| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -36154.4398 | 166052.0673 | -202206.507 | 2978781.7811 | 494483.9624 | 2484297.8187 |
| Total P&L (%) | -36.1544 | 166.0521 | -202.2065 | 2978.7818 | 494.484 | 2484.2978 |
| Avg Daily Profit (%) | -0.0227 | 0.1042 | -0.1269 | 0.2153 | 0.1119 | 0.2043 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -416247 | -80362 | -410549 | -2852256 | -2400657 | -2565373 |
| Profit Factor | 0.9758 | 1.3105 | 0.7888 | 1.1609 | 1.0585 | 1.2471 |
| Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
| Winning Trades | 193 | 85 | 108 | 161 | 78 | 83 |
| Losing Trades | 118 | 71 | 47 | 150 | 78 | 72 |
| Profitability (%) | 62.0579 | 54.4872 | 69.6774 | 51.7685 | 50 | 53.5484 |
| Ratio Avg Win / Avg Loss | 0.5966 | 1.0946 | 0.3433 | 1.0816 | 1.0585 | 1.0818 |
| Largest Winning Trade | 46768 | 46768 | 31127 | 3042834 | 731160 | 3042834 |
| Largest Losing Trade | -314006 | -50099 | -314006 | -1635715 | -1503693 | -1635715 |
| Avg Bars in Trades | 20 | 17 | 22 | 20 | 17 | 22 |
| Avg Bars in Winners | 17 | 14 | 19 | 17 | 14 | 20 |
| Avg Bars in Losers | 24 | 22 | 29 | 22 | 21 | 24 |
| Bars Traded | 6260 | 2779 | 3481 | 6260 | 2779 | 3481 |
| Profit Streak | 4.4021 | 12.4021 | 0 | 4.4021 | 12.4021 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577155 | -51999 | -577692 | -33079 | -198669 | 317849 |
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6375,
"evaluation_days": 1593.75,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623693600000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759613940158,
"expiration_time": 1763731800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
-36154.4397602176,
166052.0672813638,
-202206.5070415811,
2978781.7810877506,
494483.9624201361,
2484297.8186676158
],
[
-36.15444,
166.052067,
-202.206507,
2978.781781,
494.483962,
2484.297819
],
[
-0.022685,
0.10419,
-0.126875,
0.215266,
0.111907,
0.204258
],
[
10,
10,
10,
10,
10,
10
],
[
-416247,
-80362,
-410549,
-2852256,
-2400657,
-2565373
],
[
0.975768,
1.310486,
0.788751,
1.160901,
1.058453,
1.247103
],
[
311,
156,
155,
311,
156,
155
],
[
193,
85,
108,
161,
78,
83
],
[
118,
71,
47,
150,
78,
72
],
[
62.057878,
54.487179,
69.677419,
51.768489,
50,
53.548387
],
[
0.596584,
1.094642,
0.343253,
1.081584,
1.058453,
1.081824
],
[
46768,
46768,
31127,
3042834,
731160,
3042834
],
[
-314006,
-50099,
-314006,
-1635715,
-1503693,
-1635715
],
[
20,
17,
22,
20,
17,
22
],
[
17,
14,
19,
17,
14,
20
],
[
24,
22,
29,
22,
21,
24
],
[
6260,
2779,
3481,
6260,
2779,
3481
],
[
4.402085,
12.402085,
0,
4.402085,
12.402085,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577155,
-51999,
-577692,
-33079,
-198669,
317849
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6375,
"evaluation_days": 1593.75,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623693600000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759613940158,
"expiration_time": 1763731800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 83,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|