Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296687.1336 | 259161.2872 | 37525.8463 | -22813.1747 | 64007.4169 | -86820.5916 |
Total P&L (%) | 296.6871 | 259.1613 | 37.5258 | -22.8132 | 64.0074 | -86.8206 |
Avg Daily Profit (%) | 0.1864 | 0.1629 | 0.0236 | -0.0163 | 0.0311 | -0.1273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169253 | -108475 | -103847 | -618385 | -332222 | -370722 |
Profit Factor | 1.303 | 1.441 | 1.0958 | 0.9917 | 1.0383 | 0.9205 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 47 | 49 | 45 | 47 | 49 | 45 |
Ratio Avg Win / Avg Loss | 1.4693 | 1.4998 | 1.3393 | 1.1184 | 1.0807 | 1.1251 |
Largest Winning Trade | 251474 | 251474 | 27577 | 384955 | 384955 | 96778 |
Largest Losing Trade | -44765 | -44765 | -34796 | -199605 | -199605 | -104553 |
Avg Bars in Trades | 30 | 42 | 18 | 30 | 42 | 18 |
Avg Bars in Winners | 37 | 49 | 24 | 37 | 49 | 24 |
Avg Bars in Losers | 24 | 35 | 13 | 24 | 35 | 13 |
Bars Traded | 6085 | 4242 | 1843 | 6085 | 4242 | 1843 |
Profit Streak | 25.9162 | 37.6662 | 0 | 25.9162 | 37.6662 | 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 | 289069 | 308224 | -280880 | -578688 | -329818 | -581065 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6365, "evaluation_days": 1591.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623693600000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759399156225, "expiration_time": 1763509320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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": [ [ 296687.1335520896, 259161.2872387149, 37525.8463133748, -22813.1746820155, 64007.4168923151, -86820.5915743305 ], [ 296.687134, 259.161287, 37.525846, -22.813175, 64.007417, -86.820592 ], [ 0.186449, 0.162866, 0.023583, -0.016272, 0.031096, -0.127273 ], [ 10, 10, 10, 10, 10, 10 ], [ -169253, -108475, -103847, -618385, -332222, -370722 ], [ 1.302961, 1.440994, 1.095823, 0.991744, 1.03831, 0.920532 ], [ 200, 100, 100, 200, 100, 100 ], [ 94, 49, 45, 94, 49, 45 ], [ 106, 51, 55, 106, 51, 55 ], [ 47, 49, 45, 47, 49, 45 ], [ 1.469297, 1.49981, 1.339339, 1.11835, 1.080691, 1.125095 ], [ 251474, 251474, 27577, 384955, 384955, 96778 ], [ -44765, -44765, -34796, -199605, -199605, -104553 ], [ 30, 42, 18, 30, 42, 18 ], [ 37, 49, 24, 37, 49, 24 ], [ 24, 35, 13, 24, 35, 13 ], [ 6085, 4242, 1843, 6085, 4242, 1843 ], [ 25.91616, 37.66616, 0, 25.91616, 37.66616, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 289069, 308224, -280880, -578688, -329818, -581065 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6365, "evaluation_days": 1591.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623693600000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759399156225, "expiration_time": 1763509320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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) |
---|