Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319735.243 | 291904.2111 | 27831.0318 | -48053.2532 | 171846.0004 | -219899.2535 |
Total P&L (%) | 319.7352 | 291.9042 | 27.831 | -48.0533 | 171.846 | -219.8993 |
Avg Daily Profit (%) | 0.2019 | 0.1843 | 0.0176 | -0.0414 | 0.0632 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214389 | -143080 | -164176 | -432604 | -220099 | -313028 |
Profit Factor | 1.153 | 1.2606 | 1.0287 | 0.9803 | 1.1304 | 0.8048 |
Total Trades | 617 | 309 | 308 | 617 | 309 | 308 |
Winning Trades | 382 | 195 | 187 | 382 | 195 | 187 |
Losing Trades | 235 | 114 | 121 | 235 | 114 | 121 |
Profitability (%) | 61.9125 | 63.1068 | 60.7143 | 61.9125 | 63.1068 | 60.7143 |
Ratio Avg Win / Avg Loss | 0.7093 | 0.737 | 0.6656 | 0.6031 | 0.6608 | 0.5208 |
Largest Winning Trade | 96543 | 96543 | 31947 | 142891 | 142891 | 63589 |
Largest Losing Trade | -49403 | -48151 | -49403 | -127539 | -127539 | -89394 |
Avg Bars in Trades | 9 | 11 | 8 | 9 | 11 | 8 |
Avg Bars in Winners | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Losers | 13 | 16 | 10 | 13 | 16 | 10 |
Bars Traded | 6148 | 3462 | 2686 | 6148 | 3462 | 2686 |
Profit Streak | 5.049 | 5.799 | 0 | 5.049 | 5.799 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40543 | 338464 | -360595 | -575016 | -183614 | -578056 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625162400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021837804, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 169, "offset": 0, "multiplier": 1.05154 } } }
{ "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": [ [ 319735.2429675198, 291904.2111223096, 27831.0318452102, -48053.2531900468, 171846.0003528321, -219899.2535428791 ], [ 319.735243, 291.904211, 27.831032, -48.053253, 171.846, -219.899254 ], [ 0.201917, 0.184341, 0.017576, -0.041352, 0.063175, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -214389, -143080, -164176, -432604, -220099, -313028 ], [ 1.152956, 1.260605, 1.028684, 0.980344, 1.130377, 0.804816 ], [ 617, 309, 308, 617, 309, 308 ], [ 382, 195, 187, 382, 195, 187 ], [ 235, 114, 121, 235, 114, 121 ], [ 61.91248, 63.106796, 60.714286, 61.91248, 63.106796, 60.714286 ], [ 0.709279, 0.736969, 0.665619, 0.603091, 0.660836, 0.520763 ], [ 96543, 96543, 31947, 142891, 142891, 63589 ], [ -49403, -48151, -49403, -127539, -127539, -89394 ], [ 9, 11, 8, 9, 11, 8 ], [ 7, 8, 7, 7, 8, 7 ], [ 13, 16, 10, 13, 16, 10 ], [ 6148, 3462, 2686, 6148, 3462, 2686 ], [ 5.049048, 5.799048, 0, 5.049049, 5.799049, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -40543, 338464, -360595, -575016, -183614, -578056 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625162400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021837804, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 169, "offset": 0, "multiplier": 1.05154 } } }
# | 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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