| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 341708.1461 | 261156.7081 | 80551.438 | -31654.6513 | -142743.9598 | 111089.3085 |
| Total P&L (%) | 341.7081 | 261.1567 | 80.5514 | -31.6547 | -142.744 | 111.0893 |
| Avg Daily Profit (%) | 0.2158 | 0.1649 | 0.0509 | -0.024 | 0 | 0.0472 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122560 | -115111 | -106044 | -926369 | -912824 | -426425 |
| Profit Factor | 1.4222 | 1.6409 | 1.2005 | 0.9871 | 0.8984 | 1.1058 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
| Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
| Profitability (%) | 58.1395 | 53.125 | 63.0769 | 58.1395 | 53.125 | 63.0769 |
| Ratio Avg Win / Avg Loss | 1.024 | 1.4479 | 0.7027 | 0.7107 | 0.7927 | 0.6473 |
| Largest Winning Trade | 117457 | 117457 | 39956 | 325076 | 325076 | 206739 |
| Largest Losing Trade | -69424 | -66733 | -69424 | -443578 | -443578 | -242134 |
| Avg Bars in Trades | 71 | 88 | 53 | 71 | 88 | 53 |
| Avg Bars in Winners | 54 | 64 | 45 | 54 | 64 | 45 |
| Avg Bars in Losers | 94 | 115 | 67 | 94 | 115 | 67 |
| Bars Traded | 9181 | 5678 | 3503 | 9181 | 5678 | 3503 |
| Profit Streak | 45.656 | 45.656 | 60.4893 | 45.656 | 45.656 | 60.4893 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 410512 | -128901 | -256180 | -577961 | -718996 | -364749 |
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1623585600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758887075333,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 117,
"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": [
[
341708.1460904802,
261156.7080899582,
80551.4380005217,
-31654.651311833,
-142743.9597861729,
111089.3084743397
],
[
341.708146,
261.156708,
80.551438,
-31.654651,
-142.74396,
111.089308
],
[
0.215793,
0.164924,
0.050869,
-0.024032,
0,
0.047192
],
[
10,
10,
10,
10,
10,
10
],
[
-122560,
-115111,
-106044,
-926369,
-912824,
-426425
],
[
1.422243,
1.640935,
1.200473,
0.987108,
0.898402,
1.105761
],
[
129,
64,
65,
129,
64,
65
],
[
75,
34,
41,
75,
34,
41
],
[
54,
30,
24,
54,
30,
24
],
[
58.139535,
53.125,
63.076923,
58.139535,
53.125,
63.076923
],
[
1.024015,
1.447884,
0.702716,
0.710718,
0.792707,
0.647275
],
[
117457,
117457,
39956,
325076,
325076,
206739
],
[
-69424,
-66733,
-69424,
-443578,
-443578,
-242134
],
[
71,
88,
53,
71,
88,
53
],
[
54,
64,
45,
54,
64,
45
],
[
94,
115,
67,
94,
115,
67
],
[
9181,
5678,
3503,
9181,
5678,
3503
],
[
45.655964,
45.655964,
60.489298,
45.655964,
45.655964,
60.489298
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410512,
-128901,
-256180,
-577961,
-718996,
-364749
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1623585600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758887075333,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 117,
"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) |
|---|