Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392415.3959 | 262400.2872 | 130015.1086 | -163512.5973 | 10942.8665 | -174455.4638 |
Total P&L (%) | 392.4154 | 262.4003 | 130.0151 | -163.5126 | 10.9429 | -174.4555 |
Avg Daily Profit (%) | 0.2478 | 0.1657 | 0.0821 | 0 | 0.0066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114624 | -99934 | -117670 | -212864 | -33040 | -191553 |
Profit Factor | 1.8394 | 2.3086 | 1.487 | 0.4386 | 1.1814 | 0.2445 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 46 | 21 | 25 | 29 | 17 | 12 |
Losing Trades | 29 | 17 | 12 | 46 | 21 | 25 |
Profitability (%) | 61.3333 | 55.2632 | 67.5676 | 38.6667 | 44.7368 | 32.4324 |
Ratio Avg Win / Avg Loss | 1.1596 | 1.8689 | 0.7137 | 0.6957 | 1.4594 | 0.5094 |
Largest Winning Trade | 146855 | 146855 | 44365 | 34492 | 34492 | 17953 |
Largest Losing Trade | -104753 | -58754 | -104753 | -156450 | -13654 | -156450 |
Avg Bars in Trades | 82 | 90 | 74 | 82 | 90 | 74 |
Avg Bars in Winners | 64 | 63 | 64 | 105 | 119 | 85 |
Avg Bars in Losers | 111 | 124 | 94 | 68 | 67 | 68 |
Bars Traded | 6199 | 3453 | 2746 | 6199 | 3453 | 2746 |
Profit Streak | 74.7258 | 74.7258 | 103.2258 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47699 | 481841 | -80530 | -646462 | -343513 | -587604 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623909600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864307313, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 93, "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": [ [ 392415.3958508568, 262400.2872117119, 130015.108639145, -163512.5973027553, 10942.8665227634, -174455.4638255186 ], [ 392.415396, 262.400287, 130.015109, -163.512597, 10.942867, -174.455464 ], [ 0.247815, 0.165709, 0.082106, 0, 0.006558, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -114624, -99934, -117670, -212864, -33040, -191553 ], [ 1.839384, 2.308611, 1.486974, 0.438568, 1.181413, 0.244526 ], [ 75, 38, 37, 75, 38, 37 ], [ 46, 21, 25, 29, 17, 12 ], [ 29, 17, 12, 46, 21, 25 ], [ 61.333333, 55.263158, 67.567568, 38.666667, 44.736842, 32.432432 ], [ 1.159612, 1.868876, 0.713748, 0.695659, 1.459392, 0.509429 ], [ 146855, 146855, 44365, 34492, 34492, 17953 ], [ -104753, -58754, -104753, -156450, -13654, -156450 ], [ 82, 90, 74, 82, 90, 74 ], [ 64, 63, 64, 105, 119, 85 ], [ 111, 124, 94, 68, 67, 68 ], [ 6199, 3453, 2746, 6199, 3453, 2746 ], [ 74.725779, 74.725779, 103.225779, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -47699, 481841, -80530, -646462, -343513, -587604 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623909600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864307313, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 93, "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) |
---|