Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457916.5111 | 280072.0483 | 177844.4627 | 629510.2328 | 239623.3381 | 389886.8947 |
Total P&L (%) | 457.9165 | 280.072 | 177.8445 | 629.5102 | 239.6233 | 389.8869 |
Avg Daily Profit (%) | 0.2875 | 0.1759 | 0.1117 | 0.1249 | 0.0768 | 0.0998 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92520 | -117562 | -70837 | -153211 | -168738 | -138878 |
Profit Factor | 2.0221 | 2.1382 | 1.8807 | 1.6781 | 1.4528 | 1.9768 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 69.3333 | 62.1622 | 76.3158 | 69.3333 | 62.1622 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.8944 | 1.3015 | 0.5837 | 0.7422 | 0.8843 | 0.6135 |
Largest Winning Trade | 66903 | 66903 | 37161 | 133681 | 102883 | 133681 |
Largest Losing Trade | -69523 | -57440 | -69523 | -137413 | -101466 | -137413 |
Avg Bars in Trades | 245 | 286 | 204 | 245 | 286 | 204 |
Avg Bars in Winners | 164 | 166 | 163 | 164 | 166 | 163 |
Avg Bars in Losers | 427 | 484 | 339 | 427 | 484 | 339 |
Bars Traded | 18381 | 10598 | 7783 | 18381 | 10598 | 7783 |
Profit Streak | 80.2758 | 80.2758 | 151.0258 | 80.2758 | 80.2758 | 151.0258 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47598 | 464955 | -38312 | -82545 | -88507 | -53921 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 211, "offset": 151 } } }
{ "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": [ [ 457916.5110859181, 280072.0483407751, 177844.462745143, 629510.2327998899, 239623.3381155638, 389886.8946843261 ], [ 457.916511, 280.072048, 177.844463, 629.510233, 239.623338, 389.886895 ], [ 0.287531, 0.175861, 0.111671, 0.124857, 0.076802, 0.099825 ], [ 10, 10, 10, 10, 10, 10 ], [ -92520, -117562, -70837, -153211, -168738, -138878 ], [ 2.022097, 2.138173, 1.880659, 1.678113, 1.452806, 1.976841 ], [ 75, 37, 38, 75, 37, 38 ], [ 52, 23, 29, 52, 23, 29 ], [ 23, 14, 9, 23, 14, 9 ], [ 69.333333, 62.162162, 76.315789, 69.333333, 62.162162, 76.315789 ], [ 0.894389, 1.301496, 0.583653, 0.742242, 0.884317, 0.613502 ], [ 66903, 66903, 37161, 133681, 102883, 133681 ], [ -69523, -57440, -69523, -137413, -101466, -137413 ], [ 245, 286, 204, 245, 286, 204 ], [ 164, 166, 163, 164, 166, 163 ], [ 427, 484, 339, 427, 484, 339 ], [ 18381, 10598, 7783, 18381, 10598, 7783 ], [ 80.275807, 80.275807, 151.025807, 80.275807, 80.275807, 151.025807 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -47598, 464955, -38312, -82545, -88507, -53921 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19111, "evaluation_days": 1592.58, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624521600000, "last_datapoint_time": 1759528800000, "evaluation_time": 1759531029698, "expiration_time": 1764482371200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 211, "offset": 151 } } }
# | 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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