Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284468.0823 | 182033.723 | 102434.3593 | 354072.084 | 24643.6506 | 329428.4334 |
Total P&L (%) | 284.4681 | 182.0337 | 102.4344 | 354.0721 | 24.6437 | 329.4284 |
Avg Daily Profit (%) | 0.2731 | 0.1748 | 0.0983 | 0.1454 | 0.0212 | 0.14 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88815 | -81032 | -26976 | -359577 | -356061 | -61496 |
Profit Factor | 1.4966 | 1.3904 | 1.9611 | 1.2338 | 1.0188 | 2.6055 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 222 | 118 | 104 | 222 | 118 | 104 |
Losing Trades | 89 | 37 | 52 | 89 | 37 | 52 |
Profitability (%) | 71.3826 | 76.129 | 66.6667 | 71.3826 | 76.129 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6 | 0.436 | 0.9805 | 0.4946 | 0.3195 | 1.3028 |
Largest Winning Trade | 48141 | 48141 | 31961 | 179432 | 150014 | 179432 |
Largest Losing Trade | -48062 | -48062 | -10041 | -356061 | -356061 | -25151 |
Avg Bars in Trades | 75 | 147 | 4 | 75 | 147 | 4 |
Avg Bars in Winners | 30 | 54 | 3 | 30 | 54 | 3 |
Avg Bars in Losers | 188 | 441 | 7 | 188 | 441 | 7 |
Bars Traded | 23573 | 22818 | 755 | 23573 | 22818 | 755 |
Profit Streak | 31.0362 | 31.0362 | 61.3695 | 31.0362 | 31.0362 | 61.3695 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494017 | 380128 | -56651 | 175642 | -365708 | 64988 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670079600000, "first_datapoint_time": 1670565600000, "last_datapoint_time": 1760079600000, "evaluation_time": 1760082725001, "expiration_time": 1766559600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 136, "offset": 0, "std": 2.51092 } } }
{ "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": [ [ 284468.0823090418, 182033.7229859786, 102434.3593230634, 354072.084036626, 24643.6506440831, 329428.4333925431 ], [ 284.468082, 182.033723, 102.434359, 354.072084, 24.643651, 329.428433 ], [ 0.273088, 0.174752, 0.098337, 0.145361, 0.02115, 0.139997 ], [ 10, 10, 10, 10, 10, 10 ], [ -88815, -81032, -26976, -359577, -356061, -61496 ], [ 1.49662, 1.390441, 1.961076, 1.233753, 1.018819, 2.605523 ], [ 311, 155, 156, 311, 155, 156 ], [ 222, 118, 104, 222, 118, 104 ], [ 89, 37, 52, 89, 37, 52 ], [ 71.382637, 76.129032, 66.666667, 71.382637, 76.129032, 66.666667 ], [ 0.599996, 0.435986, 0.980538, 0.494613, 0.31946, 1.302761 ], [ 48141, 48141, 31961, 179432, 150014, 179432 ], [ -48062, -48062, -10041, -356061, -356061, -25151 ], [ 75, 147, 4, 75, 147, 4 ], [ 30, 54, 3, 30, 54, 3 ], [ 188, 441, 7, 188, 441, 7 ], [ 23573, 22818, 755, 23573, 22818, 755 ], [ 31.036169, 31.036169, 61.369502, 31.036169, 31.036169, 61.369502 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 494017, 380128, -56651, 175642, -365708, 64988 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670079600000, "first_datapoint_time": 1670565600000, "last_datapoint_time": 1760079600000, "evaluation_time": 1760082725001, "expiration_time": 1766559600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 136, "offset": 0, "std": 2.51092 } } }
# | 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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