Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434474.4798 | 224436.241 | 210038.2387 | 1246793.9489 | 361039.4555 | 885754.4935 |
Total P&L (%) | 434.4745 | 224.4362 | 210.0382 | 1246.7939 | 361.0395 | 885.7545 |
Avg Daily Profit (%) | 0.2732 | 0.1411 | 0.1321 | 0.1636 | 0.0961 | 0.144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97345 | -84060 | -14517 | -396041 | -396041 | -72520 |
Profit Factor | 2.748 | 2.1403 | 5.0604 | 2.0566 | 1.3709 | 5.2875 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Losing Trades | 14 | 5 | 9 | 14 | 5 | 9 |
Profitability (%) | 83.7209 | 88.3721 | 79.0698 | 83.7209 | 88.3721 | 79.0698 |
Ratio Avg Win / Avg Loss | 0.5343 | 0.2816 | 1.3395 | 0.3999 | 0.1804 | 1.3996 |
Largest Winning Trade | 35985 | 35985 | 32677 | 331704 | 248892 | 331704 |
Largest Losing Trade | -84060 | -84060 | -13214 | -396041 | -396041 | -72520 |
Avg Bars in Trades | 31 | 53 | 9 | 31 | 53 | 9 |
Avg Bars in Winners | 9 | 12 | 5 | 9 | 12 | 5 |
Avg Bars in Losers | 145 | 359 | 26 | 145 | 359 | 26 |
Bars Traded | 2710 | 2284 | 426 | 2710 | 2284 | 426 |
Profit Streak | 125.5466 | 125.5466 | 295.0466 | 125.5466 | 125.5466 | 295.0466 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605590 | 70331 | -4556 | 538849 | -60454 | 428894 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3181, "evaluation_days": 1590.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1632009600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759280825893, "expiration_time": 1763399376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 235, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 434474.479783635, 224436.241046159, 210038.2387374761, 1246793.9489245694, 361039.4554676245, 885754.4934569448 ], [ 434.47448, 224.436241, 210.038239, 1246.793949, 361.039455, 885.754493 ], [ 0.273168, 0.14111, 0.132058, 0.163624, 0.096136, 0.143973 ], [ 10, 10, 10, 10, 10, 10 ], [ -97345, -84060, -14517, -396041, -396041, -72520 ], [ 2.748018, 2.140291, 5.060355, 2.056598, 1.370899, 5.287487 ], [ 86, 43, 43, 86, 43, 43 ], [ 72, 38, 34, 72, 38, 34 ], [ 14, 5, 9, 14, 5, 9 ], [ 83.72093, 88.372093, 79.069767, 83.72093, 88.372093, 79.069767 ], [ 0.534337, 0.281617, 1.339506, 0.399894, 0.180381, 1.399629 ], [ 35985, 35985, 32677, 331704, 248892, 331704 ], [ -84060, -84060, -13214, -396041, -396041, -72520 ], [ 31, 53, 9, 31, 53, 9 ], [ 9, 12, 5, 9, 12, 5 ], [ 145, 359, 26, 145, 359, 26 ], [ 2710, 2284, 426, 2710, 2284, 426 ], [ 125.546596, 125.546596, 295.046596, 125.546596, 125.546596, 295.046596 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 605590, 70331, -4556, 538849, -60454, 428894 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3181, "evaluation_days": 1590.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1632009600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759280825893, "expiration_time": 1763399376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 235, "offset": 0, "scalar": 3 } } }
# | 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) |
---|