Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320855.6584 | 177961.2341 | 142894.4243 | 361754.0812 | -31423.9053 | 393177.9864 |
Total P&L (%) | 320.8557 | 177.9612 | 142.8944 | 361.7541 | -31.4239 | 393.178 |
Avg Daily Profit (%) | 0.308 | 0.1708 | 0.1372 | 0.147 | -0.0362 | 0.1533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80211 | -71497 | -56656 | -612061 | -538572 | -217238 |
Profit Factor | 1.4808 | 1.5198 | 1.4397 | 1.1512 | 0.9781 | 1.4098 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 74.7788 | 74.3363 | 75.2212 | 74.7788 | 74.3363 | 75.2212 |
Ratio Avg Win / Avg Loss | 0.4994 | 0.5247 | 0.4742 | 0.3883 | 0.3377 | 0.4644 |
Largest Winning Trade | 39389 | 39389 | 26660 | 94210 | 74151 | 94210 |
Largest Losing Trade | -54881 | -51357 | -54881 | -454285 | -454285 | -202389 |
Avg Bars in Trades | 109 | 110 | 109 | 109 | 110 | 109 |
Avg Bars in Winners | 65 | 65 | 66 | 65 | 65 | 66 |
Avg Bars in Losers | 240 | 240 | 239 | 240 | 240 | 239 |
Bars Traded | 24785 | 12447 | 12338 | 24785 | 12447 | 12338 |
Profit Streak | 19.3743 | 58.416 | 19.3743 | 19.3743 | 58.416 | 19.3743 |
Trades During Streak | 7 | 10 | 3 | 7 | 10 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507525 | 431125 | -5866 | -46684 | -575934 | 398703 |
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{ "first_band": { "type": "tema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 124, "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": [ [ 320855.6583873674, 177961.2340906092, 142894.4242967585, 361754.0811843626, -31423.9052619756, 393177.9864463381 ], [ 320.855658, 177.961234, 142.894424, 361.754081, -31.423905, 393.177986 ], [ 0.30802, 0.170842, 0.137178, 0.146974, -0.036207, 0.153304 ], [ 10, 10, 10, 10, 10, 10 ], [ -80211, -71497, -56656, -612061, -538572, -217238 ], [ 1.480788, 1.519829, 1.439664, 1.151199, 0.978074, 1.409811 ], [ 226, 113, 113, 226, 113, 113 ], [ 169, 84, 85, 169, 84, 85 ], [ 57, 29, 28, 57, 29, 28 ], [ 74.778761, 74.336283, 75.221239, 74.778761, 74.336283, 75.221239 ], [ 0.499437, 0.524703, 0.474242, 0.388274, 0.337668, 0.464408 ], [ 39389, 39389, 26660, 94210, 74151, 94210 ], [ -54881, -51357, -54881, -454285, -454285, -202389 ], [ 109, 110, 109, 109, 110, 109 ], [ 65, 65, 66, 65, 65, 66 ], [ 240, 240, 239, 240, 240, 239 ], [ 24785, 12447, 12338, 24785, 12447, 12338 ], [ 19.374288, 58.415955, 19.374288, 19.374288, 58.415955, 19.374288 ], [ 7, 10, 3, 7, 10, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 507525, 431125, -5866, -46684, -575934, 398703 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669615200000, "first_datapoint_time": 1670072400000, "last_datapoint_time": 1759615200000, "evaluation_time": 1759618738490, "expiration_time": 1766095200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 124, "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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