Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247586.4988 | 200388.0328 | 47198.466 | -29697.9931 | 2759.9364 | -32457.9295 |
Total P&L (%) | 247.5865 | 200.388 | 47.1985 | -29.698 | 2.7599 | -32.4579 |
Avg Daily Profit (%) | 0.1563 | 0.1265 | 0.0298 | -0.0222 | 0.0017 | -0.0248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140363 | -129765 | -83153 | -193632 | -119379 | -104507 |
Profit Factor | 1.3703 | 1.6741 | 1.1271 | 0.9577 | 1.0079 | 0.9083 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 67.1533 | 70.5882 | 63.7681 | 67.1533 | 70.5882 | 63.7681 |
Ratio Avg Win / Avg Loss | 0.6702 | 0.6976 | 0.6404 | 0.4684 | 0.42 | 0.5161 |
Largest Winning Trade | 50374 | 50374 | 34344 | 40354 | 40354 | 36634 |
Largest Losing Trade | -66607 | -66607 | -55166 | -111606 | -111606 | -73150 |
Avg Bars in Trades | 20 | 30 | 10 | 20 | 30 | 10 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 42 | 79 | 13 | 42 | 79 | 13 |
Bars Traded | 2806 | 2056 | 750 | 2806 | 2056 | 750 |
Profit Streak | 116.383 | 0 | 116.883 | 116.383 | 0 | 116.883 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342804 | -130246 | -336110 | -577349 | -676276 | -679831 |
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{ "first_band": { "type": "bbl", "factors": { "length": 2, "offset": 0, "std": 2.19158 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "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": [ [ 247586.498834943, 200388.0327872256, 47198.4660477173, -29697.9931498264, 2759.9363531181, -32457.9295029445 ], [ 247.586499, 200.388033, 47.198466, -29.697993, 2.759936, -32.45793 ], [ 0.156305, 0.126508, 0.029797, -0.022243, 0.001719, -0.024771 ], [ 10, 10, 10, 10, 10, 10 ], [ -140363, -129765, -83153, -193632, -119379, -104507 ], [ 1.370286, 1.674133, 1.127088, 0.957709, 1.007928, 0.908336 ], [ 137, 68, 69, 137, 68, 69 ], [ 92, 48, 44, 92, 48, 44 ], [ 45, 20, 25, 45, 20, 25 ], [ 67.153285, 70.588235, 63.768116, 67.153285, 70.588235, 63.768116 ], [ 0.670249, 0.697555, 0.640391, 0.468444, 0.41997, 0.5161 ], [ 50374, 50374, 34344, 40354, 40354, 36634 ], [ -66607, -66607, -55166, -111606, -111606, -73150 ], [ 20, 30, 10, 20, 30, 10 ], [ 9, 9, 9, 9, 9, 9 ], [ 42, 79, 13, 42, 79, 13 ], [ 2806, 2056, 750, 2806, 2056, 750 ], [ 116.383008, 0, 116.883008, 116.383008, 0, 116.883008 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342804, -130246, -336110, -577349, -676276, -679831 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627689600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758877891889, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 2, "offset": 0, "std": 2.19158 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "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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