Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148116.1889 | 246596.1405 | -98479.9516 | -238745.4522 | 77967.9274 | -316713.3796 |
Total P&L (%) | 148.1162 | 246.5961 | -98.48 | -238.7455 | 77.9679 | -316.7134 |
Avg Daily Profit (%) | 0.0936 | 0.1558 | -0.0622 | 0 | 0.0364 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -378874 | -123784 | -369842 | -488817 | -97040 | -449957 |
Profit Factor | 1.086 | 1.3509 | 0.9034 | 0.7982 | 1.1852 | 0.5845 |
Total Trades | 493 | 246 | 247 | 493 | 246 | 247 |
Winning Trades | 374 | 181 | 193 | 198 | 96 | 102 |
Losing Trades | 119 | 65 | 54 | 295 | 150 | 145 |
Profitability (%) | 75.8621 | 73.5772 | 78.1377 | 40.1623 | 39.0244 | 41.2955 |
Ratio Avg Win / Avg Loss | 0.3455 | 0.4851 | 0.2528 | 1.1893 | 1.8518 | 0.8309 |
Largest Winning Trade | 53866 | 53866 | 30929 | 80119 | 80119 | 64711 |
Largest Losing Trade | -302601 | -53183 | -302601 | -159680 | -45855 | -159680 |
Avg Bars in Trades | 37 | 38 | 37 | 37 | 38 | 37 |
Avg Bars in Winners | 21 | 21 | 21 | 47 | 48 | 46 |
Avg Bars in Losers | 90 | 88 | 93 | 31 | 32 | 30 |
Bars Traded | 18718 | 9562 | 9156 | 18718 | 9562 | 9156 |
Profit Streak | 10.7834 | 51.7834 | 10.7834 | 0 | 0 | 0 |
Trades During Streak | 6 | 15 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188086 | 415265 | -574863 | -580360 | -163539 | -583426 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18999, "evaluation_days": 1583.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622541600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758826086646, "expiration_time": 1763646940800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 87, "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": [ [ 148116.188918843, 246596.1405438574, -98479.9516250143, -238745.4521978242, 77967.9274019912, -316713.3795998154 ], [ 148.116189, 246.596141, -98.479952, -238.745452, 77.967927, -316.71338 ], [ 0.093552, 0.155753, -0.062201, 0, 0.036415, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -378874, -123784, -369842, -488817, -97040, -449957 ], [ 1.085997, 1.350903, 0.903413, 0.798243, 1.185151, 0.584491 ], [ 493, 246, 247, 493, 246, 247 ], [ 374, 181, 193, 198, 96, 102 ], [ 119, 65, 54, 295, 150, 145 ], [ 75.862069, 73.577236, 78.137652, 40.162272, 39.02439, 41.295547 ], [ 0.345544, 0.485131, 0.252768, 1.189302, 1.851799, 0.830895 ], [ 53866, 53866, 30929, 80119, 80119, 64711 ], [ -302601, -53183, -302601, -159680, -45855, -159680 ], [ 37, 38, 37, 37, 38, 37 ], [ 21, 21, 21, 47, 48, 46 ], [ 90, 88, 93, 31, 32, 30 ], [ 18718, 9562, 9156, 18718, 9562, 9156 ], [ 10.78341, 51.78341, 10.78341, 0, 0, 0 ], [ 6, 15, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -188086, 415265, -574863, -580360, -163539, -583426 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18999, "evaluation_days": 1583.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622541600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758826086646, "expiration_time": 1763646940800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 87, "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) |
---|