Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462064.8461 | 414597.3262 | 47467.5199 | -30757.8463 | 554112.3356 | -584870.1819 |
Total P&L (%) | 462.0648 | 414.5973 | 47.4675 | -30.7578 | 554.1123 | -584.8702 |
Avg Daily Profit (%) | 0.2918 | 0.2618 | 0.03 | -0.0232 | 0.1187 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -265180 | -146727 | -136687 | -2460422 | -1433503 | -1237454 |
Profit Factor | 1.339 | 1.5599 | 1.0763 | 0.9963 | 1.1265 | 0.8526 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 55.9829 | 55.5556 | 56.4103 | 55.9829 | 55.5556 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.0528 | 1.248 | 0.8317 | 0.7834 | 0.9012 | 0.6589 |
Largest Winning Trade | 287562 | 287562 | 44431 | 479661 | 479661 | 242297 |
Largest Losing Trade | -48356 | -48356 | -45129 | -687905 | -687905 | -596687 |
Avg Bars in Trades | 39 | 50 | 29 | 39 | 50 | 29 |
Avg Bars in Winners | 38 | 44 | 32 | 38 | 44 | 32 |
Avg Bars in Losers | 41 | 58 | 24 | 41 | 58 | 24 |
Bars Traded | 9338 | 5910 | 3428 | 9338 | 5910 | 3428 |
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 | 386215 | 370755 | -291836 | -578777 | -116684 | -579912 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9501, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623902400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758905821016, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 3.64513 } } }
{ "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": [ [ 462064.8460774962, 414597.3261920404, 47467.5198854558, -30757.846322305, 554112.3355943958, -584870.1819167008 ], [ 462.064846, 414.597326, 47.46752, -30.757846, 554.112336, -584.870182 ], [ 0.2918, 0.261823, 0.029976, -0.023209, 0.118675, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -265180, -146727, -136687, -2460422, -1433503, -1237454 ], [ 1.339041, 1.559938, 1.076262, 0.996315, 1.126535, 0.85263 ], [ 234, 117, 117, 234, 117, 117 ], [ 131, 65, 66, 131, 65, 66 ], [ 103, 52, 51, 103, 52, 51 ], [ 55.982906, 55.555556, 56.410256, 55.982906, 55.555556, 56.410256 ], [ 1.052834, 1.24795, 0.831657, 0.783363, 0.901228, 0.658851 ], [ 287562, 287562, 44431, 479661, 479661, 242297 ], [ -48356, -48356, -45129, -687905, -687905, -596687 ], [ 39, 50, 29, 39, 50, 29 ], [ 38, 44, 32, 38, 44, 32 ], [ 41, 58, 24, 41, 58, 24 ], [ 9338, 5910, 3428, 9338, 5910, 3428 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386215, 370755, -291836, -578777, -116684, -579912 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9501, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623902400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758905821016, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 138, "offset": 0, "multiplier": 3.64513 } } }
# | 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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