| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 465253.063 | 307306.6811 | 157946.3818 | 184258.7476 | -7305.9277 | 191564.6754 |
| Total P&L (%) | 465.2531 | 307.3067 | 157.9464 | 184.2587 | -7.3059 | 191.5647 |
| Avg Daily Profit (%) | 0.2907 | 0.192 | 0.0987 | 0.0653 | -0.0047 | 0.0669 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128824 | -127928 | -32866 | -814064 | -614025 | -315746 |
| Profit Factor | 1.7804 | 1.6404 | 2.3582 | 1.0904 | 0.9952 | 1.3767 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 55 | 20 | 35 | 55 | 20 | 35 |
| Losing Trades | 53 | 34 | 19 | 53 | 34 | 19 |
| Profitability (%) | 50.9259 | 37.037 | 64.8148 | 50.9259 | 37.037 | 64.8148 |
| Ratio Avg Win / Avg Loss | 1.7157 | 2.7887 | 1.2801 | 1.0508 | 1.6919 | 0.7474 |
| Largest Winning Trade | 252572 | 252572 | 42407 | 251915 | 251915 | 114291 |
| Largest Losing Trade | -64075 | -64075 | -28057 | -361810 | -361810 | -308162 |
| Avg Bars in Trades | 169 | 308 | 29 | 169 | 308 | 29 |
| Avg Bars in Winners | 125 | 290 | 30 | 125 | 290 | 30 |
| Avg Bars in Losers | 214 | 318 | 28 | 214 | 318 | 28 |
| Bars Traded | 18253 | 16641 | 1612 | 18253 | 16641 | 1612 |
| Profit Streak | 0 | 0 | 127.3154 | 0 | 0 | 127.3154 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 438476 | -174437 | -234316 | -226418 | -763096 | -281216 |
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19206,
"evaluation_days": 1600.5,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623009600000,
"last_datapoint_time": 1760212800000,
"evaluation_time": 1760218446309,
"expiration_time": 1765190995200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 108,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 152,
"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": [
[
465253.0629706917,
307306.6811339208,
157946.3818367709,
184258.7476189556,
-7305.9277393114,
191564.6753582667
],
[
465.253063,
307.306681,
157.946382,
184.258748,
-7.305928,
191.564675
],
[
0.290692,
0.192007,
0.098686,
0.065296,
-0.00474,
0.066882
],
[
10,
10,
10,
10,
10,
10
],
[
-128824,
-127928,
-32866,
-814064,
-614025,
-315746
],
[
1.780435,
1.64042,
2.358162,
1.090406,
0.995224,
1.376736
],
[
108,
54,
54,
108,
54,
54
],
[
55,
20,
35,
55,
20,
35
],
[
53,
34,
19,
53,
34,
19
],
[
50.925926,
37.037037,
64.814815,
50.925926,
37.037037,
64.814815
],
[
1.715692,
2.788714,
1.280145,
1.050755,
1.69188,
0.747371
],
[
252572,
252572,
42407,
251915,
251915,
114291
],
[
-64075,
-64075,
-28057,
-361810,
-361810,
-308162
],
[
169,
308,
29,
169,
308,
29
],
[
125,
290,
30,
125,
290,
30
],
[
214,
318,
28,
214,
318,
28
],
[
18253,
16641,
1612,
18253,
16641,
1612
],
[
0,
0,
127.315351,
0,
0,
127.315351
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
438476,
-174437,
-234316,
-226418,
-763096,
-281216
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19206,
"evaluation_days": 1600.5,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623009600000,
"last_datapoint_time": 1760212800000,
"evaluation_time": 1760218446309,
"expiration_time": 1765190995200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 108,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 152,
"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) |
|---|