Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338691.9264 | 272273.7456 | 66418.1808 | -334819.7028 | -48632.6512 | -286187.0516 |
Total P&L (%) | 338.6919 | 272.2737 | 66.4182 | -334.8197 | -48.6327 | -286.1871 |
Avg Daily Profit (%) | 0.2137 | 0.1718 | 0.0419 | 0 | -0.042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143647 | -85306 | -161536 | -1546362 | -712568 | -961657 |
Profit Factor | 1.248 | 1.4656 | 1.085 | 0.9158 | 0.9734 | 0.8668 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 180 | 86 | 94 | 160 | 78 | 82 |
Losing Trades | 147 | 77 | 70 | 167 | 85 | 82 |
Profitability (%) | 55.0459 | 52.7607 | 57.3171 | 48.9297 | 47.8528 | 50 |
Ratio Avg Win / Avg Loss | 1.0192 | 1.3122 | 0.808 | 0.9559 | 1.0608 | 0.8668 |
Largest Winning Trade | 56075 | 56075 | 34866 | 447356 | 440169 | 447356 |
Largest Losing Trade | -143647 | -44555 | -143647 | -462860 | -148608 | -462860 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4547 | 2268 | 2279 | 4547 | 2268 | 2279 |
Profit Streak | 6.3075 | 0 | 10.9742 | 0 | 15.6408 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390203 | 338763 | -263638 | -579206 | -578789 | -580196 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4754, "evaluation_days": 1584.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627603200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758813768857, "expiration_time": 1762894656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 199, "offset": 0, "a": 0.6802 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.74585 } } }
{ "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": [ [ 338691.9264291142, 272273.7455821925, 66418.1808469214, -334819.7028081627, -48632.6511632249, -286187.0516449371 ], [ 338.691926, 272.273746, 66.418181, -334.819703, -48.632651, -286.187052 ], [ 0.21373, 0.171817, 0.041913, 0, -0.042029, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -143647, -85306, -161536, -1546362, -712568, -961657 ], [ 1.247982, 1.465599, 1.085041, 0.915848, 0.973429, 0.866794 ], [ 327, 163, 164, 327, 163, 164 ], [ 180, 86, 94, 160, 78, 82 ], [ 147, 77, 70, 167, 85, 82 ], [ 55.045872, 52.760736, 57.317073, 48.929664, 47.852761, 50 ], [ 1.019185, 1.312222, 0.808009, 0.955917, 1.060788, 0.866794 ], [ 56075, 56075, 34866, 447356, 440169, 447356 ], [ -143647, -44555, -143647, -462860, -148608, -462860 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 4547, 2268, 2279, 4547, 2268, 2279 ], [ 6.30751, 0, 10.974176, 0, 15.640843, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390203, 338763, -263638, -579206, -578789, -580196 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4754, "evaluation_days": 1584.67, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627603200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758813768857, "expiration_time": 1762894656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 199, "offset": 0, "a": 0.6802 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.74585 } } }
# | 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) |
---|