Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332153.3511 | 299044.2715 | 33109.0795 | -64396.763 | 9752.2939 | -74149.0569 |
Total P&L (%) | 332.1534 | 299.0443 | 33.1091 | -64.3968 | 9.7523 | -74.1491 |
Avg Daily Profit (%) | 0.2098 | 0.1889 | 0.0209 | -0.0652 | 0.0059 | -0.0854 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184863 | -162720 | -115595 | -164871 | -116467 | -104907 |
Profit Factor | 1.3504 | 1.6004 | 1.0736 | 0.9118 | 1.0265 | 0.795 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.3504 | 1.6004 | 1.0736 | 0.9118 | 1.0265 | 0.795 |
Largest Winning Trade | 259128 | 259128 | 35132 | 42536 | 42536 | 28700 |
Largest Losing Trade | -58455 | -58455 | -52047 | -46719 | -39092 | -46719 |
Avg Bars in Trades | 49 | 69 | 28 | 49 | 69 | 28 |
Avg Bars in Winners | 44 | 58 | 30 | 44 | 58 | 30 |
Avg Bars in Losers | 54 | 81 | 26 | 54 | 81 | 26 |
Bars Traded | 5913 | 4188 | 1725 | 5913 | 4188 | 1725 |
Profit Streak | 68.3437 | 0 | 114.8437 | 68.3437 | 0 | 114.8437 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323036 | -158625 | -474867 | -579901 | -711357 | -748327 |
{ "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": 1758852892473, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 4.74713 } } }
{ "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": [ [ 332153.351068167, 299044.271539297, 33109.0795288699, -64396.7629520916, 9752.2939348457, -74149.0568869372 ], [ 332.153351, 299.044272, 33.10908, -64.396763, 9.752294, -74.149057 ], [ 0.209759, 0.18885, 0.020909, -0.065197, 0.005877, -0.085396 ], [ 10, 10, 10, 10, 10, 10 ], [ -184863, -162720, -115595, -164871, -116467, -104907 ], [ 1.350411, 1.600352, 1.073611, 0.911827, 1.026453, 0.79499 ], [ 120, 60, 60, 120, 60, 60 ], [ 60, 30, 30, 60, 30, 30 ], [ 60, 30, 30, 60, 30, 30 ], [ 50, 50, 50, 50, 50, 50 ], [ 1.350411, 1.600352, 1.073611, 0.911827, 1.026453, 0.79499 ], [ 259128, 259128, 35132, 42536, 42536, 28700 ], [ -58455, -58455, -52047, -46719, -39092, -46719 ], [ 49, 69, 28, 49, 69, 28 ], [ 44, 58, 30, 44, 58, 30 ], [ 54, 81, 26, 54, 81, 26 ], [ 5913, 4188, 1725, 5913, 4188, 1725 ], [ 68.343663, 0, 114.843663, 68.343663, 0, 114.843663 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323036, -158625, -474867, -579901, -711357, -748327 ] ] }
{ "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": 1758852892473, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 4.74713 } } }
# | 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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