Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286580.7461 | 246813.523 | 39767.2231 | -72407.4783 | 96740.4569 | -169147.9351 |
Total P&L (%) | 286.5807 | 246.8135 | 39.7672 | -72.4075 | 96.7405 | -169.1479 |
Avg Daily Profit (%) | 0.1799 | 0.1549 | 0.025 | -0.0808 | 0.0425 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232420 | -175371 | -141099 | -1364050 | -906818 | -569044 |
Profit Factor | 1.1812 | 1.3039 | 1.0517 | 0.9762 | 1.0604 | 0.8822 |
Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
Winning Trades | 273 | 128 | 145 | 273 | 128 | 145 |
Losing Trades | 209 | 113 | 96 | 209 | 113 | 96 |
Profitability (%) | 56.639 | 53.112 | 60.166 | 56.639 | 53.112 | 60.166 |
Ratio Avg Win / Avg Loss | 0.9043 | 1.1511 | 0.6963 | 0.7473 | 0.9361 | 0.5841 |
Largest Winning Trade | 121750 | 121750 | 40797 | 444686 | 444686 | 172164 |
Largest Losing Trade | -82430 | -47281 | -82430 | -432021 | -227419 | -432021 |
Avg Bars in Trades | 39 | 49 | 28 | 39 | 49 | 28 |
Avg Bars in Winners | 34 | 42 | 27 | 34 | 42 | 27 |
Avg Bars in Losers | 44 | 58 | 28 | 44 | 58 | 28 |
Bars Traded | 18808 | 12034 | 6774 | 18808 | 12034 | 6774 |
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 | -12012 | 304276 | -324784 | -577398 | -290798 | -578476 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19119, "evaluation_days": 1593.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622772000000, "last_datapoint_time": 1759586400000, "evaluation_time": 1759592066218, "expiration_time": 1764542044800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "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": [ [ 286580.7460559775, 246813.5229854621, 39767.2230705156, -72407.4782525622, 96740.456877125, -169147.9351296867 ], [ 286.580746, 246.813523, 39.767223, -72.407478, 96.740457, -169.147935 ], [ 0.179872, 0.154912, 0.02496, -0.080785, 0.042483, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -232420, -175371, -141099, -1364050, -906818, -569044 ], [ 1.18123, 1.303871, 1.051707, 0.976164, 1.060408, 0.882234 ], [ 482, 241, 241, 482, 241, 241 ], [ 273, 128, 145, 273, 128, 145 ], [ 209, 113, 96, 209, 113, 96 ], [ 56.639004, 53.112033, 60.165975, 56.639004, 53.112033, 60.165975 ], [ 0.904311, 1.151074, 0.696303, 0.74732, 0.936141, 0.5841 ], [ 121750, 121750, 40797, 444686, 444686, 172164 ], [ -82430, -47281, -82430, -432021, -227419, -432021 ], [ 39, 49, 28, 39, 49, 28 ], [ 34, 42, 27, 34, 42, 27 ], [ 44, 58, 28, 44, 58, 28 ], [ 18808, 12034, 6774, 18808, 12034, 6774 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -12012, 304276, -324784, -577398, -290798, -578476 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19119, "evaluation_days": 1593.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622772000000, "last_datapoint_time": 1759586400000, "evaluation_time": 1759592066218, "expiration_time": 1764542044800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "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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