Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256926.7432 | 245689.423 | 11237.3203 | -55932.5019 | -48569.2516 | -7363.2504 |
Total P&L (%) | 256.9267 | 245.6894 | 11.2373 | -55.9325 | -48.5693 | -7.3633 |
Avg Daily Profit (%) | 0.1623 | 0.1552 | 0.0071 | -0.0517 | -0.042 | -0.0048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224556 | -134709 | -187920 | -539355 | -472570 | -216087 |
Profit Factor | 1.2994 | 1.4807 | 1.0324 | 0.9507 | 0.9376 | 0.9793 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 49.6933 | 50.6173 | 48.7805 | 49.6933 | 50.6173 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.3154 | 1.4446 | 1.084 | 0.9624 | 0.9148 | 1.0283 |
Largest Winning Trade | 196259 | 196259 | 64380 | 252291 | 252291 | 94583 |
Largest Losing Trade | -59373 | -47459 | -59373 | -202181 | -202181 | -96039 |
Avg Bars in Trades | 37 | 60 | 15 | 37 | 60 | 15 |
Avg Bars in Winners | 40 | 62 | 17 | 40 | 62 | 17 |
Avg Bars in Losers | 35 | 57 | 13 | 35 | 57 | 13 |
Bars Traded | 6168 | 4900 | 1268 | 6168 | 4900 | 1268 |
Profit Streak | 21.6638 | 21.6638 | 30.6638 | 21.6638 | 21.6638 | 30.6638 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344890 | -2901 | -499197 | -578576 | -592106 | -582764 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623564000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758923755855, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 199, "offset": 0, "std": 2.66528 } }, "second_band": { "type": "bbl", "factors": { "length": 237, "offset": 0, "std": 2.48414 } } }
{ "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": [ [ 256926.7432054008, 245689.4229500338, 11237.320255367, -55932.50194601, -48569.2515913113, -7363.2503546987 ], [ 256.926743, 245.689423, 11.23732, -55.932502, -48.569252, -7.36325 ], [ 0.162252, 0.155156, 0.007097, -0.051736, -0.041983, -0.00483 ], [ 10, 10, 10, 10, 10, 10 ], [ -224556, -134709, -187920, -539355, -472570, -216087 ], [ 1.299385, 1.480745, 1.032373, 0.950694, 0.937623, 0.979302 ], [ 163, 81, 82, 163, 81, 82 ], [ 81, 41, 40, 81, 41, 40 ], [ 82, 40, 42, 82, 40, 42 ], [ 49.693252, 50.617284, 48.780488, 49.693252, 50.617284, 48.780488 ], [ 1.315427, 1.444629, 1.083991, 0.962431, 0.914754, 1.028267 ], [ 196259, 196259, 64380, 252291, 252291, 94583 ], [ -59373, -47459, -59373, -202181, -202181, -96039 ], [ 37, 60, 15, 37, 60, 15 ], [ 40, 62, 17, 40, 62, 17 ], [ 35, 57, 13, 35, 57, 13 ], [ 6168, 4900, 1268, 6168, 4900, 1268 ], [ 21.663841, 21.663841, 30.663841, 21.663841, 21.663841, 30.663841 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344890, -2901, -499197, -578576, -592106, -582764 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623564000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758923755855, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 199, "offset": 0, "std": 2.66528 } }, "second_band": { "type": "bbl", "factors": { "length": 237, "offset": 0, "std": 2.48414 } } }
# | 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) |
---|