Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236489.302 | 239587.3233 | -3098.0213 | -82050.3757 | 38716.0643 | -120766.4401 |
Total P&L (%) | 236.4893 | 239.5873 | -3.098 | -82.0504 | 38.7161 | -120.7664 |
Avg Daily Profit (%) | 0.1485 | 0.1504 | -0.0019 | -0.1078 | 0.0206 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246207 | -142903 | -154017 | -464369 | -344193 | -420324 |
Profit Factor | 1.1321 | 1.2715 | 0.9966 | 0.9683 | 1.0305 | 0.9086 |
Total Trades | 520 | 260 | 260 | 520 | 260 | 260 |
Winning Trades | 240 | 114 | 126 | 240 | 114 | 126 |
Losing Trades | 280 | 146 | 134 | 280 | 146 | 134 |
Profitability (%) | 46.1538 | 43.8462 | 48.4615 | 46.1538 | 43.8462 | 48.4615 |
Ratio Avg Win / Avg Loss | 1.3208 | 1.6284 | 1.0599 | 1.1297 | 1.3198 | 0.9663 |
Largest Winning Trade | 127099 | 127099 | 44747 | 180179 | 180179 | 68697 |
Largest Losing Trade | -69355 | -40697 | -69355 | -240200 | -77526 | -240200 |
Avg Bars in Trades | 12 | 13 | 10 | 12 | 13 | 10 |
Avg Bars in Winners | 14 | 16 | 13 | 14 | 16 | 13 |
Avg Bars in Losers | 9 | 11 | 8 | 9 | 11 | 8 |
Bars Traded | 6313 | 3568 | 2745 | 6313 | 3568 | 2745 |
Profit Streak | 22.5988 | 43.8488 | 22.5988 | 22.5988 | 43.8488 | 22.5988 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66920 | 305199 | -577586 | -576060 | -354428 | -579252 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6370, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622462400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759501336072, "expiration_time": 1763620560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 26, "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": [ [ 236489.3019831179, 239587.323293821, -3098.0213107036, -82050.3757196277, 38716.0643394456, -120766.440059073 ], [ 236.489302, 239.587323, -3.098021, -82.050376, 38.716064, -120.76644 ], [ 0.148502, 0.150447, -0.001945, -0.107797, 0.020552, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -246207, -142903, -154017, -464369, -344193, -420324 ], [ 1.132145, 1.271506, 0.996585, 0.968321, 1.030527, 0.908637 ], [ 520, 260, 260, 520, 260, 260 ], [ 240, 114, 126, 240, 114, 126 ], [ 280, 146, 134, 280, 146, 134 ], [ 46.153846, 43.846154, 48.461538, 46.153846, 43.846154, 48.461538 ], [ 1.320835, 1.62842, 1.05986, 1.129708, 1.319798, 0.966329 ], [ 127099, 127099, 44747, 180179, 180179, 68697 ], [ -69355, -40697, -69355, -240200, -77526, -240200 ], [ 12, 13, 10, 12, 13, 10 ], [ 14, 16, 13, 14, 16, 13 ], [ 9, 11, 8, 9, 11, 8 ], [ 6313, 3568, 2745, 6313, 3568, 2745 ], [ 22.598797, 43.848797, 22.598797, 22.598797, 43.848797, 22.598797 ], [ 5, 6, 2, 5, 6, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -66920, 305199, -577586, -576060, -354428, -579252 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6370, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1622462400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759501336072, "expiration_time": 1763620560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 26, "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) |
---|