| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 242113.7957 | 193475.6402 | 48638.1555 | -73188.6919 | -537511.2964 | 464322.6044 |
| Total P&L (%) | 242.1138 | 193.4756 | 48.6382 | -73.1887 | -537.5113 | 464.3226 |
| Avg Daily Profit (%) | 0.1529 | 0.1222 | 0.0307 | -0.0831 | 0 | 0.1094 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -204874 | -164516 | -157470 | -1640580 | -1795602 | -588307 |
| Profit Factor | 1.2038 | 1.3109 | 1.086 | 0.9775 | 0.7669 | 1.4886 |
| Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
| Winning Trades | 183 | 88 | 95 | 183 | 88 | 95 |
| Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
| Profitability (%) | 60.396 | 58.2781 | 62.5 | 60.396 | 58.2781 | 62.5 |
| Ratio Avg Win / Avg Loss | 0.7894 | 0.9385 | 0.6516 | 0.641 | 0.5491 | 0.8931 |
| Largest Winning Trade | 119299 | 119299 | 45405 | 338376 | 338376 | 268775 |
| Largest Losing Trade | -82430 | -47813 | -82430 | -620518 | -620518 | -419263 |
| Avg Bars in Trades | 60 | 81 | 39 | 60 | 81 | 39 |
| Avg Bars in Winners | 49 | 64 | 36 | 49 | 64 | 36 |
| Avg Bars in Losers | 76 | 105 | 45 | 76 | 105 | 45 |
| Bars Traded | 18367 | 12309 | 6058 | 18367 | 12309 | 6058 |
| Profit Streak | 24.8668 | 24.8668 | 62.6168 | 24.8668 | 24.8668 | 62.6168 |
| Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 345750 | -28613 | -277424 | -576221 | -578004 | -43953 |
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18999,
"evaluation_days": 1583.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623376800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758826093311,
"expiration_time": 1763646940800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 203,
"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": [
[
242113.7957140947,
193475.6401721355,
48638.1555419589,
-73188.6919295046,
-537511.2963695507,
464322.6044400469
],
[
242.113796,
193.47564,
48.638156,
-73.188692,
-537.511296,
464.322604
],
[
0.152922,
0.122202,
0.03072,
-0.083107,
0,
0.109357
],
[
10,
10,
10,
10,
10,
10
],
[
-204874,
-164516,
-157470,
-1640580,
-1795602,
-588307
],
[
1.20381,
1.310875,
1.085997,
0.977527,
0.766947,
1.488564
],
[
303,
151,
152,
303,
151,
152
],
[
183,
88,
95,
183,
88,
95
],
[
120,
63,
57,
120,
63,
57
],
[
60.39604,
58.278146,
62.5,
60.39604,
58.278146,
62.5
],
[
0.789383,
0.938467,
0.651598,
0.641001,
0.549065,
0.893138
],
[
119299,
119299,
45405,
338376,
338376,
268775
],
[
-82430,
-47813,
-82430,
-620518,
-620518,
-419263
],
[
60,
81,
39,
60,
81,
39
],
[
49,
64,
36,
49,
64,
36
],
[
76,
105,
45,
76,
105,
45
],
[
18367,
12309,
6058,
18367,
12309,
6058
],
[
24.866821,
24.866821,
62.616821,
24.866821,
24.866821,
62.616821
],
[
7,
3,
8,
7,
3,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
345750,
-28613,
-277424,
-576221,
-578004,
-43953
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18999,
"evaluation_days": 1583.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623376800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758826093311,
"expiration_time": 1763646940800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 203,
"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) |
|---|