Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350167.2885 | 262612.8213 | 87554.4673 | 43121.8173 | 30607.5131 | 12514.3042 |
Total P&L (%) | 350.1673 | 262.6128 | 87.5545 | 43.1218 | 30.6075 | 12.5143 |
Avg Daily Profit (%) | 0.2211 | 0.1658 | 0.0553 | 0.0226 | 0.0169 | 0.0074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133209 | -104192 | -141535 | -193564 | -136317 | -155799 |
Profit Factor | 1.4491 | 1.5878 | 1.263 | 1.0474 | 1.0572 | 1.0334 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 46.5517 | 44.8276 | 48.2759 | 46.5517 | 44.8276 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.6638 | 1.9543 | 1.3532 | 1.2025 | 1.3011 | 1.1072 |
Largest Winning Trade | 147287 | 147287 | 57809 | 106604 | 106604 | 68913 |
Largest Losing Trade | -56351 | -37166 | -56351 | -61590 | -61590 | -49054 |
Avg Bars in Trades | 52 | 58 | 46 | 52 | 58 | 46 |
Avg Bars in Winners | 77 | 83 | 70 | 77 | 83 | 70 |
Avg Bars in Losers | 31 | 38 | 24 | 31 | 38 | 24 |
Bars Traded | 6122 | 3398 | 2724 | 6122 | 3398 | 2724 |
Profit Streak | 43.5089 | 43.5089 | 67.2589 | 43.5089 | 43.5089 | 67.2589 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370672 | -171230 | -298981 | -332597 | -512539 | -634006 |
{ "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": 1758823972159, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.16357 } }, "second_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 3.33943 } } }
{ "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": [ [ 350167.2885385655, 262612.8212852838, 87554.4672532817, 43121.8172753086, 30607.5131238667, 12514.3041514419 ], [ 350.167289, 262.612821, 87.554467, 43.121817, 30.607513, 12.514304 ], [ 0.221135, 0.165843, 0.055292, 0.022644, 0.016864, 0.007446 ], [ 10, 10, 10, 10, 10, 10 ], [ -133209, -104192, -141535, -193564, -136317, -155799 ], [ 1.449115, 1.587844, 1.262971, 1.047364, 1.057163, 1.033372 ], [ 116, 58, 58, 116, 58, 58 ], [ 54, 26, 28, 54, 26, 28 ], [ 62, 32, 30, 62, 32, 30 ], [ 46.551724, 44.827586, 48.275862, 46.551724, 44.827586, 48.275862 ], [ 1.663799, 1.954269, 1.353183, 1.202529, 1.301124, 1.107185 ], [ 147287, 147287, 57809, 106604, 106604, 68913 ], [ -56351, -37166, -56351, -61590, -61590, -49054 ], [ 52, 58, 46, 52, 58, 46 ], [ 77, 83, 70, 77, 83, 70 ], [ 31, 38, 24, 31, 38, 24 ], [ 6122, 3398, 2724, 6122, 3398, 2724 ], [ 43.508937, 43.508937, 67.258937, 43.508937, 43.508937, 67.258937 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370672, -171230, -298981, -332597, -512539, -634006 ] ] }
{ "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": 1758823972159, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.16357 } }, "second_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 3.33943 } } }
# | 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) |
---|