Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368607.8107 | 239736.914 | 128870.8967 | 385546.087 | 465706.9005 | -80160.8135 |
Total P&L (%) | 368.6078 | 239.7369 | 128.8709 | 385.5461 | 465.7069 | -80.1608 |
Avg Daily Profit (%) | 0.2322 | 0.151 | 0.0812 | 0.0996 | 0.1092 | -0.1019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115422 | -41779 | -124331 | -767757 | -177255 | -793292 |
Profit Factor | 1.7476 | 2.0361 | 1.4925 | 1.1671 | 1.5425 | 0.9447 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 55.4545 | 54.5455 | 56.3636 | 55.4545 | 54.5455 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.4038 | 1.6968 | 1.1555 | 0.9375 | 1.2854 | 0.7313 |
Largest Winning Trade | 121527 | 121527 | 52261 | 466055 | 466055 | 268549 |
Largest Losing Trade | -56351 | -32148 | -56351 | -343222 | -142051 | -343222 |
Avg Bars in Trades | 56 | 66 | 45 | 56 | 66 | 45 |
Avg Bars in Winners | 65 | 81 | 51 | 65 | 81 | 51 |
Avg Bars in Losers | 43 | 48 | 38 | 43 | 48 | 38 |
Bars Traded | 6171 | 3649 | 2522 | 6171 | 3649 | 2522 |
Profit Streak | 58.1874 | 81.6874 | 58.1874 | 58.1874 | 81.6874 | 58.1874 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456031 | -167026 | -261124 | -95787 | -223692 | -758611 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6349, "evaluation_days": 1587.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624946400000, "last_datapoint_time": 1759039200000, "evaluation_time": 1759055391335, "expiration_time": 1763153352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "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": [ [ 368607.8107350187, 239736.9140385152, 128870.8966965036, 385546.0869715918, 465706.9004796448, -80160.8135080532 ], [ 368.607811, 239.736914, 128.870897, 385.546087, 465.7069, -80.160814 ], [ 0.23223, 0.151039, 0.081191, 0.099599, 0.109236, -0.101855 ], [ 10, 10, 10, 10, 10, 10 ], [ -115422, -41779, -124331, -767757, -177255, -793292 ], [ 1.747624, 2.036119, 1.492515, 1.167132, 1.542452, 0.944652 ], [ 110, 55, 55, 110, 55, 55 ], [ 61, 30, 31, 61, 30, 31 ], [ 49, 25, 24, 49, 25, 24 ], [ 55.454545, 54.545455, 56.363636, 55.454545, 54.545455, 56.363636 ], [ 1.403829, 1.696766, 1.155495, 0.937532, 1.285377, 0.731344 ], [ 121527, 121527, 52261, 466055, 466055, 268549 ], [ -56351, -32148, -56351, -343222, -142051, -343222 ], [ 56, 66, 45, 56, 66, 45 ], [ 65, 81, 51, 65, 81, 51 ], [ 43, 48, 38, 43, 48, 38 ], [ 6171, 3649, 2522, 6171, 3649, 2522 ], [ 58.1874, 81.6874, 58.1874, 58.1874, 81.6874, 58.1874 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 456031, -167026, -261124, -95787, -223692, -758611 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6349, "evaluation_days": 1587.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624946400000, "last_datapoint_time": 1759039200000, "evaluation_time": 1759055391335, "expiration_time": 1763153352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 141, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 108, "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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