Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588233.8193 | 356987.7695 | 231246.0498 | 1547792.6357 | 965776.4712 | 582016.1645 |
Total P&L (%) | 588.2338 | 356.9878 | 231.2461 | 1547.7926 | 965.7765 | 582.0162 |
Avg Daily Profit (%) | 0.3694 | 0.2242 | 0.1452 | 0.1761 | 0.1487 | 0.1206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98708 | -107898 | -49329 | -1744330 | -1034536 | -1042709 |
Profit Factor | 2.1879 | 2.2587 | 2.0929 | 1.2751 | 1.3771 | 1.1898 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 51.7241 | 48.8372 | 54.5455 | 51.7241 | 48.8372 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.042 | 2.3662 | 1.7441 | 1.1901 | 1.4427 | 0.9915 |
Largest Winning Trade | 253810 | 253810 | 52602 | 1169267 | 1016942 | 1169267 |
Largest Losing Trade | -45759 | -45759 | -32305 | -1010519 | -504385 | -1010519 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 2910 | 1439 | 1471 | 2910 | 1439 | 1471 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507744 | 422127 | 195584 | 295949 | 217113 | -44301 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3185, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1632312000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759487956908, "expiration_time": 1763577360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.05827, "nb": 0.02175, "nc": 0.96416 } }, "second_band": { "type": "dcl", "factors": { "length": 242, "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": [ [ 588233.8193088338, 356987.7694923702, 231246.0498164642, 1547792.6356542502, 965776.4711575641, 582016.1644966864 ], [ 588.233819, 356.987769, 231.24605, 1547.792636, 965.776471, 582.016164 ], [ 0.369378, 0.224168, 0.145209, 0.176106, 0.1487, 0.120631 ], [ 10, 10, 10, 10, 10, 10 ], [ -98708, -107898, -49329, -1744330, -1034536, -1042709 ], [ 2.187854, 2.258688, 2.092905, 1.275057, 1.377125, 1.189812 ], [ 87, 43, 44, 87, 43, 44 ], [ 45, 21, 24, 45, 21, 24 ], [ 42, 22, 20, 42, 22, 20 ], [ 51.724138, 48.837209, 54.545455, 51.724138, 48.837209, 54.545455 ], [ 2.041997, 2.366244, 1.744088, 1.190053, 1.442702, 0.99151 ], [ 253810, 253810, 52602, 1169267, 1016942, 1169267 ], [ -45759, -45759, -32305, -1010519, -504385, -1010519 ], [ 33, 33, 33, 33, 33, 33 ], [ 33, 33, 33, 33, 33, 33 ], [ 33, 33, 33, 33, 33, 33 ], [ 2910, 1439, 1471, 2910, 1439, 1471 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 507744, 422127, 195584, 295949, 217113, -44301 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3185, "evaluation_days": 1592.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1632312000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759487956908, "expiration_time": 1763577360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.05827, "nb": 0.02175, "nc": 0.96416 } }, "second_band": { "type": "dcl", "factors": { "length": 242, "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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