Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328895.0573 | 158479.684 | 170415.3733 | 29598.1684 | -164510.7008 | 194108.8692 |
Total P&L (%) | 328.8951 | 158.4797 | 170.4154 | 29.5982 | -164.5107 | 194.1089 |
Avg Daily Profit (%) | 0.2071 | 0.0998 | 0.1073 | 0.0163 | 0 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132029 | -98195 | -103935 | -634878 | -543304 | -628292 |
Profit Factor | 1.5335 | 1.5121 | 1.5551 | 1.0111 | 0.877 | 1.1467 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 75 | 72.5 | 77.5 | 75 | 72.5 | 77.5 |
Ratio Avg Win / Avg Loss | 0.5112 | 0.5736 | 0.4515 | 0.337 | 0.3326 | 0.3329 |
Largest Winning Trade | 43312 | 43312 | 39896 | 156808 | 83098 | 156808 |
Largest Losing Trade | -86427 | -47000 | -86427 | -548490 | -326708 | -548490 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 10 | 7 | 13 | 10 | 7 | 13 |
Avg Bars in Losers | 42 | 42 | 41 | 42 | 42 | 41 |
Bars Traded | 2962 | 1394 | 1568 | 2962 | 1394 | 1568 |
Profit Streak | 43.7896 | 43.7896 | 61.7896 | 43.7896 | 43.7896 | 61.7896 |
Trades During Streak | 13 | 6 | 9 | 13 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490712 | -74444 | -63446 | -378030 | -595193 | -176669 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3176, "evaluation_days": 1588, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1629633600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759085819463, "expiration_time": 1763176896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 180, "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": [ [ 328895.0572837264, 158479.6840210629, 170415.3732626637, 29598.1684310674, -164510.7007744097, 194108.8692054771 ], [ 328.895057, 158.479684, 170.415373, 29.598168, -164.510701, 194.108869 ], [ 0.207113, 0.099798, 0.107314, 0.016328, 0, 0.067956 ], [ 10, 10, 10, 10, 10, 10 ], [ -132029, -98195, -103935, -634878, -543304, -628292 ], [ 1.533497, 1.51209, 1.555075, 1.011128, 0.876952, 1.146749 ], [ 160, 80, 80, 160, 80, 80 ], [ 120, 58, 62, 120, 58, 62 ], [ 40, 22, 18, 40, 22, 18 ], [ 75, 72.5, 77.5, 75, 72.5, 77.5 ], [ 0.511166, 0.573551, 0.451474, 0.337043, 0.332637, 0.332927 ], [ 43312, 43312, 39896, 156808, 83098, 156808 ], [ -86427, -47000, -86427, -548490, -326708, -548490 ], [ 18, 17, 19, 18, 17, 19 ], [ 10, 7, 13, 10, 7, 13 ], [ 42, 42, 41, 42, 42, 41 ], [ 2962, 1394, 1568, 2962, 1394, 1568 ], [ 43.789577, 43.789577, 61.789577, 43.789577, 43.789577, 61.789577 ], [ 13, 6, 9, 13, 6, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 490712, -74444, -63446, -378030, -595193, -176669 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3176, "evaluation_days": 1588, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1629633600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759085819463, "expiration_time": 1763176896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 180, "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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