Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626875.448 | 431197.8974 | 195677.5506 | 1473972.0906 | 312301.2842 | 1161670.8064 |
Total P&L (%) | 626.8754 | 431.1979 | 195.6776 | 1473.9721 | 312.3013 | 1161.6708 |
Avg Daily Profit (%) | 0.3958 | 0.2722 | 0.1235 | 0.1742 | 0.0895 | 0.1602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85881 | -85881 | -30037 | -929541 | -827509 | -104199 |
Profit Factor | 2.903 | 2.7205 | 3.4831 | 1.5731 | 1.1411 | 4.2352 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 66.6667 | 65 | 68.2927 | 66.6667 | 65 | 68.2927 |
Ratio Avg Win / Avg Loss | 1.4515 | 1.4649 | 1.6171 | 0.7866 | 0.6145 | 1.9664 |
Largest Winning Trade | 165715 | 165715 | 38158 | 400408 | 371725 | 400408 |
Largest Losing Trade | -85881 | -85881 | -30037 | -827509 | -827509 | -104199 |
Avg Bars in Trades | 34 | 65 | 4 | 34 | 65 | 4 |
Avg Bars in Winners | 19 | 36 | 4 | 19 | 36 | 4 |
Avg Bars in Losers | 63 | 118 | 4 | 63 | 118 | 4 |
Bars Traded | 2791 | 2604 | 187 | 2791 | 2604 | 187 |
Profit Streak | 121.8331 | 122.3331 | 121.8331 | 121.8331 | 122.3331 | 121.8331 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 60825 | 548968 | -17788 | -4549 | -137527 | 668689 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627862400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758916781938, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 4, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 139, "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": [ [ 626875.4479517302, 431197.8973515133, 195677.5506002169, 1473972.0905789882, 312301.2841794005, 1161670.8063995873 ], [ 626.875448, 431.197897, 195.677551, 1473.972091, 312.301284, 1161.670806 ], [ 0.395755, 0.272221, 0.123534, 0.174153, 0.089471, 0.160167 ], [ 10, 10, 10, 10, 10, 10 ], [ -85881, -85881, -30037, -929541, -827509, -104199 ], [ 2.902953, 2.72054, 3.483067, 1.573115, 1.141134, 4.235226 ], [ 81, 40, 41, 81, 40, 41 ], [ 54, 26, 28, 54, 26, 28 ], [ 27, 14, 13, 27, 14, 13 ], [ 66.666667, 65, 68.292683, 66.666667, 65, 68.292683 ], [ 1.451476, 1.464906, 1.617138, 0.786557, 0.614457, 1.966355 ], [ 165715, 165715, 38158, 400408, 371725, 400408 ], [ -85881, -85881, -30037, -827509, -827509, -104199 ], [ 34, 65, 4, 34, 65, 4 ], [ 19, 36, 4, 19, 36, 4 ], [ 63, 118, 4, 63, 118, 4 ], [ 2791, 2604, 187, 2791, 2604, 187 ], [ 121.833124, 122.333124, 121.833124, 121.833124, 122.333124, 121.833124 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 60825, 548968, -17788, -4549, -137527, 668689 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1627862400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758916781938, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 4, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sinwma", "factors": { "length": 139, "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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