Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301074.0229 | 157941.5692 | 143132.4537 | -124064.6733 | -300097.9626 | 176033.2893 |
Total P&L (%) | 301.074 | 157.9416 | 143.1325 | -124.0647 | -300.098 | 176.0333 |
Avg Daily Profit (%) | 0.1881 | 0.0987 | 0.0894 | 0 | 0 | 0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146298 | -89991 | -161328 | -860179 | -667468 | -694776 |
Profit Factor | 1.4168 | 1.4541 | 1.3821 | 0.9287 | 0.6633 | 1.2075 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 127 | 60 | 67 | 59 | 31 | 28 |
Losing Trades | 43 | 25 | 18 | 111 | 54 | 57 |
Profitability (%) | 74.7059 | 70.5882 | 78.8235 | 34.7059 | 36.4706 | 32.9412 |
Ratio Avg Win / Avg Loss | 0.4797 | 0.6059 | 0.3713 | 1.7472 | 1.1554 | 2.458 |
Largest Winning Trade | 42728 | 42728 | 36556 | 161140 | 88391 | 161140 |
Largest Losing Trade | -103885 | -42463 | -103885 | -476868 | -299269 | -476868 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 13 | 10 | 17 | 41 | 37 | 46 |
Avg Bars in Losers | 63 | 59 | 68 | 18 | 17 | 18 |
Bars Traded | 4479 | 2104 | 2375 | 4479 | 2104 | 2375 |
Profit Streak | 11.952 | 11.952 | 78.2853 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 13 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454576 | -57872 | -68980 | -582779 | -584421 | -114237 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4801, "evaluation_days": 1600.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628668800000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760165451992, "expiration_time": 1764288864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 2, "offset": 0, "std": 2.63976 } }, "second_band": { "type": "tema", "factors": { "length": 236, "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": [ [ 301074.0228627643, 157941.5691974169, 143132.4536653474, -124064.6733218033, -300097.9625880183, 176033.2892662145 ], [ 301.074023, 157.941569, 143.132454, -124.064673, -300.097963, 176.033289 ], [ 0.188132, 0.098693, 0.089439, 0, 0, 0.063467 ], [ 10, 10, 10, 10, 10, 10 ], [ -146298, -89991, -161328, -860179, -667468, -694776 ], [ 1.416761, 1.454054, 1.382128, 0.928689, 0.66329, 1.207461 ], [ 170, 85, 85, 170, 85, 85 ], [ 127, 60, 67, 59, 31, 28 ], [ 43, 25, 18, 111, 54, 57 ], [ 74.705882, 70.588235, 78.823529, 34.705882, 36.470588, 32.941176 ], [ 0.479691, 0.605856, 0.371318, 1.747195, 1.155408, 2.458046 ], [ 42728, 42728, 36556, 161140, 88391, 161140 ], [ -103885, -42463, -103885, -476868, -299269, -476868 ], [ 26, 24, 27, 26, 24, 27 ], [ 13, 10, 17, 41, 37, 46 ], [ 63, 59, 68, 18, 17, 18 ], [ 4479, 2104, 2375, 4479, 2104, 2375 ], [ 11.951991, 11.951991, 78.285324, 0, 0, 0 ], [ 5, 2, 13, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 454576, -57872, -68980, -582779, -584421, -114237 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4801, "evaluation_days": 1600.33, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628668800000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760165451992, "expiration_time": 1764288864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 2, "offset": 0, "std": 2.63976 } }, "second_band": { "type": "tema", "factors": { "length": 236, "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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