Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381368.301 | 225528.0364 | 155840.2646 | 801300.7264 | 338191.3513 | 463109.3751 |
Total P&L (%) | 381.3683 | 225.528 | 155.8403 | 801.3007 | 338.1914 | 463.1094 |
Avg Daily Profit (%) | 0.3661 | 0.2165 | 0.1496 | 0.2113 | 0.1419 | 0.1661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98964 | -69727 | -96510 | -232018 | -232018 | -105520 |
Profit Factor | 1.5297 | 1.6587 | 1.4128 | 1.598 | 1.4656 | 1.7547 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 223 | 108 | 115 | 223 | 108 | 115 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 73.3553 | 71.0526 | 75.6579 | 73.3553 | 71.0526 | 75.6579 |
Ratio Avg Win / Avg Loss | 0.5556 | 0.6758 | 0.4545 | 0.5804 | 0.5971 | 0.5645 |
Largest Winning Trade | 39142 | 37636 | 39142 | 113106 | 96927 | 113106 |
Largest Losing Trade | -65197 | -39840 | -65197 | -232018 | -232018 | -60102 |
Avg Bars in Trades | 79 | 84 | 75 | 79 | 84 | 75 |
Avg Bars in Winners | 48 | 53 | 44 | 48 | 53 | 44 |
Avg Bars in Losers | 166 | 161 | 172 | 166 | 161 | 172 |
Bars Traded | 24316 | 12853 | 11463 | 24316 | 12853 | 11463 |
Profit Streak | 21.9348 | 60.9765 | 21.9348 | 21.9348 | 60.9765 | 21.9348 |
Trades During Streak | 7 | 11 | 3 | 7 | 11 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544042 | 459880 | 389104 | 526426 | 18852 | 464890 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669816800000, "first_datapoint_time": 1670349600000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759818365656, "expiration_time": 1766296800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 149, "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": [ [ 381368.3010103471, 225528.0363886046, 155840.2646217427, 801300.7264308851, 338191.3512887347, 463109.3751421503 ], [ 381.368301, 225.528036, 155.840265, 801.300726, 338.191351, 463.109375 ], [ 0.366112, 0.216506, 0.149606, 0.211294, 0.141939, 0.166054 ], [ 10, 10, 10, 10, 10, 10 ], [ -98964, -69727, -96510, -232018, -232018, -105520 ], [ 1.529726, 1.658685, 1.412774, 1.597998, 1.465636, 1.754654 ], [ 304, 152, 152, 304, 152, 152 ], [ 223, 108, 115, 223, 108, 115 ], [ 81, 44, 37, 81, 44, 37 ], [ 73.355263, 71.052632, 75.657895, 73.355263, 71.052632, 75.657895 ], [ 0.55564, 0.675761, 0.454545, 0.580439, 0.597111, 0.564541 ], [ 39142, 37636, 39142, 113106, 96927, 113106 ], [ -65197, -39840, -65197, -232018, -232018, -60102 ], [ 79, 84, 75, 79, 84, 75 ], [ 48, 53, 44, 48, 53, 44 ], [ 166, 161, 172, 166, 161, 172 ], [ 24316, 12853, 11463, 24316, 12853, 11463 ], [ 21.934788, 60.976454, 21.934788, 21.934788, 60.976454, 21.934788 ], [ 7, 11, 3, 7, 11, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 544042, 459880, 389104, 526426, 18852, 464890 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669816800000, "first_datapoint_time": 1670349600000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759818365656, "expiration_time": 1766296800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 149, "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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