Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261394.3422 | 290833.1663 | -29438.8241 | -79256.757 | 139912.2428 | -219168.9998 |
Total P&L (%) | 261.3943 | 290.8332 | -29.4388 | -79.2568 | 139.9122 | -219.169 |
Avg Daily Profit (%) | 0.1632 | 0.1815 | -0.0184 | -0.0981 | 0.0546 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181734 | -148367 | -103727 | -356334 | -144949 | -231759 |
Profit Factor | 1.3202 | 1.689 | 0.9253 | 0.9262 | 1.3066 | 0.6454 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 48.5981 | 51.8519 | 45.283 | 48.5981 | 51.8519 | 45.283 |
Ratio Avg Win / Avg Loss | 1.3963 | 1.5683 | 1.1181 | 0.9797 | 1.2132 | 0.7799 |
Largest Winning Trade | 306013 | 306013 | 34963 | 93820 | 93820 | 57166 |
Largest Losing Trade | -62175 | -62175 | -36184 | -123228 | -66825 | -123228 |
Avg Bars in Trades | 28 | 36 | 20 | 28 | 36 | 20 |
Avg Bars in Winners | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Losers | 30 | 43 | 18 | 30 | 43 | 18 |
Bars Traded | 3070 | 1968 | 1102 | 3070 | 1968 | 1102 |
Profit Streak | 114.0137 | 114.0137 | 129.0137 | 114.0137 | 114.0137 | 129.0137 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305590 | -168588 | -760155 | -579802 | -299079 | -761822 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3204, "evaluation_days": 1602, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626393600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760314787438, "expiration_time": 1764422784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 30, "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": [ [ 261394.3421643797, 290833.1662868063, -29438.8241224264, -79256.7570092787, 139912.2428326758, -219168.9998419545 ], [ 261.394342, 290.833166, -29.438824, -79.256757, 139.912243, -219.169 ], [ 0.163168, 0.181544, -0.018376, -0.098138, 0.054641, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -181734, -148367, -103727, -356334, -144949, -231759 ], [ 1.320182, 1.688961, 0.925331, 0.926241, 1.306555, 0.645438 ], [ 107, 54, 53, 107, 54, 53 ], [ 52, 28, 24, 52, 28, 24 ], [ 55, 26, 29, 55, 26, 29 ], [ 48.598131, 51.851852, 45.283019, 48.598131, 51.851852, 45.283019 ], [ 1.396347, 1.568321, 1.118109, 0.979678, 1.21323, 0.779904 ], [ 306013, 306013, 34963, 93820, 93820, 57166 ], [ -62175, -62175, -36184, -123228, -66825, -123228 ], [ 28, 36, 20, 28, 36, 20 ], [ 27, 30, 23, 27, 30, 23 ], [ 30, 43, 18, 30, 43, 18 ], [ 3070, 1968, 1102, 3070, 1968, 1102 ], [ 114.013743, 114.013743, 129.013743, 114.013743, 114.013743, 129.013743 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305590, -168588, -760155, -579802, -299079, -761822 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3204, "evaluation_days": 1602, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1626393600000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760314787438, "expiration_time": 1764422784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 30, "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) |
---|