Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381111.3599 | 348180.6659 | 32930.694 | -70411.357 | 120430.2099 | -190841.5668 |
Total P&L (%) | 381.1114 | 348.1807 | 32.9307 | -70.4114 | 120.4302 | -190.8416 |
Avg Daily Profit (%) | 0.2407 | 0.2199 | 0.0208 | -0.0769 | 0.0499 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223536 | -134961 | -141488 | -1085970 | -438767 | -820146 |
Profit Factor | 1.4097 | 1.7083 | 1.0751 | 0.9785 | 1.0757 | 0.8868 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 53.75 | 52.5 | 55 | 53.75 | 52.5 | 55 |
Ratio Avg Win / Avg Loss | 1.213 | 1.5456 | 0.8796 | 0.842 | 0.9733 | 0.7256 |
Largest Winning Trade | 357939 | 357939 | 35395 | 401965 | 401965 | 184245 |
Largest Losing Trade | -80627 | -52573 | -80627 | -275280 | -184659 | -275280 |
Avg Bars in Trades | 112 | 154 | 70 | 112 | 154 | 70 |
Avg Bars in Winners | 115 | 153 | 79 | 115 | 153 | 79 |
Avg Bars in Losers | 108 | 155 | 58 | 108 | 155 | 58 |
Bars Traded | 18001 | 12368 | 5633 | 18001 | 12368 | 5633 |
Profit Streak | 74.0274 | 74.0274 | 76.694 | 74.0274 | 74.0274 | 76.694 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412953 | -7139 | -325378 | -578030 | -283283 | -598623 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18999, "evaluation_days": 1583.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623564000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758883164175, "expiration_time": 1763646940800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 229, "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": [ [ 381111.3598667003, 348180.6658695706, 32930.6939971294, -70411.3569628832, 120430.2098616688, -190841.5668245514 ], [ 381.11136, 348.180666, 32.930694, -70.411357, 120.43021, -190.841567 ], [ 0.240715, 0.219915, 0.020799, -0.076887, 0.049936, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -223536, -134961, -141488, -1085970, -438767, -820146 ], [ 1.409719, 1.708324, 1.075078, 0.978507, 1.075731, 0.886792 ], [ 160, 80, 80, 160, 80, 80 ], [ 86, 42, 44, 86, 42, 44 ], [ 74, 38, 36, 74, 38, 36 ], [ 53.75, 52.5, 55, 53.75, 52.5, 55 ], [ 1.213014, 1.545627, 0.879609, 0.841971, 0.97328, 0.725557 ], [ 357939, 357939, 35395, 401965, 401965, 184245 ], [ -80627, -52573, -80627, -275280, -184659, -275280 ], [ 112, 154, 70, 112, 154, 70 ], [ 115, 153, 79, 115, 153, 79 ], [ 108, 155, 58, 108, 155, 58 ], [ 18001, 12368, 5633, 18001, 12368, 5633 ], [ 74.027363, 74.027363, 76.69403, 74.027363, 74.027363, 76.69403 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412953, -7139, -325378, -578030, -283283, -598623 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18999, "evaluation_days": 1583.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623564000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758883164175, "expiration_time": 1763646940800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 229, "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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