Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478358.2716 | 329190.5947 | 149167.6769 | 56210.3698 | 447359.7406 | -391149.3708 |
Total P&L (%) | 478.3583 | 329.1906 | 149.1677 | 56.2104 | 447.3597 | -391.1494 |
Avg Daily Profit (%) | 0.302 | 0.2078 | 0.0942 | 0.0282 | 0.1074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102524 | -86860 | -90393 | -725501 | -76811 | -716245 |
Profit Factor | 2.1826 | 2.5723 | 1.7644 | 1.0546 | 3.1362 | 0.5234 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 58.9041 | 52.7778 | 64.8649 | 58.9041 | 52.7778 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.5227 | 2.3015 | 0.9557 | 0.7357 | 2.8061 | 0.2835 |
Largest Winning Trade | 311014 | 311014 | 63976 | 229942 | 229942 | 153504 |
Largest Losing Trade | -90393 | -53192 | -90393 | -716245 | -38545 | -716245 |
Avg Bars in Trades | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Winners | 35 | 39 | 31 | 35 | 39 | 31 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 2961 | 1575 | 1386 | 2961 | 1575 | 1386 |
Profit Streak | 42.9767 | 0 | 248.4767 | 42.9767 | 0 | 248.4767 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61647 | 466219 | -63390 | -392641 | -43286 | -577492 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627732800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885983604, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 26, "offset": 110 } } }
{ "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": [ [ 478358.2716437454, 329190.5947093046, 149167.6769344402, 56210.3697507365, 447359.7405876035, -391149.3708368671 ], [ 478.358272, 329.190595, 149.167677, 56.21037, 447.359741, -391.149371 ], [ 0.301994, 0.207822, 0.094172, 0.028163, 0.107377, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -102524, -86860, -90393, -725501, -76811, -716245 ], [ 2.182568, 2.572293, 1.76442, 1.054564, 3.136186, 0.523429 ], [ 73, 36, 37, 73, 36, 37 ], [ 43, 19, 24, 43, 19, 24 ], [ 30, 17, 13, 30, 17, 13 ], [ 58.90411, 52.777778, 64.864865, 58.90411, 52.777778, 64.864865 ], [ 1.522722, 2.301525, 0.955727, 0.735742, 2.806061, 0.283524 ], [ 311014, 311014, 63976, 229942, 229942, 153504 ], [ -90393, -53192, -90393, -716245, -38545, -716245 ], [ 40, 43, 37, 40, 43, 37 ], [ 35, 39, 31, 35, 39, 31 ], [ 48, 48, 48, 48, 48, 48 ], [ 2961, 1575, 1386, 2961, 1575, 1386 ], [ 42.976662, 0, 248.476662, 42.976662, 0, 248.476662 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -61647, 466219, -63390, -392641, -43286, -577492 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627732800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885983604, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 26, "offset": 110 } } }
# | 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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