Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198023.2986 | 122582.3206 | 75440.978 | 90338.093 | 20502.5903 | 69835.5028 |
Total P&L (%) | 198.0233 | 122.5823 | 75.441 | 90.3381 | 20.5026 | 69.8355 |
Avg Daily Profit (%) | 0.1901 | 0.1177 | 0.0724 | 0.0618 | 0.0179 | 0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123055 | -63766 | -71528 | -446643 | -233942 | -260458 |
Profit Factor | 1.2885 | 1.3757 | 1.2095 | 1.0699 | 1.0327 | 1.1051 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 391 | 196 | 195 | 391 | 196 | 195 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 82.4895 | 82.7004 | 82.2785 | 82.4895 | 82.7004 | 82.2785 |
Ratio Avg Win / Avg Loss | 0.2735 | 0.2878 | 0.2605 | 0.2271 | 0.216 | 0.238 |
Largest Winning Trade | 26204 | 26204 | 20277 | 92808 | 21576 | 92808 |
Largest Losing Trade | -55593 | -35075 | -55593 | -219447 | -190334 | -219447 |
Avg Bars in Trades | 50 | 56 | 44 | 50 | 56 | 44 |
Avg Bars in Winners | 24 | 26 | 23 | 24 | 26 | 23 |
Avg Bars in Losers | 174 | 202 | 146 | 174 | 202 | 146 |
Bars Traded | 24061 | 13415 | 10646 | 24061 | 13415 | 10646 |
Profit Streak | 10.1591 | 10.1591 | 21.5341 | 10.1591 | 10.1591 | 21.5341 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509467 | -30644 | -91983 | -247386 | -355356 | -225154 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669780800000, "first_datapoint_time": 1670623200000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759783743796, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 235, "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": [ [ 198023.2986155168, 122582.3206113945, 75440.9780041218, 90338.09304362, 20502.5902878697, 69835.5027557506 ], [ 198.023299, 122.582321, 75.440978, 90.338093, 20.50259, 69.835503 ], [ 0.190102, 0.117679, 0.072423, 0.061808, 0.017906, 0.05086 ], [ 10, 10, 10, 10, 10, 10 ], [ -123055, -63766, -71528, -446643, -233942, -260458 ], [ 1.288548, 1.375733, 1.209542, 1.069941, 1.032679, 1.105135 ], [ 474, 237, 237, 474, 237, 237 ], [ 391, 196, 195, 391, 196, 195 ], [ 83, 41, 42, 83, 41, 42 ], [ 82.489451, 82.700422, 82.278481, 82.489451, 82.700422, 82.278481 ], [ 0.273528, 0.287781, 0.260517, 0.227123, 0.21602, 0.238029 ], [ 26204, 26204, 20277, 92808, 21576, 92808 ], [ -55593, -35075, -55593, -219447, -190334, -219447 ], [ 50, 56, 44, 50, 56, 44 ], [ 24, 26, 23, 24, 26, 23 ], [ 174, 202, 146, 174, 202, 146 ], [ 24061, 13415, 10646, 24061, 13415, 10646 ], [ 10.159071, 10.159072, 21.534072, 10.159072, 10.159072, 21.534072 ], [ 6, 3, 6, 6, 3, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 509467, -30644, -91983, -247386, -355356, -225154 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669780800000, "first_datapoint_time": 1670623200000, "last_datapoint_time": 1759780800000, "evaluation_time": 1759783743796, "expiration_time": 1766260800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 235, "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) |
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