Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361993.2778 | 256096.856 | 105896.4218 | 54034.5337 | 34961.2557 | 19073.278 |
Total P&L (%) | 361.9933 | 256.0969 | 105.8964 | 54.0345 | 34.9613 | 19.0733 |
Avg Daily Profit (%) | 0.2285 | 0.1617 | 0.0669 | 0.0273 | 0.0189 | 0.011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130271 | -108251 | -71129 | -294035 | -152952 | -193182 |
Profit Factor | 1.6988 | 1.8798 | 1.4667 | 1.058 | 1.0709 | 1.0435 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 54.1667 | 52.7778 | 55.5556 | 54.1667 | 52.7778 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.4375 | 1.6819 | 1.1734 | 0.8953 | 0.9582 | 0.8348 |
Largest Winning Trade | 244361 | 244361 | 43047 | 116480 | 116480 | 63372 |
Largest Losing Trade | -61291 | -59338 | -61291 | -181210 | -94048 | -181210 |
Avg Bars in Trades | 41 | 60 | 22 | 41 | 60 | 22 |
Avg Bars in Winners | 37 | 55 | 21 | 37 | 55 | 21 |
Avg Bars in Losers | 46 | 66 | 24 | 46 | 66 | 24 |
Bars Traded | 3001 | 2179 | 822 | 3001 | 2179 | 822 |
Profit Streak | 107.4569 | 178.9569 | 107.4569 | 107.4569 | 178.9569 | 107.4569 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71632 | 452734 | -101007 | -397473 | -312709 | -358377 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625572800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758884273673, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "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": [ [ 361993.277779139, 256096.8560017673, 105896.4217773718, 54034.5337296449, 34961.2557092796, 19073.2780203654 ], [ 361.993278, 256.096856, 105.896422, 54.034534, 34.961256, 19.073278 ], [ 0.228531, 0.161677, 0.066854, 0.027277, 0.01893, 0.011021 ], [ 10, 10, 10, 10, 10, 10 ], [ -130271, -108251, -71129, -294035, -152952, -193182 ], [ 1.698842, 1.879769, 1.466721, 1.058025, 1.070915, 1.043525 ], [ 72, 36, 36, 72, 36, 36 ], [ 39, 19, 20, 39, 19, 20 ], [ 33, 17, 16, 33, 17, 16 ], [ 54.166667, 52.777778, 55.555556, 54.166667, 52.777778, 55.555556 ], [ 1.437482, 1.681898, 1.173377, 0.895252, 0.958187, 0.83482 ], [ 244361, 244361, 43047, 116480, 116480, 63372 ], [ -61291, -59338, -61291, -181210, -94048, -181210 ], [ 41, 60, 22, 41, 60, 22 ], [ 37, 55, 21, 37, 55, 21 ], [ 46, 66, 24, 46, 66, 24 ], [ 3001, 2179, 822, 3001, 2179, 822 ], [ 107.456871, 178.956871, 107.456871, 107.456871, 178.956871, 107.456871 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -71632, 452734, -101007, -397473, -312709, -358377 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625572800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758884273673, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 86, "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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