Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669014.9975 | 414032.2803 | 254982.7172 | 3302859.5171 | 1682071.8767 | 1620787.6404 |
Total P&L (%) | 669.015 | 414.0323 | 254.9827 | 3302.8595 | 1682.0719 | 1620.7876 |
Avg Daily Profit (%) | 0.4224 | 0.2614 | 0.161 | 0.2229 | 0.182 | 0.1798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87678 | -63956 | -67381 | -4524022 | -3204047 | -3336655 |
Profit Factor | 2.7217 | 2.8562 | 2.5406 | 1.2441 | 1.2287 | 1.2624 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 58.2418 | 56.5217 | 60 | 58.2418 | 56.5217 | 60 |
Ratio Avg Win / Avg Loss | 1.9514 | 2.197 | 1.6937 | 0.892 | 0.9452 | 0.8416 |
Largest Winning Trade | 310169 | 310169 | 75826 | 2205233 | 2205233 | 1096361 |
Largest Losing Trade | -38934 | -33098 | -38934 | -2265075 | -1865755 | -2265075 |
Avg Bars in Trades | 32 | 32 | 31 | 32 | 32 | 31 |
Avg Bars in Winners | 31 | 31 | 32 | 31 | 31 | 32 |
Avg Bars in Losers | 33 | 34 | 31 | 33 | 34 | 31 |
Bars Traded | 2943 | 1514 | 1428 | 2943 | 1514 | 1428 |
Profit Streak | 33.5526 | 33.5526 | 35.0526 | 33.5526 | 33.5526 | 35.0526 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 627729 | 542104 | 505282 | 310134 | 263727 | 286455 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 174, "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": [ [ 669014.9974630673, 414032.2802710978, 254982.7171919695, 3302859.5170924165, 1682071.8766746959, 1620787.640417719 ], [ 669.014997, 414.03228, 254.982717, 3302.859517, 1682.071877, 1620.78764 ], [ 0.422358, 0.261384, 0.160974, 0.222925, 0.182006, 0.179793 ], [ 10, 10, 10, 10, 10, 10 ], [ -87678, -63956, -67381, -4524022, -3204047, -3336655 ], [ 2.721734, 2.856157, 2.540573, 1.244092, 1.228714, 1.262402 ], [ 91, 46, 45, 91, 46, 45 ], [ 53, 26, 27, 53, 26, 27 ], [ 38, 20, 18, 38, 20, 18 ], [ 58.241758, 56.521739, 60, 58.241758, 56.521739, 60 ], [ 1.951432, 2.197044, 1.693716, 0.89199, 0.945164, 0.841601 ], [ 310169, 310169, 75826, 2205233, 2205233, 1096361 ], [ -38934, -33098, -38934, -2265075, -1865755, -2265075 ], [ 32, 32, 31, 32, 32, 31 ], [ 31, 31, 32, 31, 31, 32 ], [ 33, 34, 31, 33, 34, 31 ], [ 2943, 1514, 1428, 2943, 1514, 1428 ], [ 33.552603, 33.552603, 35.052603, 33.552604, 33.552604, 35.052604 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 627729, 542104, 505282, 310134, 263727, 286455 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1629374400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892544951, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 174, "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) |
---|