Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238140.625 | 138420.4677 | 99720.1573 | 213592.0581 | 7148.3581 | 206443.7 |
Total P&L (%) | 238.1406 | 138.4205 | 99.7202 | 213.5921 | 7.1484 | 206.4437 |
Avg Daily Profit (%) | 0.2286 | 0.1329 | 0.0957 | 0.1098 | 0.0066 | 0.1076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120189 | -71791 | -91623 | -882608 | -559953 | -468703 |
Profit Factor | 1.3182 | 1.3593 | 1.2747 | 1.092 | 1.0055 | 1.1997 |
Total Trades | 707 | 353 | 354 | 707 | 353 | 354 |
Winning Trades | 512 | 247 | 265 | 512 | 247 | 265 |
Losing Trades | 195 | 106 | 89 | 195 | 106 | 89 |
Profitability (%) | 72.4187 | 69.9717 | 74.8588 | 72.4187 | 69.9717 | 74.8588 |
Ratio Avg Win / Avg Loss | 0.5021 | 0.5833 | 0.4281 | 0.4159 | 0.4315 | 0.4029 |
Largest Winning Trade | 28175 | 28175 | 14569 | 96746 | 96746 | 78449 |
Largest Losing Trade | -54913 | -41200 | -54913 | -455024 | -455024 | -401401 |
Avg Bars in Trades | 34 | 38 | 30 | 34 | 38 | 30 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 83 | 92 | 73 | 83 | 92 | 73 |
Bars Traded | 24238 | 13577 | 10661 | 24238 | 13577 | 10661 |
Profit Streak | 7.7891 | 14.6224 | 7.7891 | 7.7891 | 14.6224 | 7.7891 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544069 | -11377 | -60824 | -158731 | -560365 | -45805 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670238000000, "first_datapoint_time": 1670900400000, "last_datapoint_time": 1760238000000, "evaluation_time": 1760241375454, "expiration_time": 1766718000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.57629, "nb": 0.1, "nc": 0.8286 } }, "second_band": { "type": "rma", "factors": { "length": 185, "offset": 0 } } }
{ "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": [ [ 238140.6249822456, 138420.467701621, 99720.1572806243, 213592.0580980851, 7148.3581054352, 206443.6999926495 ], [ 238.140625, 138.420468, 99.720157, 213.592058, 7.148358, 206.4437 ], [ 0.228614, 0.132883, 0.095731, 0.10978, 0.006628, 0.107564 ], [ 10, 10, 10, 10, 10, 10 ], [ -120189, -71791, -91623, -882608, -559953, -468703 ], [ 1.318243, 1.359256, 1.274711, 1.091979, 1.005548, 1.199726 ], [ 707, 353, 354, 707, 353, 354 ], [ 512, 247, 265, 512, 247, 265 ], [ 195, 106, 89, 195, 106, 89 ], [ 72.41867, 69.971671, 74.858757, 72.41867, 69.971671, 74.858757 ], [ 0.502065, 0.583325, 0.428111, 0.415891, 0.431531, 0.402927 ], [ 28175, 28175, 14569, 96746, 96746, 78449 ], [ -54913, -41200, -54913, -455024, -455024, -401401 ], [ 34, 38, 30, 34, 38, 30 ], [ 15, 15, 15, 15, 15, 15 ], [ 83, 92, 73, 83, 92, 73 ], [ 24238, 13577, 10661, 24238, 13577, 10661 ], [ 7.789067, 14.622401, 7.789067, 7.789068, 14.622401, 7.789068 ], [ 6, 5, 3, 6, 5, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 544069, -11377, -60824, -158731, -560365, -45805 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670238000000, "first_datapoint_time": 1670900400000, "last_datapoint_time": 1760238000000, "evaluation_time": 1760241375454, "expiration_time": 1766718000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.57629, "nb": 0.1, "nc": 0.8286 } }, "second_band": { "type": "rma", "factors": { "length": 185, "offset": 0 } } }
# | 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) |
---|