Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584196.4763 | 460969.5579 | 123226.9184 | 176597.1297 | 136994.7009 | 39602.4288 |
Total P&L (%) | 584.1965 | 460.9696 | 123.2269 | 176.5971 | 136.9947 | 39.6024 |
Avg Daily Profit (%) | 0.3661 | 0.2888 | 0.0772 | 0.0638 | 0.0541 | 0.0209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108582 | -124773 | -88071 | -569345 | -235870 | -385994 |
Profit Factor | 1.8102 | 2.138 | 1.39 | 1.089 | 1.1303 | 1.0425 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 57.0313 | 50 | 64.0625 | 57.0313 | 50 | 64.0625 |
Ratio Avg Win / Avg Loss | 1.3638 | 2.138 | 0.7797 | 0.8205 | 1.1303 | 0.5848 |
Largest Winning Trade | 373317 | 373317 | 47335 | 331054 | 331054 | 170560 |
Largest Losing Trade | -61439 | -61439 | -53959 | -300022 | -163396 | -300022 |
Avg Bars in Trades | 142 | 181 | 103 | 142 | 181 | 103 |
Avg Bars in Winners | 110 | 143 | 84 | 110 | 143 | 84 |
Avg Bars in Losers | 186 | 220 | 138 | 186 | 220 | 138 |
Bars Traded | 18288 | 11641 | 6647 | 18288 | 11641 | 6647 |
Profit Streak | 54.5189 | 54.5189 | 70.8522 | 54.5189 | 54.5189 | 70.8522 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521942 | -125749 | -227277 | -229343 | -336114 | -479053 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19151, "evaluation_days": 1595.92, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623412800000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759825632850, "expiration_time": 1764780739200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 158, "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": [ [ 584196.4763362365, 460969.5579446058, 123226.9183916308, 176597.1297281362, 136994.7009262197, 39602.4288019166 ], [ 584.196476, 460.969558, 123.226918, 176.59713, 136.994701, 39.602429 ], [ 0.366056, 0.288843, 0.077214, 0.06377, 0.054082, 0.020907 ], [ 10, 10, 10, 10, 10, 10 ], [ -108582, -124773, -88071, -569345, -235870, -385994 ], [ 1.810168, 2.137969, 1.389959, 1.08901, 1.130279, 1.042471 ], [ 128, 64, 64, 128, 64, 64 ], [ 73, 32, 41, 73, 32, 41 ], [ 55, 32, 23, 55, 32, 23 ], [ 57.03125, 50, 64.0625, 57.03125, 50, 64.0625 ], [ 1.363825, 2.137969, 0.779733, 0.820487, 1.130279, 0.584801 ], [ 373317, 373317, 47335, 331054, 331054, 170560 ], [ -61439, -61439, -53959, -300022, -163396, -300022 ], [ 142, 181, 103, 142, 181, 103 ], [ 110, 143, 84, 110, 143, 84 ], [ 186, 220, 138, 186, 220, 138 ], [ 18288, 11641, 6647, 18288, 11641, 6647 ], [ 54.518899, 54.518899, 70.852232, 54.518899, 54.518899, 70.852232 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 521942, -125749, -227277, -229343, -336114, -479053 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19151, "evaluation_days": 1595.92, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623412800000, "last_datapoint_time": 1759816800000, "evaluation_time": 1759825632850, "expiration_time": 1764780739200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 158, "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) |
---|