| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 161256.8215 | 96945.1651 | 64311.6564 | 62775.443 | 9648.7669 | 53126.6761 |
| Total P&L (%) | 161.2568 | 96.9452 | 64.3117 | 62.7754 | 9.6488 | 53.1267 |
| Avg Daily Profit (%) | 0.1548 | 0.0931 | 0.0617 | 0.0468 | 0.0088 | 0.0409 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90663 | -66861 | -78308 | -203792 | -126304 | -124340 |
| Profit Factor | 1.2049 | 1.253 | 1.1593 | 1.0622 | 1.0189 | 1.1067 |
| Total Trades | 775 | 387 | 388 | 775 | 387 | 388 |
| Winning Trades | 596 | 293 | 303 | 596 | 293 | 303 |
| Losing Trades | 179 | 94 | 85 | 179 | 94 | 85 |
| Profitability (%) | 76.9032 | 75.7106 | 78.0928 | 76.9032 | 75.7106 | 78.0928 |
| Ratio Avg Win / Avg Loss | 0.3619 | 0.402 | 0.3252 | 0.319 | 0.3269 | 0.3105 |
| Largest Winning Trade | 26204 | 26204 | 19506 | 52264 | 18554 | 52264 |
| Largest Losing Trade | -50674 | -37363 | -50674 | -101534 | -101534 | -82895 |
| Avg Bars in Trades | 31 | 34 | 28 | 31 | 34 | 28 |
| Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
| Avg Bars in Losers | 87 | 99 | 74 | 87 | 99 | 74 |
| Bars Traded | 24381 | 13444 | 10937 | 24381 | 13444 | 10937 |
| Profit Streak | 9.2639 | 9.7639 | 9.2639 | 9.2639 | 9.7639 | 9.2639 |
| Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 532307 | -64161 | -150818 | -274942 | -541788 | -237184 |
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669942800000,
"first_datapoint_time": 1670724000000,
"last_datapoint_time": 1759942800000,
"evaluation_time": 1759944003432,
"expiration_time": 1766422800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 218,
"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": [
[
161256.8214891381,
96945.1650804606,
64311.6564086771,
62775.4429660911,
9648.7668912321,
53126.676074859
],
[
161.256821,
96.945165,
64.311656,
62.775443,
9.648767,
53.126676
],
[
0.154806,
0.093067,
0.061739,
0.046782,
0.008843,
0.040913
],
[
10,
10,
10,
10,
10,
10
],
[
-90663,
-66861,
-78308,
-203792,
-126304,
-124340
],
[
1.204917,
1.252991,
1.15929,
1.062225,
1.018885,
1.106697
],
[
775,
387,
388,
775,
387,
388
],
[
596,
293,
303,
596,
293,
303
],
[
179,
94,
85,
179,
94,
85
],
[
76.903226,
75.710594,
78.092784,
76.903226,
75.710594,
78.092784
],
[
0.36188,
0.401983,
0.325213,
0.319024,
0.326878,
0.31046
],
[
26204,
26204,
19506,
52264,
18554,
52264
],
[
-50674,
-37363,
-50674,
-101534,
-101534,
-82895
],
[
31,
34,
28,
31,
34,
28
],
[
14,
14,
15,
14,
14,
15
],
[
87,
99,
74,
87,
99,
74
],
[
24381,
13444,
10937,
24381,
13444,
10937
],
[
9.263928,
9.763928,
9.263928,
9.263929,
9.763929,
9.263929
],
[
10,
5,
5,
10,
5,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
532307,
-64161,
-150818,
-274942,
-541788,
-237184
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669942800000,
"first_datapoint_time": 1670724000000,
"last_datapoint_time": 1759942800000,
"evaluation_time": 1759944003432,
"expiration_time": 1766422800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 218,
"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) |
|---|