Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285052.3589 | 200398.5071 | 84653.8518 | 15418.3849 | -71102.1432 | 86520.5281 |
Total P&L (%) | 285.0524 | 200.3985 | 84.6539 | 15.4184 | -71.1021 | 86.5205 |
Avg Daily Profit (%) | 0.1794 | 0.1262 | 0.0533 | 0.009 | -0.0781 | 0.0393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145605 | -90179 | -83381 | -232083 | -220609 | -17047 |
Profit Factor | 1.7381 | 1.8589 | 1.5537 | 1.0417 | 0.7645 | 2.278 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 17 | 7 | 10 | 17 | 7 | 10 |
Profitability (%) | 81.3187 | 84.4444 | 78.2609 | 81.3187 | 84.4444 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.3993 | 0.3424 | 0.4316 | 0.2393 | 0.1408 | 0.6328 |
Largest Winning Trade | 39727 | 39727 | 29778 | 42855 | 42855 | 26483 |
Largest Losing Trade | -90179 | -90179 | -46797 | -220156 | -220156 | -46797 |
Avg Bars in Trades | 30 | 57 | 3 | 30 | 57 | 3 |
Avg Bars in Winners | 11 | 19 | 2 | 11 | 19 | 2 |
Avg Bars in Losers | 113 | 265 | 6 | 113 | 265 | 6 |
Bars Traded | 2767 | 2603 | 164 | 2767 | 2603 | 164 |
Profit Streak | 128.1873 | 128.1873 | 332.6873 | 128.1873 | 128.1873 | 332.6873 |
Trades During Streak | 5 | 2 | 9 | 5 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501063 | -18502 | -116301 | -361062 | -575431 | -133433 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3177, "evaluation_days": 1588.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1629244800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759120184106, "expiration_time": 1763221392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.73287, "nb": 0.61901, "nc": 0.72446 } }, "second_band": { "type": "kcu", "factors": { "length": 171, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 285052.3588692212, 200398.5070832106, 84653.8517860105, 15418.3849270475, -71102.1431849767, 86520.5281120242 ], [ 285.052359, 200.398507, 84.653852, 15.418385, -71.102143, 86.520528 ], [ 0.179448, 0.126156, 0.053292, 0.009027, -0.078119, 0.03925 ], [ 10, 10, 10, 10, 10, 10 ], [ -145605, -90179, -83381, -232083, -220609, -17047 ], [ 1.73808, 1.858889, 1.55371, 1.041717, 0.764477, 2.277975 ], [ 91, 45, 46, 91, 45, 46 ], [ 74, 38, 36, 74, 38, 36 ], [ 17, 7, 10, 17, 7, 10 ], [ 81.318681, 84.444444, 78.26087, 81.318681, 84.444444, 78.26087 ], [ 0.399289, 0.342427, 0.431586, 0.239313, 0.140825, 0.632771 ], [ 39727, 39727, 29778, 42855, 42855, 26483 ], [ -90179, -90179, -46797, -220156, -220156, -46797 ], [ 30, 57, 3, 30, 57, 3 ], [ 11, 19, 2, 11, 19, 2 ], [ 113, 265, 6, 113, 265, 6 ], [ 2767, 2603, 164, 2767, 2603, 164 ], [ 128.187316, 128.187316, 332.687316, 128.187316, 128.187316, 332.687316 ], [ 5, 2, 9, 5, 2, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 501063, -18502, -116301, -361062, -575431, -133433 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3177, "evaluation_days": 1588.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1629244800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759120184106, "expiration_time": 1763221392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.73287, "nb": 0.61901, "nc": 0.72446 } }, "second_band": { "type": "kcu", "factors": { "length": 171, "offset": 0, "scalar": 5 } } }
# | 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) |
---|