Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280768.2494 | 254485.6071 | 26282.6423 | -58252.5829 | -39997.7762 | -18254.8067 |
Total P&L (%) | 280.7682 | 254.4856 | 26.2826 | -58.2526 | -39.9978 | -18.2548 |
Avg Daily Profit (%) | 0.1764 | 0.1599 | 0.0165 | -0.0549 | -0.0321 | -0.0127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161645 | -181902 | -92988 | -419071 | -441516 | -167679 |
Profit Factor | 1.2125 | 1.3837 | 1.0399 | 0.9594 | 0.9496 | 0.9716 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 178 | 87 | 91 | 178 | 87 | 91 |
Losing Trades | 176 | 90 | 86 | 176 | 90 | 86 |
Profitability (%) | 50.2825 | 49.1525 | 51.4124 | 50.2825 | 49.1525 | 51.4124 |
Ratio Avg Win / Avg Loss | 1.1989 | 1.4314 | 0.9828 | 0.9487 | 0.9824 | 0.9182 |
Largest Winning Trade | 124650 | 124650 | 36398 | 133951 | 133951 | 69989 |
Largest Losing Trade | -72752 | -46248 | -72752 | -153177 | -153177 | -106071 |
Avg Bars in Trades | 52 | 65 | 39 | 52 | 65 | 39 |
Avg Bars in Winners | 48 | 57 | 39 | 48 | 57 | 39 |
Avg Bars in Losers | 56 | 73 | 39 | 56 | 73 | 39 |
Bars Traded | 18559 | 11609 | 6949 | 18559 | 11609 | 6949 |
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 | 318808 | 284941 | -351928 | -578890 | -580736 | -580223 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19102, "evaluation_days": 1591.83, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623096000000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759465862848, "expiration_time": 1764415238400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 164, "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": [ [ 280768.2494454153, 254485.6071303266, 26282.6423150892, -58252.5828946948, -39997.7761551014, -18254.8067395934 ], [ 280.768249, 254.485607, 26.282642, -58.252583, -39.997776, -18.254807 ], [ 0.176381, 0.15987, 0.016511, -0.054861, -0.032083, -0.012662 ], [ 10, 10, 10, 10, 10, 10 ], [ -161645, -181902, -92988, -419071, -441516, -167679 ], [ 1.212504, 1.383651, 1.039949, 0.959432, 0.94962, 0.971565 ], [ 354, 177, 177, 354, 177, 177 ], [ 178, 87, 91, 178, 87, 91 ], [ 176, 90, 86, 176, 90, 86 ], [ 50.282486, 49.152542, 51.412429, 50.282486, 49.152542, 51.412429 ], [ 1.19888, 1.431363, 0.982809, 0.948652, 0.982366, 0.918183 ], [ 124650, 124650, 36398, 133951, 133951, 69989 ], [ -72752, -46248, -72752, -153177, -153177, -106071 ], [ 52, 65, 39, 52, 65, 39 ], [ 48, 57, 39, 48, 57, 39 ], [ 56, 73, 39, 56, 73, 39 ], [ 18559, 11609, 6949, 18559, 11609, 6949 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318808, 284941, -351928, -578890, -580736, -580223 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19102, "evaluation_days": 1591.83, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623096000000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759465862848, "expiration_time": 1764415238400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 164, "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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