Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449939.6567 | 244935.4997 | 205004.157 | 1159679.5003 | 692036.5531 | 467642.9472 |
Total P&L (%) | 449.9397 | 244.9355 | 205.0042 | 1159.6795 | 692.0366 | 467.6429 |
Avg Daily Profit (%) | 0.2832 | 0.1541 | 0.129 | 0.1596 | 0.1303 | 0.1093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68406 | -59872 | -56755 | -1502785 | -1071003 | -923766 |
Profit Factor | 2.2294 | 2.4046 | 2.07 | 1.218 | 1.2926 | 1.1583 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 72.4138 | 68.9655 | 75.8621 | 72.4138 | 68.9655 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.8493 | 1.0821 | 0.6586 | 0.464 | 0.5817 | 0.3686 |
Largest Winning Trade | 85951 | 85951 | 73893 | 594571 | 488241 | 594571 |
Largest Losing Trade | -44412 | -39436 | -44412 | -792067 | -792067 | -713763 |
Avg Bars in Trades | 50 | 47 | 54 | 50 | 47 | 54 |
Avg Bars in Winners | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Losers | 77 | 66 | 92 | 77 | 66 | 92 |
Bars Traded | 2956 | 1366 | 1590 | 2956 | 1366 | 1590 |
Profit Streak | 77.8613 | 77.8613 | 109.8613 | 77.8613 | 77.8613 | 109.8613 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165174 | 522717 | -14903 | -169363 | -16436 | -90357 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3178, "evaluation_days": 1589, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628640000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759178412501, "expiration_time": 1763265888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 156, "offset": 1 } } }
{ "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": [ [ 449939.6566691097, 244935.4996701694, 205004.1569989402, 1159679.500307977, 692036.553075125, 467642.9472328515 ], [ 449.939657, 244.9355, 205.004157, 1159.6795, 692.036553, 467.642947 ], [ 0.283159, 0.154144, 0.129015, 0.159563, 0.13032, 0.109331 ], [ 10, 10, 10, 10, 10, 10 ], [ -68406, -59872, -56755, -1502785, -1071003, -923766 ], [ 2.22944, 2.404576, 2.07003, 1.218026, 1.292608, 1.158312 ], [ 58, 29, 29, 58, 29, 29 ], [ 42, 20, 22, 42, 20, 22 ], [ 16, 9, 7, 16, 9, 7 ], [ 72.413793, 68.965517, 75.862069, 72.413793, 68.965517, 75.862069 ], [ 0.84931, 1.082059, 0.658646, 0.46401, 0.581673, 0.368554 ], [ 85951, 85951, 73893, 594571, 488241, 594571 ], [ -44412, -39436, -44412, -792067, -792067, -713763 ], [ 50, 47, 54, 50, 47, 54 ], [ 40, 38, 42, 40, 38, 42 ], [ 77, 66, 92, 77, 66, 92 ], [ 2956, 1366, 1590, 2956, 1366, 1590 ], [ 77.861256, 77.861256, 109.861256, 77.861256, 77.861256, 109.861256 ], [ 9, 4, 5, 9, 4, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165174, 522717, -14903, -169363, -16436, -90357 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3178, "evaluation_days": 1589, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1628640000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759178412501, "expiration_time": 1763265888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 156, "offset": 1 } } }
# | 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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