Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374880.1445 | 312337.4522 | 62542.6924 | -4997.218 | 92410.3428 | -97407.5609 |
Total P&L (%) | 374.8801 | 312.3375 | 62.5427 | -4.9972 | 92.4103 | -97.4076 |
Avg Daily Profit (%) | 0.2367 | 0.1972 | 0.0395 | -0.0032 | 0.0413 | -0.2304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117337 | -127673 | -75335 | -489151 | -342126 | -236495 |
Profit Factor | 1.3382 | 1.4718 | 1.1401 | 0.9981 | 1.0588 | 0.9074 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Losing Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Profitability (%) | 46.9925 | 48.1203 | 45.8647 | 46.9925 | 48.1203 | 45.8647 |
Ratio Avg Win / Avg Loss | 1.5095 | 1.5868 | 1.3457 | 1.1259 | 1.1416 | 1.071 |
Largest Winning Trade | 230308 | 230308 | 29830 | 316433 | 316433 | 67192 |
Largest Losing Trade | -50259 | -50259 | -32062 | -94849 | -89897 | -94849 |
Avg Bars in Trades | 23 | 32 | 14 | 23 | 32 | 14 |
Avg Bars in Winners | 29 | 38 | 20 | 29 | 38 | 20 |
Avg Bars in Losers | 17 | 26 | 9 | 17 | 26 | 9 |
Bars Traded | 6245 | 4256 | 1989 | 6245 | 4256 | 1989 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355072 | 320757 | -208628 | -578611 | -294414 | -580643 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623045600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758854270515, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 53, "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": [ [ 374880.1445171863, 312337.4521601316, 62542.6923570551, -4997.2180162358, 92410.3428491364, -97407.5608653722 ], [ 374.880145, 312.337452, 62.542692, -4.997218, 92.410343, -97.407561 ], [ 0.236741, 0.197245, 0.039496, -0.003237, 0.041339, -0.230399 ], [ 10, 10, 10, 10, 10, 10 ], [ -117337, -127673, -75335, -489151, -342126, -236495 ], [ 1.338176, 1.4718, 1.140066, 0.998094, 1.058848, 0.907417 ], [ 266, 133, 133, 266, 133, 133 ], [ 125, 64, 61, 125, 64, 61 ], [ 141, 69, 72, 141, 69, 72 ], [ 46.992481, 48.120301, 45.864662, 46.992481, 48.120301, 45.864662 ], [ 1.509462, 1.586784, 1.345651, 1.125851, 1.14157, 1.071049 ], [ 230308, 230308, 29830, 316433, 316433, 67192 ], [ -50259, -50259, -32062, -94849, -89897, -94849 ], [ 23, 32, 14, 23, 32, 14 ], [ 29, 38, 20, 29, 38, 20 ], [ 17, 26, 9, 17, 26, 9 ], [ 6245, 4256, 1989, 6245, 4256, 1989 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355072, 320757, -208628, -578611, -294414, -580643 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623045600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758854270515, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 53, "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) |
---|