43281 | -59583 |
Profit Factor | 1.1986 | 1.3125 | 1.0918 | 0.9164 | 0.9973 | 0.8464 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 193 | 90 | 103 | 193 | 90 | 103 |
Losing Trades | 92 | 52 | 40 | 92 | 52 | 40 |
Profitability (%) | 67.7193 | 63.3803 | 72.028 | 67.7193 | 63.3803 | 72.028 |
Ratio Avg Win / Avg Loss | 0.5713 | 0.7584 | 0.424 | 0.4369 | 0.5762 | 0.3287 |
Largest Winning Trade | 39535 | 39535 | 29150 | 16212 | 15758 | 16212 |
Largest Losing Trade | -76553 | -49689 | -76553 | -39366 | -36697 | -39366 |
Avg Bars in Trades | 86 | 84 | 88 | 86 | 84 | 88 |
Avg Bars in Winners | 56 | 54 | 57 | 56 | 54 | 57 |
Avg Bars in Losers | 151 | 138 | 169 | 151 | 138 | 169 |
Bars Traded | 24765 | 12059 | 12706 | 24765 | 12059 | 12706 |
Profit Streak | 11.7746 | 19.1496 | 11.7746 | 11.7746 | 19.1496 | 11.7746 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303007 | -24490 | -260328 | -575902 | -578662 | -577470 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669075200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758933323619, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 97, "offset": 0, "std": 3.29932 } } }
{ "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": [ [ 172070.2059036449, 131014.4761368025, 41055.7297668424, -33555.1272845668, -504.4839252635, -33050.6433593034 ], [ 172.070206, 131.014476, 41.05573, -33.555127, -0.504484, -33.050643 ], [ 0.165195, 0.12578, 0.039415, -0.039239, -0.000486, -0.038513 ], [ 10, 10, 10, 10, 10, 10 ], [ -146421, -67223, -110518, -76687, -43281, -59583 ], [ 1.198556, 1.312537, 1.091763, 0.916443, 0.997293, 0.846434 ], [ 285, 142, 143, 285, 142, 143 ], [ 193, 90, 103, 193, 90, 103 ], [ 92, 52, 40, 92, 52, 40 ], [ 67.719298, 63.380282, 72.027972, 67.719298, 63.380282, 72.027972 ], [ 0.571333, 0.758354, 0.423986, 0.436854, 0.576214, 0.328712 ], [ 39535, 39535, 29150, 16212, 15758, 16212 ], [ -76553, -49689, -76553, -39366, -36697, -39366 ], [ 86, 84, 88, 86, 84, 88 ], [ 56, 54, 57, 56, 54, 57 ], [ 151, 138, 169, 151, 138, 169 ], [ 24765, 12059, 12706, 24765, 12059, 12706 ], [ 11.774579, 19.149579, 11.774579, 11.774579, 19.149579, 11.774579 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303007, -24490, -260328, -575902, -578662, -577470 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669075200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758933323619, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 97, "offset": 0, "std": 3.29932 } } }
# | 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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