Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409895.1283 | 286431.117 | 123464.0113 | 154778.5422 | 138129.7959 | 16648.7463 |
Total P&L (%) | 409.8951 | 286.4311 | 123.464 | 154.7785 | 138.1298 | 16.6487 |
Avg Daily Profit (%) | 0.2561 | 0.179 | 0.0772 | 0.0585 | 0.0542 | 0.0096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103272 | -73726 | -60526 | -705293 | -578851 | -383660 |
Profit Factor | 1.5601 | 1.6461 | 1.428 | 1.049 | 1.0731 | 1.0131 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 45 | 47.1429 | 42.8571 | 45 | 47.1429 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9068 | 1.8457 | 1.904 | 1.2821 | 1.2031 | 1.3508 |
Largest Winning Trade | 211971 | 211971 | 44547 | 467578 | 467578 | 187863 |
Largest Losing Trade | -45774 | -39184 | -45774 | -182981 | -182981 | -155564 |
Avg Bars in Trades | 43 | 61 | 25 | 43 | 61 | 25 |
Avg Bars in Winners | 57 | 73 | 38 | 57 | 73 | 38 |
Avg Bars in Losers | 32 | 50 | 15 | 32 | 50 | 15 |
Bars Traded | 6063 | 4296 | 1767 | 6063 | 4296 | 1767 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335227 | -85010 | -184916 | -283096 | -356214 | -492166 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6401, "evaluation_days": 1600.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623736800000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760170808848, "expiration_time": 1764310248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "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": [ [ 409895.1283094801, 286431.1170171794, 123464.0112923005, 154778.542247442, 138129.7959389513, 16648.7463084912 ], [ 409.895128, 286.431117, 123.464011, 154.778542, 138.129796, 16.648746 ], [ 0.256144, 0.178991, 0.077153, 0.058459, 0.054234, 0.009624 ], [ 10, 10, 10, 10, 10, 10 ], [ -103272, -73726, -60526, -705293, -578851, -383660 ], [ 1.560143, 1.646129, 1.428003, 1.048969, 1.073069, 1.013106 ], [ 140, 70, 70, 140, 70, 70 ], [ 63, 33, 30, 63, 33, 30 ], [ 77, 37, 40, 77, 37, 40 ], [ 45, 47.142857, 42.857143, 45, 47.142857, 42.857143 ], [ 1.906842, 1.84566, 1.904004, 1.282073, 1.203138, 1.350807 ], [ 211971, 211971, 44547, 467578, 467578, 187863 ], [ -45774, -39184, -45774, -182981, -182981, -155564 ], [ 43, 61, 25, 43, 61, 25 ], [ 57, 73, 38, 57, 73, 38 ], [ 32, 50, 15, 32, 50, 15 ], [ 6063, 4296, 1767, 6063, 4296, 1767 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335227, -85010, -184916, -283096, -356214, -492166 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6401, "evaluation_days": 1600.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623736800000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760170808848, "expiration_time": 1764310248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "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) |
---|