Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200911.6297 | 120680.054 | 80231.5756 | 64619.6513 | -24372.3472 | 88991.9985 |
Total P&L (%) | 200.9116 | 120.6801 | 80.2316 | 64.6197 | -24.3723 | 88.992 |
Avg Daily Profit (%) | 0.1929 | 0.1159 | 0.077 | 0.0479 | -0.0268 | 0.0611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114341 | -64837 | -102793 | -265602 | -229647 | -126859 |
Profit Factor | 1.2052 | 1.2557 | 1.1583 | 1.0383 | 0.9732 | 1.1145 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 227 | 111 | 116 | 227 | 111 | 116 |
Losing Trades | 154 | 79 | 75 | 154 | 79 | 75 |
Profitability (%) | 59.5801 | 58.4211 | 60.733 | 59.5801 | 58.4211 | 60.733 |
Ratio Avg Win / Avg Loss | 0.8177 | 0.8937 | 0.7489 | 0.7044 | 0.6927 | 0.7206 |
Largest Winning Trade | 27602 | 25226 | 27602 | 47992 | 40456 | 47992 |
Largest Losing Trade | -41746 | -41746 | -37056 | -166294 | -166294 | -97542 |
Avg Bars in Trades | 65 | 55 | 74 | 65 | 55 | 74 |
Avg Bars in Winners | 49 | 39 | 59 | 49 | 39 | 59 |
Avg Bars in Losers | 88 | 78 | 98 | 88 | 78 | 98 |
Bars Traded | 24826 | 10587 | 14239 | 24826 | 10587 | 14239 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310747 | -38659 | -136343 | -306195 | -579247 | -205663 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669197600000, "first_datapoint_time": 1669719600000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759199032027, "expiration_time": 1765677600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "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": [ [ 200911.629673261, 120680.0540404557, 80231.5756328049, 64619.6513315528, -24372.3471905684, 88991.9985221214 ], [ 200.91163, 120.680054, 80.231576, 64.619651, -24.372347, 88.991999 ], [ 0.192875, 0.115852, 0.077022, 0.047864, -0.026814, 0.061126 ], [ 10, 10, 10, 10, 10, 10 ], [ -114341, -64837, -102793, -265602, -229647, -126859 ], [ 1.205242, 1.25565, 1.158295, 1.038283, 0.973248, 1.114545 ], [ 381, 190, 191, 381, 190, 191 ], [ 227, 111, 116, 227, 111, 116 ], [ 154, 79, 75, 154, 79, 75 ], [ 59.580052, 58.421053, 60.732984, 59.580052, 58.421053, 60.732984 ], [ 0.817653, 0.893661, 0.748898, 0.704386, 0.692672, 0.720611 ], [ 27602, 25226, 27602, 47992, 40456, 47992 ], [ -41746, -41746, -37056, -166294, -166294, -97542 ], [ 65, 55, 74, 65, 55, 74 ], [ 49, 39, 59, 49, 39, 59 ], [ 88, 78, 98, 88, 78, 98 ], [ 24826, 10587, 14239, 24826, 10587, 14239 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310747, -38659, -136343, -306195, -579247, -205663 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669197600000, "first_datapoint_time": 1669719600000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759199032027, "expiration_time": 1765677600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "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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