Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323960.9781 | 264552.8709 | 59408.1072 | -25856.9893 | 37765.2144 | -63622.2038 |
Total P&L (%) | 323.961 | 264.5529 | 59.4081 | -25.857 | 37.7652 | -63.6222 |
Avg Daily Profit (%) | 0.2036 | 0.1662 | 0.0373 | -0.0188 | 0.0201 | -0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147935 | -109533 | -75383 | -367397 | -233621 | -234057 |
Profit Factor | 1.3792 | 1.5018 | 1.1816 | 0.9833 | 1.0406 | 0.897 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 45.4545 | 44.1558 | 46.7532 | 45.4545 | 44.1558 | 46.7532 |
Ratio Avg Win / Avg Loss | 1.655 | 1.8994 | 1.3457 | 1.18 | 1.316 | 1.0216 |
Largest Winning Trade | 225406 | 225406 | 51113 | 203835 | 203835 | 51591 |
Largest Losing Trade | -55514 | -55514 | -33427 | -101510 | -97093 | -101510 |
Avg Bars in Trades | 19 | 28 | 10 | 19 | 28 | 10 |
Avg Bars in Winners | 25 | 35 | 15 | 25 | 35 | 15 |
Avg Bars in Losers | 14 | 22 | 5 | 14 | 22 | 5 |
Bars Traded | 2993 | 2184 | 808 | 2993 | 2184 | 808 |
Profit Streak | 37.2404 | 37.7404 | 0 | 37.2404 | 37.7404 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330905 | -33647 | -207503 | -579249 | -387679 | -622054 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3183, "evaluation_days": 1591.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623499200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759383973895, "expiration_time": 1763488368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 29, "offset": 0, "std": 3.5131 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "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": [ [ 323960.978058656, 264552.8708513894, 59408.1072072666, -25856.989319567, 37765.2144471809, -63622.2037667477 ], [ 323.960978, 264.552871, 59.408107, -25.856989, 37.765214, -63.622204 ], [ 0.203557, 0.166229, 0.037328, -0.018796, 0.020133, -0.063518 ], [ 10, 10, 10, 10, 10, 10 ], [ -147935, -109533, -75383, -367397, -233621, -234057 ], [ 1.379174, 1.501841, 1.181553, 0.983299, 1.040581, 0.896987 ], [ 154, 77, 77, 154, 77, 77 ], [ 70, 34, 36, 70, 34, 36 ], [ 84, 43, 41, 84, 43, 41 ], [ 45.454545, 44.155844, 46.753247, 45.454545, 44.155844, 46.753247 ], [ 1.655009, 1.899387, 1.345658, 1.179959, 1.316029, 1.021568 ], [ 225406, 225406, 51113, 203835, 203835, 51591 ], [ -55514, -55514, -33427, -101510, -97093, -101510 ], [ 19, 28, 10, 19, 28, 10 ], [ 25, 35, 15, 25, 35, 15 ], [ 14, 22, 5, 14, 22, 5 ], [ 2993, 2184, 808, 2993, 2184, 808 ], [ 37.240439, 37.740439, 0, 37.240439, 37.740439, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330905, -33647, -207503, -579249, -387679, -622054 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3183, "evaluation_days": 1591.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1623499200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759383973895, "expiration_time": 1763488368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 29, "offset": 0, "std": 3.5131 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "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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