Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452313.8759 | 281874.6391 | 170439.2368 | 660438.0058 | 454801.5579 | 205636.4479 |
Total P&L (%) | 452.3139 | 281.8746 | 170.4392 | 660.438 | 454.8016 | 205.6364 |
Avg Daily Profit (%) | 0.2831 | 0.1764 | 0.1067 | 0.1271 | 0.1073 | 0.07 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63813 | -73005 | -49926 | -412476 | -162750 | -369744 |
Profit Factor | 2.4577 | 2.8683 | 2.0691 | 1.6413 | 2.2147 | 1.3137 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 60 | 62.5 | 57.5758 | 60 | 62.5 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.6385 | 1.721 | 1.5246 | 1.0942 | 1.3288 | 0.968 |
Largest Winning Trade | 205542 | 205542 | 63941 | 365672 | 365672 | 221249 |
Largest Losing Trade | -55340 | -48013 | -55340 | -369744 | -92165 | -369744 |
Avg Bars in Trades | 69 | 79 | 60 | 69 | 79 | 60 |
Avg Bars in Winners | 47 | 49 | 44 | 47 | 49 | 44 |
Avg Bars in Losers | 103 | 128 | 82 | 103 | 128 | 82 |
Bars Traded | 4526 | 2528 | 1998 | 4526 | 2528 | 1998 |
Profit Streak | 0 | 129.6796 | 0 | 0 | 129.6796 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121688 | 555944 | -45675 | -155681 | -44083 | -100077 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4793, "evaluation_days": 1597.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627084800000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759940320704, "expiration_time": 1764051552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 7, "offset": 174 } } }
{ "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": [ [ 452313.8759141022, 281874.6390943277, 170439.2368197744, 660438.005775459, 454801.5578619334, 205636.4479135255 ], [ 452.313876, 281.874639, 170.439237, 660.438006, 454.801558, 205.636448 ], [ 0.283108, 0.176429, 0.10668, 0.127061, 0.107304, 0.069953 ], [ 10, 10, 10, 10, 10, 10 ], [ -63813, -73005, -49926, -412476, -162750, -369744 ], [ 2.457701, 2.868326, 2.069105, 1.641274, 2.214653, 1.313731 ], [ 65, 32, 33, 65, 32, 33 ], [ 39, 20, 19, 39, 20, 19 ], [ 26, 12, 14, 26, 12, 14 ], [ 60, 62.5, 57.575758, 60, 62.5, 57.575758 ], [ 1.638468, 1.720995, 1.524604, 1.094183, 1.328792, 0.968012 ], [ 205542, 205542, 63941, 365672, 365672, 221249 ], [ -55340, -48013, -55340, -369744, -92165, -369744 ], [ 69, 79, 60, 69, 79, 60 ], [ 47, 49, 44, 47, 49, 44 ], [ 103, 128, 82, 103, 128, 82 ], [ 4526, 2528, 1998, 4526, 2528, 1998 ], [ 0, 129.679638, 0, 0, 129.679638, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121688, 555944, -45675, -155681, -44083, -100077 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4793, "evaluation_days": 1597.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627084800000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759940320704, "expiration_time": 1764051552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 7, "offset": 174 } } }
# | 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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