Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302159.3046 | 324565.0389 | -22405.7343 | -95724.6107 | 78326.7896 | -174051.4003 |
Total P&L (%) | 302.1593 | 324.565 | -22.4057 | -95.7246 | 78.3268 | -174.0514 |
Avg Daily Profit (%) | 0.1897 | 0.2038 | -0.0141 | -0.1978 | 0.0363 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231572 | -108766 | -154546 | -201318 | -61258 | -171255 |
Profit Factor | 1.2923 | 1.6779 | 0.9596 | 0.8311 | 1.3679 | 0.5082 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 59 | 37 | 22 | 59 | 37 | 22 |
Profitability (%) | 59.0278 | 48.6111 | 69.4444 | 59.0278 | 48.6111 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.897 | 1.7738 | 0.4222 | 0.5769 | 1.446 | 0.2236 |
Largest Winning Trade | 278199 | 278199 | 54009 | 121260 | 121260 | 40081 |
Largest Losing Trade | -87728 | -45939 | -87728 | -119851 | -58231 | -119851 |
Avg Bars in Trades | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 3126 | 1612 | 1514 | 3126 | 1612 | 1514 |
Profit Streak | 23.9439 | 23.9439 | 67.9439 | 23.9439 | 23.9439 | 67.9439 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315490 | -68343 | -656190 | -577917 | -223043 | -656190 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3185, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623888000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759487956490, "expiration_time": 1763577360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 35, "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": [ [ 302159.3045873662, 324565.0388822871, -22405.7342949213, -95724.6107219396, 78326.789585285, -174051.4003072245 ], [ 302.159305, 324.565039, -22.405734, -95.724611, 78.32679, -174.0514 ], [ 0.189739, 0.203809, -0.01407, -0.197751, 0.03633, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -231572, -108766, -154546, -201318, -61258, -171255 ], [ 1.292255, 1.677903, 0.959637, 0.831126, 1.367875, 0.508225 ], [ 144, 72, 72, 144, 72, 72 ], [ 85, 35, 50, 85, 35, 50 ], [ 59, 37, 22, 59, 37, 22 ], [ 59.027778, 48.611111, 69.444444, 59.027778, 48.611111, 69.444444 ], [ 0.896977, 1.773783, 0.42224, 0.576899, 1.446039, 0.223619 ], [ 278199, 278199, 54009, 121260, 121260, 40081 ], [ -87728, -45939, -87728, -119851, -58231, -119851 ], [ 21, 22, 21, 21, 22, 21 ], [ 18, 19, 18, 18, 19, 18 ], [ 25, 25, 25, 25, 25, 25 ], [ 3126, 1612, 1514, 3126, 1612, 1514 ], [ 23.943941, 23.943941, 67.943941, 23.943941, 23.943941, 67.943941 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315490, -68343, -656190, -577917, -223043, -656190 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3185, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623888000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759487956490, "expiration_time": 1763577360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 35, "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) |
---|