Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270809.2731 | 122261.2894 | 148547.9838 | 114347.4012 | -3106.1387 | 117453.5399 |
Total P&L (%) | 270.8093 | 122.2613 | 148.548 | 114.3474 | -3.1061 | 117.4535 |
Avg Daily Profit (%) | 0.1694 | 0.0765 | 0.0929 | 0.0477 | -0.002 | 0.0486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97772 | -73275 | -69505 | -145537 | -70688 | -90145 |
Profit Factor | 1.5158 | 1.5657 | 1.481 | 1.1552 | 0.99 | 1.2757 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 59.0361 | 59.5238 | 58.5366 | 59.0361 | 59.5238 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.0518 | 1.0646 | 1.049 | 0.8016 | 0.6732 | 0.9036 |
Largest Winning Trade | 91292 | 91292 | 44172 | 99445 | 60293 | 99445 |
Largest Losing Trade | -67122 | -24834 | -67122 | -76274 | -67280 | -76274 |
Avg Bars in Trades | 34 | 20 | 47 | 34 | 20 | 47 |
Avg Bars in Winners | 24 | 13 | 36 | 24 | 13 | 36 |
Avg Bars in Losers | 47 | 30 | 64 | 47 | 30 | 64 |
Bars Traded | 2835 | 872 | 1963 | 2835 | 872 | 1963 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321612 | -87595 | -66606 | -180510 | -579222 | -128604 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3198, "evaluation_days": 1599, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628380800000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760060008247, "expiration_time": 1764155808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 151, "offset": 84, "multiplier": 2.80961 } }, "second_band": { "type": "ema", "factors": { "length": 78, "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": [ [ 270809.2731471771, 122261.2893927121, 148547.9837544651, 114347.4012134665, -3106.1386646922, 117453.5398781587 ], [ 270.809273, 122.261289, 148.547984, 114.347401, -3.106139, 117.45354 ], [ 0.169362, 0.076461, 0.092901, 0.047693, -0.001973, 0.048593 ], [ 10, 10, 10, 10, 10, 10 ], [ -97772, -73275, -69505, -145537, -70688, -90145 ], [ 1.515839, 1.565651, 1.480979, 1.155207, 0.990002, 1.275664 ], [ 83, 42, 41, 83, 42, 41 ], [ 49, 25, 24, 49, 25, 24 ], [ 34, 17, 17, 34, 17, 17 ], [ 59.036145, 59.52381, 58.536585, 59.036145, 59.52381, 58.536585 ], [ 1.051807, 1.064643, 1.049027, 0.801572, 0.673201, 0.903595 ], [ 91292, 91292, 44172, 99445, 60293, 99445 ], [ -67122, -24834, -67122, -76274, -67280, -76274 ], [ 34, 20, 47, 34, 20, 47 ], [ 24, 13, 36, 24, 13, 36 ], [ 47, 30, 64, 47, 30, 64 ], [ 2835, 872, 1963, 2835, 872, 1963 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321612, -87595, -66606, -180510, -579222, -128604 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3198, "evaluation_days": 1599, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628380800000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760060008247, "expiration_time": 1764155808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 151, "offset": 84, "multiplier": 2.80961 } }, "second_band": { "type": "ema", "factors": { "length": 78, "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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