Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449416.4643 | 317358.3233 | 132058.141 | 165044.2553 | 29153.5528 | 135890.7025 |
Total P&L (%) | 449.4165 | 317.3583 | 132.0581 | 165.0443 | 29.1536 | 135.8907 |
Avg Daily Profit (%) | 0.2831 | 0.1999 | 0.0832 | 0.0614 | 0.0161 | 0.0541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141688 | -144207 | -63232 | -759231 | -571268 | -347768 |
Profit Factor | 1.4094 | 1.4519 | 1.3339 | 1.051 | 1.0139 | 1.1201 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 168 | 89 | 79 | 168 | 89 | 79 |
Profitability (%) | 43.2432 | 39.8649 | 46.6216 | 43.2432 | 39.8649 | 46.6216 |
Ratio Avg Win / Avg Loss | 1.8498 | 2.1902 | 1.5272 | 1.3795 | 1.5294 | 1.2825 |
Largest Winning Trade | 199828 | 199828 | 28697 | 352546 | 352546 | 94843 |
Largest Losing Trade | -44055 | -44055 | -34822 | -155968 | -129110 | -155968 |
Avg Bars in Trades | 15 | 25 | 5 | 15 | 25 | 5 |
Avg Bars in Winners | 21 | 39 | 6 | 21 | 39 | 6 |
Avg Bars in Losers | 11 | 17 | 4 | 11 | 17 | 4 |
Bars Traded | 4618 | 3829 | 789 | 4618 | 3829 | 789 |
Profit Streak | 55.4223 | 57.4223 | 55.4223 | 55.4223 | 57.4223 | 55.4223 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373505 | 233228 | -81138 | -275140 | -381941 | -209717 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4763, "evaluation_days": 1587.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622332800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759054088336, "expiration_time": 1763161632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 449416.4642908955, 317358.3232890249, 132058.1410018707, 165044.2553469002, 29153.5528281325, 135890.7025187679 ], [ 449.416464, 317.358323, 132.058141, 165.044255, 29.153553, 135.890703 ], [ 0.283067, 0.199889, 0.083177, 0.061412, 0.016115, 0.054069 ], [ 10, 10, 10, 10, 10, 10 ], [ -141688, -144207, -63232, -759231, -571268, -347768 ], [ 1.409392, 1.451922, 1.333881, 1.051027, 1.01386, 1.120146 ], [ 296, 148, 148, 296, 148, 148 ], [ 128, 59, 69, 128, 59, 69 ], [ 168, 89, 79, 168, 89, 79 ], [ 43.243243, 39.864865, 46.621622, 43.243243, 39.864865, 46.621622 ], [ 1.849827, 2.190188, 1.527197, 1.379472, 1.529382, 1.282486 ], [ 199828, 199828, 28697, 352546, 352546, 94843 ], [ -44055, -44055, -34822, -155968, -129110, -155968 ], [ 15, 25, 5, 15, 25, 5 ], [ 21, 39, 6, 21, 39, 6 ], [ 11, 17, 4, 11, 17, 4 ], [ 4618, 3829, 789, 4618, 3829, 789 ], [ 55.422319, 57.422319, 55.422319, 55.422319, 57.422319, 55.422319 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373505, 233228, -81138, -275140, -381941, -209717 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4763, "evaluation_days": 1587.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622332800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759054088336, "expiration_time": 1763161632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 1 } } }
# | 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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