Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499576.5466 | 440942.418 | 58634.1286 | -37191.6009 | 52477.1903 | -89668.7911 |
Total P&L (%) | 499.5765 | 440.9424 | 58.6341 | -37.1916 | 52.4772 | -89.6688 |
Avg Daily Profit (%) | 0.3155 | 0.2785 | 0.037 | -0.0294 | 0.0266 | -0.1433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174667 | -136631 | -123375 | -248544 | -145875 | -172697 |
Profit Factor | 1.5263 | 2.2167 | 1.0999 | 0.9574 | 1.1721 | 0.842 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 57.9618 | 57.6923 | 58.2278 | 57.9618 | 57.6923 | 58.2278 |
Ratio Avg Win / Avg Loss | 1.107 | 1.6256 | 0.7891 | 0.6944 | 0.8595 | 0.6041 |
Largest Winning Trade | 379947 | 379947 | 44998 | 54025 | 54025 | 35124 |
Largest Losing Trade | -66476 | -52187 | -66476 | -131431 | -63306 | -131431 |
Avg Bars in Trades | 38 | 23 | 53 | 38 | 23 | 53 |
Avg Bars in Winners | 34 | 18 | 50 | 34 | 18 | 50 |
Avg Bars in Losers | 44 | 29 | 58 | 44 | 29 | 58 |
Bars Traded | 6068 | 1823 | 4245 | 6068 | 1823 | 4245 |
Profit Streak | 14.9654 | 46.2154 | 14.9654 | 14.9654 | 46.2154 | 14.9654 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485192 | -18904 | -281013 | -577375 | -222790 | -605319 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1627452000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758906608795, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 21, "offset": 0, "std": 4.1043 } }, "second_band": { "type": "dcl", "factors": { "length": 227, "offset": 30 } } }
{ "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": [ [ 499576.5465738229, 440942.4179988728, 58634.12857495, -37191.6008663027, 52477.1902801681, -89668.7911464707 ], [ 499.576547, 440.942418, 58.634129, -37.191601, 52.47719, -89.668791 ], [ 0.315489, 0.278461, 0.037028, -0.029366, 0.026644, -0.143251 ], [ 10, 10, 10, 10, 10, 10 ], [ -174667, -136631, -123375, -248544, -145875, -172697 ], [ 1.526322, 2.216749, 1.099923, 0.95738, 1.172061, 0.842033 ], [ 157, 78, 79, 157, 78, 79 ], [ 91, 45, 46, 91, 45, 46 ], [ 66, 33, 33, 66, 33, 33 ], [ 57.961783, 57.692308, 58.227848, 57.961783, 57.692308, 58.227848 ], [ 1.107003, 1.625616, 0.789075, 0.694364, 0.859512, 0.604067 ], [ 379947, 379947, 44998, 54025, 54025, 35124 ], [ -66476, -52187, -66476, -131431, -63306, -131431 ], [ 38, 23, 53, 38, 23, 53 ], [ 34, 18, 50, 34, 18, 50 ], [ 44, 29, 58, 44, 29, 58 ], [ 6068, 1823, 4245, 6068, 1823, 4245 ], [ 14.965379, 46.215379, 14.965379, 14.96538, 46.21538, 14.96538 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 485192, -18904, -281013, -577375, -222790, -605319 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1627452000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758906608795, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 21, "offset": 0, "std": 4.1043 } }, "second_band": { "type": "dcl", "factors": { "length": 227, "offset": 30 } } }
# | 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) |
---|