Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285111.9136 | 341418.6235 | -56306.71 | -91516.7356 | -8211.6743 | -83305.0613 |
Total P&L (%) | 285.1119 | 341.4186 | -56.3067 | -91.5167 | -8.2117 | -83.3051 |
Avg Daily Profit (%) | 0.1791 | 0.2145 | -0.0354 | -0.1548 | -0.0054 | -0.1124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170413 | -123725 | -158673 | -79594 | -29695 | -79722 |
Profit Factor | 1.1843 | 1.4372 | 0.9265 | 0.8186 | 0.9648 | 0.6927 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 210 | 103 | 107 | 210 | 103 | 107 |
Losing Trades | 236 | 120 | 116 | 236 | 120 | 116 |
Profitability (%) | 47.0852 | 46.1883 | 47.9821 | 47.0852 | 46.1883 | 47.9821 |
Ratio Avg Win / Avg Loss | 1.331 | 1.6744 | 1.0044 | 0.9199 | 1.124 | 0.751 |
Largest Winning Trade | 413506 | 413506 | 54705 | 21659 | 21659 | 14607 |
Largest Losing Trade | -50599 | -50599 | -49297 | -24971 | -24971 | -24170 |
Avg Bars in Trades | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Winners | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 4702 | 2611 | 2091 | 4702 | 2611 | 2091 |
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 | -8856 | 330656 | -579006 | -579302 | -579704 | -580673 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4776, "evaluation_days": 1592, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622419200000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759430651272, "expiration_time": 1763547264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 18 } }, "second_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } } }
{ "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": [ [ 285111.9135842789, 341418.623537395, -56306.7099531162, -91516.7356147265, -8211.6743130432, -83305.0613016832 ], [ 285.111914, 341.418624, -56.30671, -91.516736, -8.211674, -83.305061 ], [ 0.17909, 0.214459, -0.035369, -0.154847, -0.005382, -0.112378 ], [ 10, 10, 10, 10, 10, 10 ], [ -170413, -123725, -158673, -79594, -29695, -79722 ], [ 1.184321, 1.437167, 0.926478, 0.818585, 0.964807, 0.692743 ], [ 446, 223, 223, 446, 223, 223 ], [ 210, 103, 107, 210, 103, 107 ], [ 236, 120, 116, 236, 120, 116 ], [ 47.085202, 46.188341, 47.982063, 47.085202, 46.188341, 47.982063 ], [ 1.330951, 1.67437, 1.004406, 0.919933, 1.124047, 0.751011 ], [ 413506, 413506, 54705, 21659, 21659, 14607 ], [ -50599, -50599, -49297, -24971, -24971, -24170 ], [ 10, 11, 9, 10, 11, 9 ], [ 10, 11, 9, 10, 11, 9 ], [ 10, 11, 9, 10, 11, 9 ], [ 4702, 2611, 2091, 4702, 2611, 2091 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -8856, 330656, -579006, -579302, -579704, -580673 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4776, "evaluation_days": 1592, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1622419200000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759430651272, "expiration_time": 1763547264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 18 } }, "second_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } } }
# | 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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