Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264702.9234 | 268740.5976 | -4037.6742 | -123261.9895 | 37505.0759 | -160767.0654 |
Total P&L (%) | 264.7029 | 268.7406 | -4.0377 | -123.262 | 37.5051 | -160.7671 |
Avg Daily Profit (%) | 0.1672 | 0.1697 | -0.0026 | 0 | 0.0201 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -294495 | -193937 | -183542 | -156696 | -16793 | -147795 |
Profit Factor | 1.2857 | 1.5557 | 0.9909 | 0.508 | 1.612 | 0.1506 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 58 | 25 | 33 | 50 | 30 | 20 |
Losing Trades | 52 | 30 | 22 | 60 | 25 | 35 |
Profitability (%) | 52.7273 | 45.4545 | 60 | 45.4545 | 54.5455 | 36.3636 |
Ratio Avg Win / Avg Loss | 1.1527 | 1.8669 | 0.6606 | 0.6096 | 1.3433 | 0.2636 |
Largest Winning Trade | 133453 | 133453 | 35152 | 47652 | 47652 | 15129 |
Largest Losing Trade | -122398 | -57554 | -122398 | -139946 | -18728 | -139946 |
Avg Bars in Trades | 54 | 60 | 49 | 54 | 60 | 49 |
Avg Bars in Winners | 45 | 40 | 48 | 67 | 77 | 52 |
Avg Bars in Losers | 65 | 75 | 50 | 43 | 38 | 47 |
Bars Traded | 6025 | 3300 | 2725 | 6025 | 3300 | 2725 |
Profit Streak | 45.7153 | 53.7153 | 45.7153 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341083 | -170718 | -758549 | -582253 | -345956 | -766414 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625659200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758906605668, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 33, "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": [ [ 264702.9234132954, 268740.5975819232, -4037.6741686277, -123261.9894590194, 37505.0759300362, -160767.0653890556 ], [ 264.702923, 268.740598, -4.037674, -123.261989, 37.505076, -160.767065 ], [ 0.167163, 0.169713, -0.00255, 0, 0.020115, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -294495, -193937, -183542, -156696, -16793, -147795 ], [ 1.285701, 1.555741, 0.990884, 0.50804, 1.612012, 0.1506 ], [ 110, 55, 55, 110, 55, 55 ], [ 58, 25, 33, 50, 30, 20 ], [ 52, 30, 22, 60, 25, 35 ], [ 52.727273, 45.454545, 60, 45.454545, 54.545455, 36.363636 ], [ 1.152698, 1.866889, 0.660589, 0.609648, 1.343343, 0.263551 ], [ 133453, 133453, 35152, 47652, 47652, 15129 ], [ -122398, -57554, -122398, -139946, -18728, -139946 ], [ 54, 60, 49, 54, 60, 49 ], [ 45, 40, 48, 67, 77, 52 ], [ 65, 75, 50, 43, 38, 47 ], [ 6025, 3300, 2725, 6025, 3300, 2725 ], [ 45.715343, 53.715343, 45.715343, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341083, -170718, -758549, -582253, -345956, -766414 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6334, "evaluation_days": 1583.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1625659200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758906605668, "expiration_time": 1762819632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 33, "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) |
---|