Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244927.7365 | 179568.5353 | 65359.2012 | -96613.7093 | 25057.7256 | -121671.4348 |
Total P&L (%) | 244.9277 | 179.5685 | 65.3592 | -96.6137 | 25.0577 | -121.6714 |
Avg Daily Profit (%) | 0.1541 | 0.1129 | 0.0411 | -0.2127 | 0.0141 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137313 | -112610 | -151698 | -207126 | -160900 | -170702 |
Profit Factor | 1.2539 | 1.383 | 1.1318 | 0.8515 | 1.0963 | 0.6885 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 131 | 60 | 71 | 131 | 60 | 71 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 61.5023 | 56.6038 | 66.3551 | 61.5023 | 56.6038 | 66.3551 |
Ratio Avg Win / Avg Loss | 0.7849 | 1.0603 | 0.5739 | 0.533 | 0.8405 | 0.3491 |
Largest Winning Trade | 51539 | 51539 | 26806 | 50777 | 50777 | 33316 |
Largest Losing Trade | -98522 | -45905 | -98522 | -140295 | -59283 | -140295 |
Avg Bars in Trades | 88 | 106 | 69 | 88 | 106 | 69 |
Avg Bars in Winners | 58 | 70 | 49 | 58 | 70 | 49 |
Avg Bars in Losers | 134 | 154 | 108 | 134 | 154 | 108 |
Bars Traded | 18758 | 11341 | 7417 | 18758 | 11341 | 7417 |
Profit Streak | 14.3926 | 24.7259 | 14.3926 | 14.3926 | 24.7259 | 14.3926 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342842 | -40007 | -212542 | -576618 | -292208 | -577852 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19078, "evaluation_days": 1589.83, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623038400000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759296319291, "expiration_time": 1764236217600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 84, "offset": 18 } } }
{ "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": [ [ 244927.7364949675, 179568.5352519213, 65359.2012430463, -96613.7092639617, 25057.7255742894, -121671.4348382511 ], [ 244.927736, 179.568535, 65.359201, -96.613709, 25.057726, -121.671435 ], [ 0.154059, 0.112948, 0.041111, -0.212717, 0.014066, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -137313, -112610, -151698, -207126, -160900, -170702 ], [ 1.25393, 1.383027, 1.131843, 0.851532, 1.096343, 0.688541 ], [ 213, 106, 107, 213, 106, 107 ], [ 131, 60, 71, 131, 60, 71 ], [ 82, 46, 36, 82, 46, 36 ], [ 61.502347, 56.603774, 66.35514, 61.502347, 56.603774, 66.35514 ], [ 0.784903, 1.060321, 0.573892, 0.53302, 0.84053, 0.349119 ], [ 51539, 51539, 26806, 50777, 50777, 33316 ], [ -98522, -45905, -98522, -140295, -59283, -140295 ], [ 88, 106, 69, 88, 106, 69 ], [ 58, 70, 49, 58, 70, 49 ], [ 134, 154, 108, 134, 154, 108 ], [ 18758, 11341, 7417, 18758, 11341, 7417 ], [ 14.392584, 24.725918, 14.392584, 14.392584, 24.725918, 14.392584 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342842, -40007, -212542, -576618, -292208, -577852 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19078, "evaluation_days": 1589.83, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623038400000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759296319291, "expiration_time": 1764236217600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 84, "offset": 18 } } }
# | 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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