Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289611.3858 | 273586.3562 | 16025.0295 | -120017.4786 | 404777.8415 | -524795.3201 |
Total P&L (%) | 289.6114 | 273.5864 | 16.025 | -120.0175 | 404.7778 | -524.7953 |
Avg Daily Profit (%) | 0.1821 | 0.172 | 0.0101 | 0 | 0.1018 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266272 | -121010 | -221657 | -2028320 | -708692 | -1380312 |
Profit Factor | 1.1541 | 1.3088 | 1.0161 | 0.9758 | 1.2063 | 0.8247 |
Total Trades | 447 | 224 | 223 | 447 | 224 | 223 |
Winning Trades | 233 | 111 | 122 | 220 | 110 | 110 |
Losing Trades | 214 | 113 | 101 | 227 | 114 | 113 |
Profitability (%) | 52.1253 | 49.5536 | 54.7085 | 49.217 | 49.1071 | 49.3274 |
Ratio Avg Win / Avg Loss | 1.06 | 1.3324 | 0.8412 | 1.0068 | 1.2502 | 0.8471 |
Largest Winning Trade | 131510 | 131510 | 41326 | 457418 | 457418 | 266731 |
Largest Losing Trade | -120517 | -45285 | -120517 | -760808 | -318909 | -760808 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 6 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 3171 | 1591 | 1580 | 3171 | 1591 | 1580 |
Profit Streak | 9.9271 | 9.9271 | 13.9271 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39561 | 320562 | -391267 | -576801 | -56961 | -580150 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3181, "evaluation_days": 1590.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1621900800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759313698472, "expiration_time": 1763399376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.6055, "nc": 0.53105 } } }
{ "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": [ [ 289611.3857519127, 273586.3562371553, 16025.0295147569, -120017.4785809422, 404777.8415301742, -524795.3201111157 ], [ 289.611386, 273.586356, 16.02503, -120.017479, 404.777842, -524.79532 ], [ 0.182088, 0.172013, 0.010075, 0, 0.10184, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -266272, -121010, -221657, -2028320, -708692, -1380312 ], [ 1.154095, 1.30884, 1.016128, 0.975779, 1.206302, 0.824659 ], [ 447, 224, 223, 447, 224, 223 ], [ 233, 111, 122, 220, 110, 110 ], [ 214, 113, 101, 227, 114, 113 ], [ 52.12528, 49.553571, 54.70852, 49.217002, 49.107143, 49.327354 ], [ 1.059984, 1.332422, 0.841221, 1.006826, 1.250168, 0.847149 ], [ 131510, 131510, 41326, 457418, 457418, 266731 ], [ -120517, -45285, -120517, -760808, -318909, -760808 ], [ 7, 7, 7, 7, 7, 7 ], [ 7, 7, 7, 7, 7, 7 ], [ 6, 6, 7, 7, 6, 7 ], [ 3171, 1591, 1580, 3171, 1591, 1580 ], [ 9.927065, 9.927066, 13.927065, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -39561, 320562, -391267, -576801, -56961, -580150 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3181, "evaluation_days": 1590.5, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1621900800000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759313698472, "expiration_time": 1763399376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.6055, "nc": 0.53105 } } }
# | 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) |
---|