Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179054.3307 | 113343.4739 | 65710.8567 | 25068.3847 | -63751.3331 | 88819.7178 |
Total P&L (%) | 179.0543 | 113.3435 | 65.7109 | 25.0684 | -63.7513 | 88.8197 |
Avg Daily Profit (%) | 0.1719 | 0.1088 | 0.0631 | 0.0215 | -0.0974 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139423 | -70604 | -77163 | -473013 | -266109 | -223783 |
Profit Factor | 1.2052 | 1.2605 | 1.1502 | 1.0229 | 0.8909 | 1.1736 |
Total Trades | 711 | 355 | 356 | 711 | 355 | 356 |
Winning Trades | 525 | 259 | 266 | 525 | 259 | 266 |
Losing Trades | 186 | 96 | 90 | 186 | 96 | 90 |
Profitability (%) | 73.8397 | 72.9577 | 74.7191 | 73.8397 | 72.9577 | 74.7191 |
Ratio Avg Win / Avg Loss | 0.427 | 0.4672 | 0.3892 | 0.3624 | 0.3302 | 0.3971 |
Largest Winning Trade | 28624 | 28624 | 21068 | 99058 | 30515 | 99058 |
Largest Losing Trade | -52203 | -37897 | -52203 | -215717 | -215717 | -161011 |
Avg Bars in Trades | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Winners | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Losers | 84 | 85 | 83 | 84 | 85 | 83 |
Bars Traded | 24756 | 12567 | 12189 | 24756 | 12567 | 12189 |
Profit Streak | 7.9783 | 0 | 10.2699 | 7.9783 | 0 | 10.2699 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472140 | -45267 | -159820 | -356858 | -576501 | -136592 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 64, "offset": 88 } } }
{ "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": [ [ 179054.3306764271, 113343.4739493587, 65710.8567270683, 25068.3847111303, -63751.3330595198, 88819.7177706501 ], [ 179.054331, 113.343474, 65.710857, 25.068385, -63.751333, 88.819718 ], [ 0.1719, 0.108815, 0.063085, 0.021478, -0.097375, 0.061041 ], [ 10, 10, 10, 10, 10, 10 ], [ -139423, -70604, -77163, -473013, -266109, -223783 ], [ 1.205243, 1.260545, 1.150238, 1.022871, 0.890901, 1.173572 ], [ 711, 355, 356, 711, 355, 356 ], [ 525, 259, 266, 525, 259, 266 ], [ 186, 96, 90, 186, 96, 90 ], [ 73.839662, 72.957746, 74.719101, 73.839662, 72.957746, 74.719101 ], [ 0.427, 0.467229, 0.389178, 0.362389, 0.330218, 0.397073 ], [ 28624, 28624, 21068, 99058, 30515, 99058 ], [ -52203, -37897, -52203, -215717, -215717, -161011 ], [ 34, 35, 34, 34, 35, 34 ], [ 17, 16, 17, 17, 16, 17 ], [ 84, 85, 83, 84, 85, 83 ], [ 24756, 12567, 12189, 24756, 12567, 12189 ], [ 7.978275, 0, 10.269942, 7.978275, 0, 10.269942 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 472140, -45267, -159820, -356858, -576501, -136592 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669273200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759030122976, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 64, "offset": 88 } } }
# | 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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