Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233381.763 | 126710.7204 | 106671.0426 | 76647.0855 | 9345.1516 | 67301.9339 |
Total P&L (%) | 233.3818 | 126.7107 | 106.671 | 76.6471 | 9.3452 | 67.3019 |
Avg Daily Profit (%) | 0.224 | 0.1216 | 0.1024 | 0.0546 | 0.0086 | 0.0494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105649 | -68441 | -79474 | -325127 | -234752 | -131726 |
Profit Factor | 1.3277 | 1.3619 | 1.2946 | 1.0696 | 1.0161 | 1.1293 |
Total Trades | 381 | 191 | 190 | 381 | 191 | 190 |
Winning Trades | 304 | 148 | 156 | 304 | 148 | 156 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 79.79 | 77.4869 | 82.1053 | 79.79 | 77.4869 | 82.1053 |
Ratio Avg Win / Avg Loss | 0.3363 | 0.3957 | 0.2822 | 0.2709 | 0.2952 | 0.2461 |
Largest Winning Trade | 28280 | 28280 | 16081 | 62044 | 62044 | 28754 |
Largest Losing Trade | -70756 | -47392 | -70756 | -197045 | -197045 | -129368 |
Avg Bars in Trades | 64 | 68 | 61 | 64 | 68 | 61 |
Avg Bars in Winners | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Losers | 189 | 193 | 184 | 189 | 193 | 184 |
Bars Traded | 24722 | 13081 | 11640 | 24722 | 13081 | 11640 |
Profit Streak | 20.4809 | 38.0225 | 20.4809 | 20.4809 | 38.0225 | 20.4809 |
Trades During Streak | 11 | 11 | 5 | 11 | 11 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503909 | -26101 | -51512 | -258008 | -545927 | -200641 |
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669665600000, "first_datapoint_time": 1670299200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759667545993, "expiration_time": 1766145600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 177, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 233381.7630225689, 126710.7204344817, 106671.0425880878, 76647.0855066845, 9345.1516175315, 67301.9338891527 ], [ 233.381763, 126.71072, 106.671043, 76.647086, 9.345152, 67.301934 ], [ 0.224046, 0.121642, 0.102404, 0.054637, 0.008577, 0.049417 ], [ 10, 10, 10, 10, 10, 10 ], [ -105649, -68441, -79474, -325127, -234752, -131726 ], [ 1.327666, 1.361864, 1.294595, 1.069598, 1.016086, 1.129344 ], [ 381, 191, 190, 381, 191, 190 ], [ 304, 148, 156, 304, 148, 156 ], [ 77, 43, 34, 77, 43, 34 ], [ 79.790026, 77.486911, 82.105263, 79.790026, 77.486911, 82.105263 ], [ 0.336284, 0.395677, 0.282155, 0.270918, 0.295214, 0.246139 ], [ 28280, 28280, 16081, 62044, 62044, 28754 ], [ -70756, -47392, -70756, -197045, -197045, -129368 ], [ 64, 68, 61, 64, 68, 61 ], [ 33, 32, 34, 33, 32, 34 ], [ 189, 193, 184, 189, 193, 184 ], [ 24722, 13081, 11640, 24722, 13081, 11640 ], [ 20.480856, 38.022523, 20.480856, 20.480856, 38.022523, 20.480856 ], [ 11, 11, 5, 11, 11, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 503909, -26101, -51512, -258008, -545927, -200641 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669665600000, "first_datapoint_time": 1670299200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759667545993, "expiration_time": 1766145600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 177, "offset": 0, "scalar": 4 } } }
# | 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) |
---|