| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 329446.4003 | 279761.1836 | 49685.2166 | -70353.0923 | 78914.1996 | -149267.2919 |
| Total P&L (%) | 329.4464 | 279.7612 | 49.6852 | -70.3531 | 78.9142 | -149.2673 |
| Avg Daily Profit (%) | 0.2081 | 0.1767 | 0.0314 | -0.0768 | 0.0367 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147480 | -127639 | -171656 | -509670 | -315054 | -281702 |
| Profit Factor | 1.1886 | 1.3033 | 1.0603 | 0.959 | 1.0837 | 0.8068 |
| Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
| Winning Trades | 231 | 114 | 117 | 231 | 114 | 117 |
| Losing Trades | 197 | 100 | 97 | 197 | 100 | 97 |
| Profitability (%) | 53.972 | 53.271 | 54.6729 | 53.972 | 53.271 | 54.6729 |
| Ratio Avg Win / Avg Loss | 1.0137 | 1.1432 | 0.879 | 0.8178 | 0.9507 | 0.6689 |
| Largest Winning Trade | 86315 | 86315 | 29345 | 102089 | 102089 | 38579 |
| Largest Losing Trade | -74103 | -53112 | -74103 | -120605 | -104259 | -120605 |
| Avg Bars in Trades | 21 | 25 | 18 | 21 | 25 | 18 |
| Avg Bars in Winners | 19 | 20 | 17 | 19 | 20 | 17 |
| Avg Bars in Losers | 25 | 31 | 18 | 25 | 31 | 18 |
| Bars Traded | 9408 | 5504 | 3903 | 9408 | 5504 | 3903 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -2330 | 316505 | -306759 | -577748 | -272624 | -579329 |
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1622678400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758993451902,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 53,
"offset": 0,
"multiplier": 2.6292
}
}
} {
"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": [
[
329446.4002887338,
279761.1836436547,
49685.21664508,
-70353.0923016381,
78914.1995637022,
-149267.2918653402
],
[
329.4464,
279.761184,
49.685217,
-70.353092,
78.9142,
-149.267292
],
[
0.20805,
0.176673,
0.031377,
-0.076751,
0.036744,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-147480,
-127639,
-171656,
-509670,
-315054,
-281702
],
[
1.188616,
1.303254,
1.060289,
0.958976,
1.083743,
0.806798
],
[
428,
214,
214,
428,
214,
214
],
[
231,
114,
117,
231,
114,
117
],
[
197,
100,
97,
197,
100,
97
],
[
53.971963,
53.271028,
54.672897,
53.971963,
53.271028,
54.672897
],
[
1.013668,
1.143205,
0.879043,
0.817828,
0.950652,
0.668884
],
[
86315,
86315,
29345,
102089,
102089,
38579
],
[
-74103,
-53112,
-74103,
-120605,
-104259,
-120605
],
[
21,
25,
18,
21,
25,
18
],
[
19,
20,
17,
19,
20,
17
],
[
25,
31,
18,
25,
31,
18
],
[
9408,
5504,
3903,
9408,
5504,
3903
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-2330,
316505,
-306759,
-577748,
-272624,
-579329
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1622678400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758993451902,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 53,
"offset": 0,
"multiplier": 2.6292
}
}
}
| # | 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) |
|---|