Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469458.0972 | 348141.124 | 121316.9732 | 148615.7364 | 67793.9142 | 80821.8222 |
Total P&L (%) | 469.4581 | 348.1411 | 121.317 | 148.6157 | 67.7939 | 80.8218 |
Avg Daily Profit (%) | 0.2961 | 0.2196 | 0.0765 | 0.0575 | 0.0326 | 0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107454 | -116222 | -74847 | -175875 | -107276 | -109841 |
Profit Factor | 1.5589 | 1.8022 | 1.2988 | 1.1809 | 1.1673 | 1.1943 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 50.1976 | 48.4127 | 51.9685 | 50.1976 | 48.4127 | 51.9685 |
Ratio Avg Win / Avg Loss | 1.5466 | 1.9204 | 1.2004 | 1.1716 | 1.2438 | 1.1038 |
Largest Winning Trade | 244645 | 244645 | 45916 | 52332 | 45760 | 52332 |
Largest Losing Trade | -74847 | -61583 | -74847 | -72436 | -35166 | -72436 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 4523 | 2262 | 2261 | 4523 | 2262 | 2261 |
Profit Streak | 0 | 32.3233 | 0 | 0 | 32.3233 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462468 | 402772 | -90403 | -136063 | -185988 | -149489 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4757, "evaluation_days": 1585.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626278400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758901533066, "expiration_time": 1762983648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 124 } } }
{ "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": [ [ 469458.0971915228, 348141.1239555581, 121316.9732359649, 148615.7364050281, 67793.9142217632, 80821.8221832649 ], [ 469.458097, 348.141124, 121.316973, 148.615736, 67.793914, 80.821822 ], [ 0.296063, 0.219555, 0.076508, 0.057452, 0.032646, 0.037363 ], [ 10, 10, 10, 10, 10, 10 ], [ -107454, -116222, -74847, -175875, -107276, -109841 ], [ 1.558904, 1.802194, 1.298828, 1.180946, 1.167257, 1.194283 ], [ 253, 126, 127, 253, 126, 127 ], [ 127, 61, 66, 127, 61, 66 ], [ 126, 65, 61, 126, 65, 61 ], [ 50.197628, 48.412698, 51.968504, 50.197628, 48.412698, 51.968504 ], [ 1.546629, 1.920371, 1.200432, 1.171647, 1.243799, 1.103807 ], [ 244645, 244645, 45916, 52332, 45760, 52332 ], [ -74847, -61583, -74847, -72436, -35166, -72436 ], [ 17, 17, 17, 17, 17, 17 ], [ 16, 14, 18, 16, 14, 18 ], [ 19, 21, 16, 19, 21, 16 ], [ 4523, 2262, 2261, 4523, 2262, 2261 ], [ 0, 32.323299, 0, 0, 32.323299, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 462468, 402772, -90403, -136063, -185988, -149489 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4757, "evaluation_days": 1585.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626278400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758901533066, "expiration_time": 1762983648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 124 } } }
# | 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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