Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325260.3497 | 325430.7367 | -170.387 | -231918.3055 | -42758.7479 | -189159.5576 |
Total P&L (%) | 325.2604 | 325.4307 | -0.1704 | -231.9183 | -42.7587 | -189.1596 |
Avg Daily Profit (%) | 0.2053 | 0.2054 | -0.0001 | 0 | -0.0352 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184027 | -135746 | -173308 | -215493 | -128896 | -178883 |
Profit Factor | 1.4072 | 1.893 | 0.9996 | 0.6743 | 0.8646 | 0.5225 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 69 | 34 | 35 | 50 | 27 | 23 |
Losing Trades | 53 | 27 | 26 | 72 | 34 | 38 |
Profitability (%) | 56.5574 | 55.7377 | 57.377 | 40.9836 | 44.2623 | 37.7049 |
Ratio Avg Win / Avg Loss | 1.0809 | 1.5033 | 0.7426 | 0.9709 | 1.0888 | 0.8633 |
Largest Winning Trade | 287475 | 287475 | 53925 | 54153 | 39033 | 54153 |
Largest Losing Trade | -140766 | -49404 | -140766 | -71990 | -68401 | -71990 |
Avg Bars in Trades | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Winners | 22 | 25 | 19 | 28 | 33 | 23 |
Avg Bars in Losers | 27 | 32 | 23 | 22 | 25 | 20 |
Bars Traded | 3038 | 1741 | 1297 | 3038 | 1741 | 1297 |
Profit Streak | 26.524 | 26.524 | 34.024 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391452 | -148855 | -740682 | -583682 | -742745 | -747239 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624881600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758846874021, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 6, "offset": 13 } }, "second_band": { "type": "sinwma", "factors": { "length": 70, "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": [ [ 325260.3496689199, 325430.7366933632, -170.3870244433, -231918.3054527905, -42758.7478852883, -189159.5575675021 ], [ 325.26035, 325.430737, -0.170387, -231.918305, -42.758748, -189.159558 ], [ 0.205341, 0.205449, -0.000108, 0, -0.035214, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -184027, -135746, -173308, -215493, -128896, -178883 ], [ 1.407176, 1.89301, 0.999608, 0.674257, 0.864611, 0.522499 ], [ 122, 61, 61, 122, 61, 61 ], [ 69, 34, 35, 50, 27, 23 ], [ 53, 27, 26, 72, 34, 38 ], [ 56.557377, 55.737705, 57.377049, 40.983607, 44.262295, 37.704918 ], [ 1.080874, 1.503272, 0.742566, 0.97093, 1.08877, 0.86326 ], [ 287475, 287475, 53925, 54153, 39033, 54153 ], [ -140766, -49404, -140766, -71990, -68401, -71990 ], [ 24, 28, 21, 24, 28, 21 ], [ 22, 25, 19, 28, 33, 23 ], [ 27, 32, 23, 22, 25, 20 ], [ 3038, 1741, 1297, 3038, 1741, 1297 ], [ 26.524005, 26.524005, 34.024005, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391452, -148855, -740682, -583682, -742745, -747239 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624881600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758846874021, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 6, "offset": 13 } }, "second_band": { "type": "sinwma", "factors": { "length": 70, "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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