Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335121.0104 | 226746.2407 | 108374.7697 | -118170.7595 | 258800.2773 | -376971.0368 |
Total P&L (%) | 335.121 | 226.7462 | 108.3748 | -118.1708 | 258.8003 | -376.971 |
Avg Daily Profit (%) | 0.2117 | 0.1432 | 0.0685 | 0 | 0.0807 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182558 | -136973 | -117887 | -731910 | -194672 | -564540 |
Profit Factor | 1.4718 | 1.6898 | 1.284 | 0.8667 | 1.9902 | 0.3973 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 77 | 34 | 43 | 39 | 24 | 15 |
Losing Trades | 38 | 23 | 15 | 76 | 33 | 43 |
Profitability (%) | 66.9565 | 59.6491 | 74.1379 | 33.913 | 42.1053 | 25.8621 |
Ratio Avg Win / Avg Loss | 0.7263 | 1.1431 | 0.4479 | 1.689 | 2.7365 | 1.1389 |
Largest Winning Trade | 55100 | 55100 | 44873 | 234275 | 234275 | 90073 |
Largest Losing Trade | -109546 | -56640 | -109546 | -344214 | -64875 | -344214 |
Avg Bars in Trades | 162 | 182 | 142 | 162 | 182 | 142 |
Avg Bars in Winners | 84 | 74 | 92 | 309 | 338 | 262 |
Avg Bars in Losers | 320 | 341 | 287 | 86 | 68 | 100 |
Bars Traded | 18666 | 10389 | 8277 | 18666 | 10389 | 8277 |
Profit Streak | 44.4665 | 44.4665 | 106.4665 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400017 | -178011 | -278790 | -583950 | -264514 | -785459 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18999, "evaluation_days": 1583.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622952000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758877908201, "expiration_time": 1763646940800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 144, "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": [ [ 335121.0104346215, 226746.2407370037, 108374.7696976177, -118170.759530789, 258800.2772517354, -376971.0367825244 ], [ 335.12101, 226.746241, 108.37477, -118.17076, 258.800277, -376.971037 ], [ 0.211667, 0.143216, 0.068451, 0, 0.080727, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -182558, -136973, -117887, -731910, -194672, -564540 ], [ 1.471793, 1.689751, 1.284018, 0.866749, 1.990182, 0.397292 ], [ 115, 57, 58, 115, 57, 58 ], [ 77, 34, 43, 39, 24, 15 ], [ 38, 23, 15, 76, 33, 43 ], [ 66.956522, 59.649123, 74.137931, 33.913043, 42.105263, 25.862069 ], [ 0.726339, 1.143067, 0.447913, 1.689049, 2.7365, 1.138903 ], [ 55100, 55100, 44873, 234275, 234275, 90073 ], [ -109546, -56640, -109546, -344214, -64875, -344214 ], [ 162, 182, 142, 162, 182, 142 ], [ 84, 74, 92, 309, 338, 262 ], [ 320, 341, 287, 86, 68, 100 ], [ 18666, 10389, 8277, 18666, 10389, 8277 ], [ 44.46653, 44.46653, 106.46653, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400017, -178011, -278790, -583950, -264514, -785459 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18999, "evaluation_days": 1583.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622952000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758877908201, "expiration_time": 1763646940800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 144, "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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