Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345900.7916 | 269827.6399 | 76073.1517 | 109841.2465 | 219117.4676 | -109276.2211 |
Total P&L (%) | 345.9008 | 269.8276 | 76.0732 | 109.8412 | 219.1175 | -109.2762 |
Avg Daily Profit (%) | 0.2167 | 0.1691 | 0.0477 | 0.0465 | 0.0727 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137331 | -98101 | -75355 | -292340 | -158014 | -237253 |
Profit Factor | 1.6878 | 2.0151 | 1.3208 | 1.0859 | 1.345 | 0.8301 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 42.6966 | 36.3636 | 48.8889 | 42.6966 | 36.3636 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.2651 | 3.5264 | 1.3809 | 1.4574 | 2.3537 | 0.8678 |
Largest Winning Trade | 199794 | 199794 | 60568 | 201215 | 201215 | 87255 |
Largest Losing Trade | -41263 | -27066 | -41263 | -189424 | -77128 | -189424 |
Avg Bars in Trades | 210 | 159 | 260 | 210 | 159 | 260 |
Avg Bars in Winners | 348 | 292 | 389 | 348 | 292 | 389 |
Avg Bars in Losers | 107 | 83 | 136 | 107 | 83 | 136 |
Bars Traded | 18734 | 7013 | 11720 | 18734 | 7013 | 11720 |
Profit Streak | 20.6856 | 0 | 25.6023 | 20.6856 | 0 | 25.6023 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320841 | 213893 | -128862 | -258920 | -99599 | -580601 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19151, "evaluation_days": 1595.92, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623607200000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759825639944, "expiration_time": 1764780739200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 4.66488 } }, "second_band": { "type": "dema", "factors": { "length": 235, "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": [ [ 345900.7916450354, 269827.6399482143, 76073.151696821, 109841.2465111596, 219117.4675875969, -109276.2210764374 ], [ 345.900792, 269.82764, 76.073152, 109.841247, 219.117468, -109.276221 ], [ 0.216741, 0.169073, 0.047667, 0.046453, 0.072736, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -137331, -98101, -75355, -292340, -158014, -237253 ], [ 1.687754, 2.015072, 1.320819, 1.085932, 1.344968, 0.830068 ], [ 89, 44, 45, 89, 44, 45 ], [ 38, 16, 22, 38, 16, 22 ], [ 51, 28, 23, 51, 28, 23 ], [ 42.696629, 36.363636, 48.888889, 42.696629, 36.363636, 48.888889 ], [ 2.265143, 3.526376, 1.380856, 1.457434, 2.353694, 0.867798 ], [ 199794, 199794, 60568, 201215, 201215, 87255 ], [ -41263, -27066, -41263, -189424, -77128, -189424 ], [ 210, 159, 260, 210, 159, 260 ], [ 348, 292, 389, 348, 292, 389 ], [ 107, 83, 136, 107, 83, 136 ], [ 18734, 7013, 11720, 18734, 7013, 11720 ], [ 20.685647, 0, 25.602314, 20.685647, 0, 25.602314 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320841, 213893, -128862, -258920, -99599, -580601 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19151, "evaluation_days": 1595.92, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623607200000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759825639944, "expiration_time": 1764780739200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 4.66488 } }, "second_band": { "type": "dema", "factors": { "length": 235, "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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