| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 274268.6906 | 234397.0692 | 39871.6214 | -44313.2695 | 42764.5073 | -87077.7768 |
| Total P&L (%) | 274.2687 | 234.3971 | 39.8716 | -44.3133 | 42.7645 | -87.0778 |
| Avg Daily Profit (%) | 0.1721 | 0.1471 | 0.025 | -0.0367 | 0.0223 | -0.1283 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161354 | -166449 | -76521 | -419439 | -340392 | -136379 |
| Profit Factor | 1.3459 | 1.5435 | 1.1103 | 0.9573 | 1.0718 | 0.8032 |
| Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
| Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
| Profitability (%) | 48.6957 | 45.614 | 51.7241 | 48.6957 | 45.614 | 51.7241 |
| Ratio Avg Win / Avg Loss | 1.418 | 1.8404 | 1.0362 | 1.0086 | 1.278 | 0.7496 |
| Largest Winning Trade | 206307 | 206307 | 47796 | 201198 | 201198 | 58951 |
| Largest Losing Trade | -62011 | -62011 | -43123 | -231453 | -231453 | -74339 |
| Avg Bars in Trades | 38 | 54 | 23 | 38 | 54 | 23 |
| Avg Bars in Winners | 33 | 42 | 26 | 33 | 42 | 26 |
| Avg Bars in Losers | 42 | 64 | 19 | 42 | 64 | 19 |
| Bars Traded | 4436 | 3093 | 1343 | 4436 | 3093 | 1343 |
| Profit Streak | 109.0273 | 109.0273 | 146.3607 | 109.0273 | 109.0273 | 146.3607 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 320374 | -175174 | -439124 | -577959 | -487693 | -758980 |
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4780,
"evaluation_days": 1593.33,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1624838400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759567160432,
"expiration_time": 1763665920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 75,
"offset": 0,
"multiplier": 3.84497
}
}
} {
"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": [
[
274268.6905910625,
234397.0691695189,
39871.6214215433,
-44313.2695486947,
42764.5072976252,
-87077.7768463199
],
[
274.268691,
234.397069,
39.871621,
-44.31327,
42.764507,
-87.077777
],
[
0.172136,
0.147111,
0.025024,
-0.036736,
0.022347,
-0.128342
],
[
10,
10,
10,
10,
10,
10
],
[
-161354,
-166449,
-76521,
-419439,
-340392,
-136379
],
[
1.345912,
1.543527,
1.110254,
0.957297,
1.071836,
0.803174
],
[
115,
57,
58,
115,
57,
58
],
[
56,
26,
30,
56,
26,
30
],
[
59,
31,
28,
59,
31,
28
],
[
48.695652,
45.614035,
51.724138,
48.695652,
45.614035,
51.724138
],
[
1.418015,
1.840359,
1.036238,
1.008581,
1.277958,
0.749629
],
[
206307,
206307,
47796,
201198,
201198,
58951
],
[
-62011,
-62011,
-43123,
-231453,
-231453,
-74339
],
[
38,
54,
23,
38,
54,
23
],
[
33,
42,
26,
33,
42,
26
],
[
42,
64,
19,
42,
64,
19
],
[
4436,
3093,
1343,
4436,
3093,
1343
],
[
109.02732,
109.02732,
146.360653,
109.02732,
109.02732,
146.360653
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320374,
-175174,
-439124,
-577959,
-487693,
-758980
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4780,
"evaluation_days": 1593.33,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1624838400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759567160432,
"expiration_time": 1763665920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 103,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 75,
"offset": 0,
"multiplier": 3.84497
}
}
}
| # | 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) |
|---|