Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372546.7209 | 384138.2441 | -11591.5232 | -434840.0999 | -140015.1811 | -294824.9188 |
Total P&L (%) | 372.5467 | 384.1382 | -11.5915 | -434.8401 | -140.0152 | -294.8249 |
Avg Daily Profit (%) | 0.2352 | 0.2425 | -0.0073 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258088 | -98951 | -224868 | -495206 | -260409 | -298325 |
Profit Factor | 1.4881 | 2.2934 | 0.9751 | 0.6196 | 0.7019 | 0.5622 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 26 | 24 | 35 | 18 | 17 |
Losing Trades | 36 | 17 | 19 | 51 | 25 | 26 |
Profitability (%) | 58.1395 | 60.4651 | 55.814 | 40.6977 | 41.8605 | 39.5349 |
Ratio Avg Win / Avg Loss | 1.0714 | 1.4995 | 0.772 | 0.9028 | 0.9749 | 0.8598 |
Largest Winning Trade | 293965 | 293965 | 54995 | 120068 | 41461 | 120068 |
Largest Losing Trade | -182838 | -66536 | -182838 | -210530 | -81647 | -210530 |
Avg Bars in Trades | 35 | 41 | 29 | 35 | 41 | 29 |
Avg Bars in Winners | 33 | 40 | 25 | 38 | 41 | 34 |
Avg Bars in Losers | 37 | 42 | 33 | 33 | 41 | 25 |
Bars Traded | 3040 | 1783 | 1257 | 3040 | 1783 | 1257 |
Profit Streak | 30.5344 | 32.0344 | 0 | 0 | 0 | 52.0344 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395284 | 474758 | -579695 | -584165 | -583892 | -583531 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623628800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758890973994, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 28, "offset": 94, "std": 2.38353 } }, "second_band": { "type": "kcb", "factors": { "length": 41, "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": [ [ 372546.7208692947, 384138.2440777404, -11591.5232084456, -434840.0998726047, -140015.1810995619, -294824.9187730429 ], [ 372.546721, 384.138244, -11.591523, -434.8401, -140.015181, -294.824919 ], [ 0.235194, 0.242512, -0.007318, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -258088, -98951, -224868, -495206, -260409, -298325 ], [ 1.488083, 2.293399, 0.975141, 0.619594, 0.701916, 0.562169 ], [ 86, 43, 43, 86, 43, 43 ], [ 50, 26, 24, 35, 18, 17 ], [ 36, 17, 19, 51, 25, 26 ], [ 58.139535, 60.465116, 55.813953, 40.697674, 41.860465, 39.534884 ], [ 1.07142, 1.49953, 0.771986, 0.902836, 0.974883, 0.859788 ], [ 293965, 293965, 54995, 120068, 41461, 120068 ], [ -182838, -66536, -182838, -210530, -81647, -210530 ], [ 35, 41, 29, 35, 41, 29 ], [ 33, 40, 25, 38, 41, 34 ], [ 37, 42, 33, 33, 41, 25 ], [ 3040, 1783, 1257, 3040, 1783, 1257 ], [ 30.534421, 32.034421, 0, 0, 0, 52.034421 ], [ 1, 1, 0, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395284, 474758, -579695, -584165, -583892, -583531 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623628800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758890973994, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 28, "offset": 94, "std": 2.38353 } }, "second_band": { "type": "kcb", "factors": { "length": 41, "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) |
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