Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394408.7412 | 354736.212 | 39672.5292 | -807240.1285 | -489796.6846 | -317443.4439 |
Total P&L (%) | 394.4087 | 354.7362 | 39.6725 | -807.2401 | -489.7967 | -317.4434 |
Avg Daily Profit (%) | 0.2467 | 0.2219 | 0.0248 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208785 | -144253 | -92376 | -2681083 | -2173080 | -1002831 |
Profit Factor | 1.579 | 2.1439 | 1.1069 | 0.8416 | 0.8266 | 0.8602 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 17 | 22 | 26 | 16 | 10 |
Losing Trades | 27 | 16 | 11 | 40 | 17 | 23 |
Profitability (%) | 59.0909 | 51.5152 | 66.6667 | 39.3939 | 48.4848 | 30.303 |
Ratio Avg Win / Avg Loss | 1.0931 | 2.0178 | 0.5535 | 1.2947 | 0.8782 | 1.9785 |
Largest Winning Trade | 274434 | 274434 | 50222 | 776943 | 402633 | 776943 |
Largest Losing Trade | -186722 | -62184 | -186722 | -1092761 | -1092761 | -452312 |
Avg Bars in Trades | 138 | 193 | 84 | 138 | 193 | 84 |
Avg Bars in Winners | 99 | 138 | 69 | 198 | 250 | 114 |
Avg Bars in Losers | 195 | 250 | 114 | 99 | 138 | 71 |
Bars Traded | 9148 | 6371 | 2777 | 9148 | 6371 | 2777 |
Profit Streak | 26.1808 | 26.1808 | 191.1808 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116493 | 453593 | -263044 | -712013 | -581392 | -585684 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9591, "evaluation_days": 1598.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624075200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760026819391, "expiration_time": 1764154512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 151, "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": [ [ 394408.7411927019, 354736.2119786389, 39672.529214063, -807240.1284536829, -489796.6845736769, -317443.4438800054 ], [ 394.408741, 354.736212, 39.672529, -807.240128, -489.796685, -317.443444 ], [ 0.246737, 0.221918, 0.024819, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -208785, -144253, -92376, -2681083, -2173080, -1002831 ], [ 1.57898, 2.143911, 1.106904, 0.841579, 0.826588, 0.860224 ], [ 66, 33, 33, 66, 33, 33 ], [ 39, 17, 22, 26, 16, 10 ], [ 27, 16, 11, 40, 17, 23 ], [ 59.090909, 51.515152, 66.666667, 39.393939, 48.484848, 30.30303 ], [ 1.09314, 2.017799, 0.553452, 1.294737, 0.878249, 1.978515 ], [ 274434, 274434, 50222, 776943, 402633, 776943 ], [ -186722, -62184, -186722, -1092761, -1092761, -452312 ], [ 138, 193, 84, 138, 193, 84 ], [ 99, 138, 69, 198, 250, 114 ], [ 195, 250, 114, 99, 138, 71 ], [ 9148, 6371, 2777, 9148, 6371, 2777 ], [ 26.18078, 26.18078, 191.18078, 0, 0, 0 ], [ 2, 1, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -116493, 453593, -263044, -712013, -581392, -585684 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9591, "evaluation_days": 1598.5, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624075200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760026819391, "expiration_time": 1764154512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 151, "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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