Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269292.1983 | 190358.335 | 78933.8633 | -326551.049 | -241591.7368 | -84959.3121 |
Total P&L (%) | 269.2922 | 190.3583 | 78.9339 | -326.551 | -241.5917 | -84.9593 |
Avg Daily Profit (%) | 0.1698 | 0.12 | 0.0498 | 0 | 0 | -0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192344 | -124146 | -158930 | -1239127 | -919820 | -456733 |
Profit Factor | 1.441 | 1.6717 | 1.2412 | 0.8336 | 0.7894 | 0.8958 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 132 | 65 | 67 | 68 | 35 | 33 |
Losing Trades | 44 | 23 | 21 | 108 | 53 | 55 |
Profitability (%) | 75 | 73.8636 | 76.1364 | 38.6364 | 39.7727 | 37.5 |
Ratio Avg Win / Avg Loss | 0.4803 | 0.5915 | 0.389 | 1.3239 | 1.1953 | 1.493 |
Largest Winning Trade | 58507 | 58507 | 34991 | 138660 | 138660 | 135731 |
Largest Losing Trade | -127766 | -62819 | -127766 | -636098 | -636098 | -369370 |
Avg Bars in Trades | 25 | 30 | 21 | 25 | 30 | 21 |
Avg Bars in Winners | 10 | 10 | 10 | 40 | 42 | 39 |
Avg Bars in Losers | 71 | 85 | 56 | 16 | 22 | 11 |
Bars Traded | 4554 | 2646 | 1908 | 4554 | 2646 | 1908 |
Profit Streak | 49.0231 | 49.0231 | 106.3564 | 0 | 0 | 0 |
Trades During Streak | 15 | 7 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463070 | -27730 | -123144 | -582330 | -583407 | -584013 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 3 } } }
{ "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": [ [ 269292.198301432, 190358.3349904429, 78933.8633109889, -326551.0489701633, -241591.7368282374, -84959.3121419259 ], [ 269.292198, 190.358335, 78.933863, -326.551049, -241.591737, -84.959312 ], [ 0.169793, 0.120024, 0.049769, 0, 0, -0.119375 ], [ 10, 10, 10, 10, 10, 10 ], [ -192344, -124146, -158930, -1239127, -919820, -456733 ], [ 1.440989, 1.671724, 1.241191, 0.833592, 0.789356, 0.895811 ], [ 176, 88, 88, 176, 88, 88 ], [ 132, 65, 67, 68, 35, 33 ], [ 44, 23, 21, 108, 53, 55 ], [ 75, 73.863636, 76.136364, 38.636364, 39.772727, 37.5 ], [ 0.48033, 0.591533, 0.38903, 1.32394, 1.19531, 1.493018 ], [ 58507, 58507, 34991, 138660, 138660, 135731 ], [ -127766, -62819, -127766, -636098, -636098, -369370 ], [ 25, 30, 21, 25, 30, 21 ], [ 10, 10, 10, 40, 42, 39 ], [ 71, 85, 56, 16, 22, 11 ], [ 4554, 2646, 1908, 4554, 2646, 1908 ], [ 49.023095, 49.023095, 106.356428, 0, 0, 0 ], [ 15, 7, 10, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 463070, -27730, -123144, -582330, -583407, -584013 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4758, "evaluation_days": 1586, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1621900800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758933195395, "expiration_time": 1763013312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 3 } } }
# | 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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