| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 313513.459 | 294308.3117 | 19205.1473 | -137203.449 | 18239.2979 | -155442.7469 |
| Total P&L (%) | 313.5135 | 294.3083 | 19.2051 | -137.2034 | 18.2393 | -155.4427 |
| Avg Daily Profit (%) | 0.1959 | 0.1839 | 0.012 | 0 | 0.0105 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -190422 | -95780 | -155878 | -549959 | -148871 | -468400 |
| Profit Factor | 1.2388 | 1.5202 | 1.0257 | 0.9129 | 1.0273 | 0.8286 |
| Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
| Winning Trades | 135 | 58 | 77 | 131 | 70 | 61 |
| Losing Trades | 121 | 70 | 51 | 125 | 58 | 67 |
| Profitability (%) | 52.7344 | 45.3125 | 60.1563 | 51.1719 | 54.6875 | 47.6563 |
| Ratio Avg Win / Avg Loss | 1.1103 | 1.8347 | 0.6794 | 0.8711 | 0.8512 | 0.9101 |
| Largest Winning Trade | 123009 | 123009 | 41187 | 138776 | 134010 | 138776 |
| Largest Losing Trade | -129357 | -42608 | -129357 | -314278 | -115051 | -314278 |
| Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
| Avg Bars in Winners | 18 | 17 | 19 | 19 | 18 | 21 |
| Avg Bars in Losers | 18 | 19 | 18 | 17 | 18 | 16 |
| Bars Traded | 4780 | 2380 | 2400 | 4780 | 2380 | 2400 |
| Profit Streak | 0 | 47.6187 | 0 | 2.952 | 0 | 14.2853 |
| Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333632 | 333114 | -376757 | -580202 | -378411 | -581032 |
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4801,
"evaluation_days": 1600.33,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1622016000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760165452996,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.03266,
"nc": 0.1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 5,
"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": [
[
313513.4589886023,
294308.3117155018,
19205.1472731003,
-137203.4490331393,
18239.2979100851,
-155442.7469432245
],
[
313.513459,
294.308312,
19.205147,
-137.203449,
18.239298,
-155.442747
],
[
0.195906,
0.183905,
0.012001,
0,
0.01047,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-190422,
-95780,
-155878,
-549959,
-148871,
-468400
],
[
1.238809,
1.52016,
1.025709,
0.912911,
1.027291,
0.828638
],
[
256,
128,
128,
256,
128,
128
],
[
135,
58,
77,
131,
70,
61
],
[
121,
70,
51,
125,
58,
67
],
[
52.734375,
45.3125,
60.15625,
51.171875,
54.6875,
47.65625
],
[
1.11034,
1.834676,
0.679366,
0.871098,
0.851184,
0.910143
],
[
123009,
123009,
41187,
138776,
134010,
138776
],
[
-129357,
-42608,
-129357,
-314278,
-115051,
-314278
],
[
18,
18,
18,
18,
18,
18
],
[
18,
17,
19,
19,
18,
21
],
[
18,
19,
18,
17,
18,
16
],
[
4780,
2380,
2400,
4780,
2380,
2400
],
[
0,
47.618669,
0,
2.952002,
0,
14.285336
],
[
0,
2,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333632,
333114,
-376757,
-580202,
-378411,
-581032
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4801,
"evaluation_days": 1600.33,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1622016000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760165452996,
"expiration_time": 1764288864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.03266,
"nc": 0.1
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 5,
"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) |
|---|