Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358276.1719 | 350639.9553 | 7636.2166 | -56011.5482 | 73700.2321 | -129711.7802 |
Total P&L (%) | 358.2762 | 350.64 | 7.6362 | -56.0115 | 73.7002 | -129.7118 |
Avg Daily Profit (%) | 0.2253 | 0.2205 | 0.0048 | -0.0516 | 0.0347 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -292441 | -137663 | -164621 | -1463529 | -951671 | -623220 |
Profit Factor | 1.5335 | 1.8421 | 1.0299 | 0.9824 | 1.0353 | 0.8815 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 42.1687 | 46.3415 | 38.0952 | 42.1687 | 46.3415 | 38.0952 |
Ratio Avg Win / Avg Loss | 2.1031 | 2.1329 | 1.6736 | 1.3473 | 1.1988 | 1.4324 |
Largest Winning Trade | 270729 | 270729 | 40792 | 512429 | 512429 | 200925 |
Largest Losing Trade | -66786 | -66786 | -48383 | -364686 | -364686 | -203335 |
Avg Bars in Trades | 220 | 388 | 55 | 220 | 388 | 55 |
Avg Bars in Winners | 160 | 242 | 64 | 160 | 242 | 64 |
Avg Bars in Losers | 263 | 515 | 49 | 263 | 515 | 49 |
Bars Traded | 18278 | 15948 | 2330 | 18278 | 15948 | 2330 |
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 | 220913 | 356579 | -543261 | -583434 | -329550 | -583697 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19080, "evaluation_days": 1590, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623031200000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759310291895, "expiration_time": 1764251136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 100, "offset": 0, "std": 2.98463 } }, "second_band": { "type": "kcu", "factors": { "length": 155, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 358276.1718686792, 350639.9553124346, 7636.2165562447, -56011.5481519155, 73700.2320849474, -129711.780236863 ], [ 358.276172, 350.639955, 7.636217, -56.011548, 73.700232, -129.71178 ], [ 0.225331, 0.220528, 0.004803, -0.051637, 0.034733, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -292441, -137663, -164621, -1463529, -951671, -623220 ], [ 1.533512, 1.842092, 1.029928, 0.982391, 1.035327, 0.881492 ], [ 83, 41, 42, 83, 41, 42 ], [ 35, 19, 16, 35, 19, 16 ], [ 48, 22, 26, 48, 22, 26 ], [ 42.168675, 46.341463, 38.095238, 42.168675, 46.341463, 38.095238 ], [ 2.103103, 2.132949, 1.673633, 1.347278, 1.1988, 1.432424 ], [ 270729, 270729, 40792, 512429, 512429, 200925 ], [ -66786, -66786, -48383, -364686, -364686, -203335 ], [ 220, 388, 55, 220, 388, 55 ], [ 160, 242, 64, 160, 242, 64 ], [ 263, 515, 49, 263, 515, 49 ], [ 18278, 15948, 2330, 18278, 15948, 2330 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 220913, 356579, -543261, -583434, -329550, -583697 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19080, "evaluation_days": 1590, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623031200000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759310291895, "expiration_time": 1764251136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 100, "offset": 0, "std": 2.98463 } }, "second_band": { "type": "kcu", "factors": { "length": 155, "offset": 0, "scalar": 1 } } }
# | 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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