Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543635.796 | 292640.9831 | 250994.813 | 2437180.1996 | 3919814.6117 | -1482634.4121 |
Total P&L (%) | 543.6358 | 292.641 | 250.9948 | 2437.1802 | 3919.8146 | -1482.6344 |
Avg Daily Profit (%) | 0.3432 | 0.1847 | 0.1585 | 0.2044 | 0.2335 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117456 | -83282 | -88189 | -13371828 | -7462691 | -10151236 |
Profit Factor | 2.0937 | 2.2609 | 1.9472 | 1.0696 | 1.2674 | 0.9272 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 62.963 | 61.1111 | 64.8148 | 62.963 | 61.1111 | 64.8148 |
Ratio Avg Win / Avg Loss | 1.2316 | 1.4387 | 1.0571 | 0.6292 | 0.8065 | 0.5033 |
Largest Winning Trade | 64992 | 64992 | 63394 | 4866670 | 4866670 | 2616626 |
Largest Losing Trade | -52355 | -40218 | -52355 | -4871952 | -3869131 | -4871952 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Losers | 33 | 33 | 34 | 33 | 33 | 34 |
Bars Traded | 2950 | 1361 | 1589 | 2950 | 1361 | 1589 |
Profit Streak | 18.7263 | 0 | 19.2263 | 18.7263 | 0 | 19.2263 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537767 | -167653 | -167445 | -134783 | -171795 | -758076 |
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{ "first_band": { "type": "pwma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 188, "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": [ [ 543635.7960368651, 292640.9830833375, 250994.8129535276, 2437180.1996284113, 3919814.611719126, -1482634.412090718 ], [ 543.635796, 292.640983, 250.994813, 2437.1802, 3919.814612, -1482.634412 ], [ 0.343204, 0.184748, 0.158456, 0.204352, 0.233468, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -117456, -83282, -88189, -13371828, -7462691, -10151236 ], [ 2.093687, 2.260888, 1.947237, 1.069572, 1.267359, 0.927214 ], [ 108, 54, 54, 108, 54, 54 ], [ 68, 33, 35, 68, 33, 35 ], [ 40, 21, 19, 40, 21, 19 ], [ 62.962963, 61.111111, 64.814815, 62.962963, 61.111111, 64.814815 ], [ 1.231581, 1.438747, 1.057072, 0.62916, 0.806501, 0.503345 ], [ 64992, 64992, 63394, 4866670, 4866670, 2616626 ], [ -52355, -40218, -52355, -4871952, -3869131, -4871952 ], [ 27, 25, 29, 27, 25, 29 ], [ 23, 20, 26, 23, 20, 26 ], [ 33, 33, 34, 33, 33, 34 ], [ 2950, 1361, 1589, 2950, 1361, 1589 ], [ 18.726273, 0, 19.226273, 18.726273, 0, 19.226273 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 537767, -167653, -167445, -134783, -171795, -758076 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1629979200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864350013, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 188, "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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