Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284319.8428 | 237604.6192 | 46715.2235 | -32472.9005 | 36513.1708 | -68986.0713 |
Total P&L (%) | 284.3198 | 237.6046 | 46.7152 | -32.4729 | 36.5132 | -68.9861 |
Avg Daily Profit (%) | 0.179 | 0.1496 | 0.0294 | -0.0247 | 0.0196 | -0.0737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129634 | -123808 | -108757 | -100171 | -53846 | -75629 |
Profit Factor | 1.2285 | 1.3613 | 1.0797 | 0.9432 | 1.1326 | 0.7674 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Profitability (%) | 50.1992 | 50 | 50.4 | 50.1992 | 50 | 50.4 |
Ratio Avg Win / Avg Loss | 1.2188 | 1.3613 | 1.0625 | 0.9358 | 1.1326 | 0.7552 |
Largest Winning Trade | 169395 | 169395 | 33643 | 29385 | 29385 | 15604 |
Largest Losing Trade | -43846 | -41276 | -43846 | -25839 | -15329 | -25839 |
Avg Bars in Trades | 24 | 30 | 18 | 24 | 30 | 18 |
Avg Bars in Winners | 25 | 28 | 21 | 25 | 28 | 21 |
Avg Bars in Losers | 23 | 33 | 14 | 23 | 33 | 14 |
Bars Traded | 6144 | 3876 | 2268 | 6144 | 3876 | 2268 |
Profit Streak | 5.5274 | 6.7774 | 0 | 5.5274 | 6.7774 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338829 | 274289 | -288004 | -578455 | -243457 | -580670 |
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6352, "evaluation_days": 1588, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624730400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759106366174, "expiration_time": 1763220096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 2.78535 } } }
{ "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": [ [ 284319.8427511956, 237604.6192272464, 46715.2235239492, -32472.9004754153, 36513.1707751495, -68986.0712505649 ], [ 284.319843, 237.604619, 46.715224, -32.4729, 36.513171, -68.986071 ], [ 0.179043, 0.149625, 0.029418, -0.024722, 0.019602, -0.073697 ], [ 10, 10, 10, 10, 10, 10 ], [ -129634, -123808, -108757, -100171, -53846, -75629 ], [ 1.22854, 1.36131, 1.079657, 0.943238, 1.13255, 0.76743 ], [ 251, 126, 125, 251, 126, 125 ], [ 126, 63, 63, 126, 63, 63 ], [ 125, 63, 62, 125, 63, 62 ], [ 50.199203, 50, 50.4, 50.199203, 50, 50.4 ], [ 1.218789, 1.36131, 1.06252, 0.935752, 1.13255, 0.755248 ], [ 169395, 169395, 33643, 29385, 29385, 15604 ], [ -43846, -41276, -43846, -25839, -15329, -25839 ], [ 24, 30, 18, 24, 30, 18 ], [ 25, 28, 21, 25, 28, 21 ], [ 23, 33, 14, 23, 33, 14 ], [ 6144, 3876, 2268, 6144, 3876, 2268 ], [ 5.527386, 6.777386, 0, 5.527386, 6.777386, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338829, 274289, -288004, -578455, -243457, -580670 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6352, "evaluation_days": 1588, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1624730400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759106366174, "expiration_time": 1763220096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 130, "offset": 0, "multiplier": 2.78535 } } }
# | 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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