| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 572751.1634 | 413871.7122 | 158879.4512 | 650818.6837 | 368195.5492 | 282623.1345 |
| Total P&L (%) | 572.7512 | 413.8717 | 158.8795 | 650.8187 | 368.1955 | 282.6231 |
| Avg Daily Profit (%) | 0.3584 | 0.259 | 0.0994 | 0.1262 | 0.0967 | 0.084 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87323 | -119164 | -64616 | -329418 | -261180 | -319666 |
| Profit Factor | 1.9862 | 2.4338 | 1.5439 | 1.3758 | 1.4539 | 1.307 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 59.4059 | 58 | 60.7843 | 59.4059 | 58 | 60.7843 |
| Ratio Avg Win / Avg Loss | 1.3572 | 1.7624 | 0.9961 | 0.9402 | 1.0528 | 0.8432 |
| Largest Winning Trade | 293467 | 293467 | 54299 | 173271 | 173271 | 169934 |
| Largest Losing Trade | -65183 | -65183 | -49306 | -250107 | -157081 | -250107 |
| Avg Bars in Trades | 60 | 65 | 55 | 60 | 65 | 55 |
| Avg Bars in Winners | 55 | 60 | 50 | 55 | 60 | 50 |
| Avg Bars in Losers | 68 | 72 | 64 | 68 | 72 | 64 |
| Bars Traded | 6132 | 3288 | 2844 | 6132 | 3288 | 2844 |
| Profit Streak | 85.0214 | 85.0214 | 151.5214 | 85.0214 | 85.0214 | 151.5214 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 539846 | -165294 | -237608 | -22251 | -240972 | -259610 |
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6392,
"evaluation_days": 1598,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623758400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759991449283,
"expiration_time": 1764110016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 175,
"offset": 0,
"std": 2.287
}
}
} {
"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": [
[
572751.163406707,
413871.7121898441,
158879.451216863,
650818.6837451863,
368195.5492291901,
282623.1345159961
],
[
572.751163,
413.871712,
158.879451,
650.818684,
368.195549,
282.623135
],
[
0.358417,
0.258994,
0.099424,
0.126237,
0.09665,
0.084008
],
[
10,
10,
10,
10,
10,
10
],
[
-87323,
-119164,
-64616,
-329418,
-261180,
-319666
],
[
1.98619,
2.433785,
1.543894,
1.375839,
1.453926,
1.30703
],
[
101,
50,
51,
101,
50,
51
],
[
60,
29,
31,
60,
29,
31
],
[
41,
21,
20,
41,
21,
20
],
[
59.405941,
58,
60.784314,
59.405941,
58,
60.784314
],
[
1.35723,
1.762396,
0.996061,
0.940157,
1.052843,
0.843245
],
[
293467,
293467,
54299,
173271,
173271,
169934
],
[
-65183,
-65183,
-49306,
-250107,
-157081,
-250107
],
[
60,
65,
55,
60,
65,
55
],
[
55,
60,
50,
55,
60,
50
],
[
68,
72,
64,
68,
72,
64
],
[
6132,
3288,
2844,
6132,
3288,
2844
],
[
85.021404,
85.021404,
151.521404,
85.021404,
85.021404,
151.521404
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
539846,
-165294,
-237608,
-22251,
-240972,
-259610
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6392,
"evaluation_days": 1598,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623758400000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759991449283,
"expiration_time": 1764110016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 61,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 175,
"offset": 0,
"std": 2.287
}
}
}
| # | 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) |
|---|