Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625293.236 | 523324.3276 | 101968.9084 | 115741.507 | 990857.3963 | -875115.8893 |
Total P&L (%) | 625.2932 | 523.3243 | 101.9689 | 115.7415 | 990.8574 | -875.1159 |
Avg Daily Profit (%) | 0.3926 | 0.3286 | 0.064 | 0.0483 | 0.1502 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208206 | -114167 | -168135 | -7588215 | -3143685 | -4699169 |
Profit Factor | 1.5178 | 1.8095 | 1.1818 | 1.0046 | 1.0713 | 0.922 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 51.046 | 49.5798 | 52.5 | 51.046 | 49.5798 | 52.5 |
Ratio Avg Win / Avg Loss | 1.4556 | 1.8401 | 1.0692 | 0.9634 | 1.0894 | 0.8342 |
Largest Winning Trade | 371278 | 371278 | 46348 | 4717284 | 4717284 | 1786789 |
Largest Losing Trade | -54866 | -38573 | -54866 | -1780168 | -1780168 | -1347210 |
Avg Bars in Trades | 12 | 16 | 9 | 12 | 16 | 9 |
Avg Bars in Winners | 14 | 18 | 10 | 14 | 18 | 10 |
Avg Bars in Losers | 11 | 14 | 8 | 11 | 14 | 8 |
Bars Traded | 3062 | 1968 | 1094 | 3062 | 1968 | 1094 |
Profit Streak | 24.2818 | 31.7818 | 24.2818 | 24.2818 | 31.7818 | 24.2818 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513672 | 500467 | -126615 | -342368 | -133176 | -579382 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3185, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623110400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759473943614, "expiration_time": 1763577360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "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": [ [ 625293.2360285588, 523324.3275901533, 101968.9084384059, 115741.5070115832, 990857.3962835432, -875115.8892719626 ], [ 625.293236, 523.324328, 101.968908, 115.741507, 990.857396, -875.115889 ], [ 0.392649, 0.328618, 0.064031, 0.048295, 0.150163, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -208206, -114167, -168135, -7588215, -3143685, -4699169 ], [ 1.517844, 1.80945, 1.181771, 1.004608, 1.071279, 0.921991 ], [ 239, 119, 120, 239, 119, 120 ], [ 122, 59, 63, 122, 59, 63 ], [ 117, 60, 57, 117, 60, 57 ], [ 51.046025, 49.579832, 52.5, 51.046025, 49.579832, 52.5 ], [ 1.455637, 1.840119, 1.069221, 0.963435, 1.089436, 0.834182 ], [ 371278, 371278, 46348, 4717284, 4717284, 1786789 ], [ -54866, -38573, -54866, -1780168, -1780168, -1347210 ], [ 12, 16, 9, 12, 16, 9 ], [ 14, 18, 10, 14, 18, 10 ], [ 11, 14, 8, 11, 14, 8 ], [ 3062, 1968, 1094, 3062, 1968, 1094 ], [ 24.281755, 31.781755, 24.281755, 24.281755, 31.781755, 24.281755 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 513672, 500467, -126615, -342368, -133176, -579382 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3185, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623110400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759473943614, "expiration_time": 1763577360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "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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