Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287931.4649 | 191011.1078 | 96920.3571 | -57864.1797 | 76992.6383 | -134856.818 |
Total P&L (%) | 287.9315 | 191.0111 | 96.9204 | -57.8642 | 76.9926 | -134.8568 |
Avg Daily Profit (%) | 0.1818 | 0.1206 | 0.0612 | -0.0545 | 0.0361 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147057 | -92485 | -136225 | -259434 | -138112 | -253672 |
Profit Factor | 1.4789 | 1.6862 | 1.3002 | 0.9163 | 1.3274 | 0.7042 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 61.9048 | 52.381 | 71.4286 | 61.9048 | 52.381 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.9101 | 1.5329 | 0.5201 | 0.5639 | 1.2067 | 0.2817 |
Largest Winning Trade | 92482 | 92482 | 39889 | 90289 | 90289 | 34915 |
Largest Losing Trade | -81138 | -49859 | -81138 | -219858 | -73974 | -219858 |
Avg Bars in Trades | 36 | 38 | 33 | 36 | 38 | 33 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 56 | 55 | 58 | 56 | 55 | 58 |
Bars Traded | 3040 | 1631 | 1409 | 3040 | 1631 | 1409 |
Profit Streak | 77.2263 | 77.2263 | 105.7263 | 77.2263 | 77.2263 | 105.7263 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375824 | -27511 | -109026 | -577314 | -143171 | -576998 |
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624233600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864351571, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 46, "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": [ [ 287931.4649124917, 191011.107778922, 96920.35713357, -57864.1796738137, 76992.6383334946, -134856.8180073083 ], [ 287.931465, 191.011108, 96.920357, -57.86418, 76.992638, -134.856818 ], [ 0.181775, 0.120588, 0.061187, -0.054548, 0.036051, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -147057, -92485, -136225, -259434, -138112, -253672 ], [ 1.478876, 1.686195, 1.300154, 0.916264, 1.327374, 0.704163 ], [ 84, 42, 42, 84, 42, 42 ], [ 52, 22, 30, 52, 22, 30 ], [ 32, 20, 12, 32, 20, 12 ], [ 61.904762, 52.380952, 71.428571, 61.904762, 52.380952, 71.428571 ], [ 0.910078, 1.532904, 0.520062, 0.563855, 1.206703, 0.281665 ], [ 92482, 92482, 39889, 90289, 90289, 34915 ], [ -81138, -49859, -81138, -219858, -73974, -219858 ], [ 36, 38, 33, 36, 38, 33 ], [ 23, 23, 23, 23, 23, 23 ], [ 56, 55, 58, 56, 55, 58 ], [ 3040, 1631, 1409, 3040, 1631, 1409 ], [ 77.226291, 77.226291, 105.726291, 77.226291, 77.226291, 105.726291 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375824, -27511, -109026, -577314, -143171, -576998 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3168, "evaluation_days": 1584, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624233600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758864351571, "expiration_time": 1762820928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 46, "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) |
---|