Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159669.1417 | 246609.9661 | -86940.8245 | -127883.5413 | 102058.9454 | -229942.4867 |
Total P&L (%) | 159.6691 | 246.61 | -86.9408 | -127.8835 | 102.0589 | -229.9425 |
Avg Daily Profit (%) | 0.1007 | 0.1555 | -0.0548 | 0 | 0.0444 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -281359 | -99408 | -244783 | -275788 | -70810 | -236409 |
Profit Factor | 1.1167 | 1.4046 | 0.8854 | 0.8814 | 1.2452 | 0.6529 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 154 | 78 | 76 | 138 | 66 | 72 |
Losing Trades | 126 | 62 | 64 | 142 | 74 | 68 |
Profitability (%) | 55 | 55.7143 | 54.2857 | 49.2857 | 47.1429 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.9137 | 1.1165 | 0.7456 | 0.907 | 1.3962 | 0.6166 |
Largest Winning Trade | 173086 | 173086 | 46920 | 63762 | 63762 | 40978 |
Largest Losing Trade | -163193 | -53057 | -163193 | -165257 | -42994 | -165257 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 13 | 10 | 17 | 17 | 16 | 19 |
Avg Bars in Losers | 19 | 19 | 20 | 14 | 12 | 18 |
Bars Traded | 4579 | 1982 | 2597 | 4579 | 1982 | 2597 |
Profit Streak | 2.023 | 0 | 7.3564 | 0 | 20.023 | 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 | -152056 | 316759 | -579447 | -579313 | -134371 | -580498 |
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4758, "evaluation_days": 1586, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625904000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758933189869, "expiration_time": 1763013312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 113, "offset": 27 } } }
{ "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": [ [ 159669.1416714637, 246609.966148992, -86940.8244775282, -127883.5413405582, 102058.945395651, -229942.4867362091 ], [ 159.669142, 246.609966, -86.940824, -127.883541, 102.058945, -229.942487 ], [ 0.100674, 0.155492, -0.054818, 0, 0.04436, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -281359, -99408, -244783, -275788, -70810, -236409 ], [ 1.116704, 1.404569, 0.885392, 0.881435, 1.245244, 0.652886 ], [ 280, 140, 140, 280, 140, 140 ], [ 154, 78, 76, 138, 66, 72 ], [ 126, 62, 64, 142, 74, 68 ], [ 55, 55.714286, 54.285714, 49.285714, 47.142857, 51.428571 ], [ 0.913667, 1.116452, 0.745593, 0.906984, 1.396182, 0.616615 ], [ 173086, 173086, 46920, 63762, 63762, 40978 ], [ -163193, -53057, -163193, -165257, -42994, -165257 ], [ 16, 14, 18, 16, 14, 18 ], [ 13, 10, 17, 17, 16, 19 ], [ 19, 19, 20, 14, 12, 18 ], [ 4579, 1982, 2597, 4579, 1982, 2597 ], [ 2.023031, 0, 7.356364, 0, 20.023031, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152056, 316759, -579447, -579313, -134371, -580498 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4758, "evaluation_days": 1586, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1625904000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758933189869, "expiration_time": 1763013312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 113, "offset": 27 } } }
# | 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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