Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243116.6987 | 197455.9386 | 45660.7602 | -121571.0539 | 128772.3342 | -250343.3881 |
Total P&L (%) | 243.1167 | 197.4559 | 45.6608 | -121.5711 | 128.7723 | -250.3434 |
Avg Daily Profit (%) | 0.1535 | 0.1247 | 0.0288 | 0 | 0.0523 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164844 | -116234 | -134802 | -854452 | -428378 | -757972 |
Profit Factor | 1.2405 | 1.3865 | 1.0913 | 0.9499 | 1.1201 | 0.8153 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 137 | 64 | 73 | 113 | 58 | 55 |
Losing Trades | 86 | 47 | 39 | 110 | 53 | 57 |
Profitability (%) | 61.435 | 57.6577 | 65.1786 | 50.6726 | 52.2523 | 49.1071 |
Ratio Avg Win / Avg Loss | 0.7787 | 1.0182 | 0.583 | 0.9247 | 1.0235 | 0.845 |
Largest Winning Trade | 53647 | 53647 | 44301 | 99713 | 93789 | 99713 |
Largest Losing Trade | -108958 | -52491 | -108958 | -714834 | -161931 | -714834 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 19 | 20 | 19 | 32 | 32 | 32 |
Avg Bars in Losers | 40 | 40 | 40 | 23 | 25 | 21 |
Bars Traded | 6230 | 3211 | 3019 | 6230 | 3211 | 3019 |
Profit Streak | 5.2399 | 0 | 8.7399 | 0 | 18.4899 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320993 | -24920 | -275184 | -579245 | -210679 | -581103 |
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{ "first_band": { "type": "bbm", "factors": { "length": 18, "offset": 0, "std": 3.56823 } }, "second_band": { "type": "pwma", "factors": { "length": 57, "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": [ [ 243116.698746275, 197455.9385903132, 45660.7601559618, -121571.053885666, 128772.3342043942, -250343.3880900604 ], [ 243.116699, 197.455939, 45.66076, -121.571054, 128.772334, -250.343388 ], [ 0.153531, 0.124696, 0.028835, 0, 0.052275, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -164844, -116234, -134802, -854452, -428378, -757972 ], [ 1.240475, 1.386514, 1.091299, 0.949932, 1.120074, 0.81534 ], [ 223, 111, 112, 223, 111, 112 ], [ 137, 64, 73, 113, 58, 55 ], [ 86, 47, 39, 110, 53, 57 ], [ 61.434978, 57.657658, 65.178571, 50.672646, 52.252252, 49.107143 ], [ 0.778692, 1.018221, 0.583023, 0.924713, 1.023516, 0.844988 ], [ 53647, 53647, 44301, 99713, 93789, 99713 ], [ -108958, -52491, -108958, -714834, -161931, -714834 ], [ 27, 28, 26, 27, 28, 26 ], [ 19, 20, 19, 32, 32, 32 ], [ 40, 40, 40, 23, 25, 21 ], [ 6230, 3211, 3019, 6230, 3211, 3019 ], [ 5.239918, 0, 8.739918, 0, 18.489918, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320993, -24920, -275184, -579245, -210679, -581103 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623132000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758908728934, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 18, "offset": 0, "std": 3.56823 } }, "second_band": { "type": "pwma", "factors": { "length": 57, "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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