Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793726.5938 | 586970.1173 | 206756.4765 | 1609935.0714 | 1432843.9899 | 177091.0815 |
Total P&L (%) | 793.7266 | 586.9701 | 206.7565 | 1609.9351 | 1432.844 | 177.0911 |
Avg Daily Profit (%) | 0.4982 | 0.3684 | 0.1298 | 0.1784 | 0.1715 | 0.064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124047 | -70658 | -95990 | -9611299 | -4891228 | -5936407 |
Profit Factor | 1.707 | 1.8489 | 1.4795 | 1.0403 | 1.0645 | 1.01 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 154 | 81 | 73 | 154 | 81 | 73 |
Losing Trades | 152 | 72 | 80 | 152 | 72 | 80 |
Profitability (%) | 50.3268 | 52.9412 | 47.7124 | 50.3268 | 52.9412 | 47.7124 |
Ratio Avg Win / Avg Loss | 1.6848 | 1.6435 | 1.6214 | 1.0268 | 0.9462 | 1.1068 |
Largest Winning Trade | 374683 | 374683 | 44113 | 3272525 | 3272525 | 2478628 |
Largest Losing Trade | -64116 | -64116 | -30373 | -2627748 | -2627748 | -2287264 |
Avg Bars in Trades | 30 | 42 | 19 | 30 | 42 | 19 |
Avg Bars in Winners | 37 | 44 | 29 | 37 | 44 | 29 |
Avg Bars in Losers | 24 | 39 | 11 | 24 | 39 | 11 |
Bars Traded | 9474 | 6464 | 3010 | 9474 | 6464 | 3010 |
Profit Streak | 1.7125 | 4.8792 | 0 | 1.7125 | 4.8792 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472813 | 528619 | -17844 | -169056 | -141801 | -317396 |
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9559, "evaluation_days": 1593.17, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1622808000000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759568763224, "expiration_time": 1763679888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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": [ [ 793726.5938251558, 586970.1173382469, 206756.4764869088, 1609935.0714121864, 1432843.9898771073, 177091.0815350722 ], [ 793.726594, 586.970117, 206.756476, 1609.935071, 1432.84399, 177.091082 ], [ 0.498206, 0.368429, 0.129777, 0.17836, 0.171485, 0.063992 ], [ 10, 10, 10, 10, 10, 10 ], [ -124047, -70658, -95990, -9611299, -4891228, -5936407 ], [ 1.707011, 1.848889, 1.479497, 1.040278, 1.064455, 1.009982 ], [ 306, 153, 153, 306, 153, 153 ], [ 154, 81, 73, 154, 81, 73 ], [ 152, 72, 80, 152, 72, 80 ], [ 50.326797, 52.941176, 47.712418, 50.326797, 52.941176, 47.712418 ], [ 1.684842, 1.643457, 1.621366, 1.026768, 0.946182, 1.10683 ], [ 374683, 374683, 44113, 3272525, 3272525, 2478628 ], [ -64116, -64116, -30373, -2627748, -2627748, -2287264 ], [ 30, 42, 19, 30, 42, 19 ], [ 37, 44, 29, 37, 44, 29 ], [ 24, 39, 11, 24, 39, 11 ], [ 9474, 6464, 3010, 9474, 6464, 3010 ], [ 1.712537, 4.879204, 0, 1.712537, 4.879204, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 472813, 528619, -17844, -169056, -141801, -317396 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9559, "evaluation_days": 1593.17, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1622808000000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759568763224, "expiration_time": 1763679888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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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