| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 224405.9304 | 138485.6723 | 85920.2581 | 92813.9698 | -18642.7957 | 111456.7655 |
| Total P&L (%) | 224.4059 | 138.4857 | 85.9203 | 92.814 | -18.6428 | 111.4568 |
| Avg Daily Profit (%) | 0.2154 | 0.1329 | 0.0825 | 0.063 | -0.0198 | 0.0719 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -100839 | -57778 | -99519 | -446245 | -290692 | -170577 |
| Profit Factor | 1.3148 | 1.4204 | 1.224 | 1.0674 | 0.9744 | 1.1721 |
| Total Trades | 622 | 311 | 311 | 622 | 311 | 311 |
| Winning Trades | 501 | 248 | 253 | 501 | 248 | 253 |
| Losing Trades | 121 | 63 | 58 | 121 | 63 | 58 |
| Profitability (%) | 80.5466 | 79.7428 | 81.3505 | 80.5466 | 79.7428 | 81.3505 |
| Ratio Avg Win / Avg Loss | 0.3175 | 0.3608 | 0.2806 | 0.2578 | 0.2475 | 0.2687 |
| Largest Winning Trade | 26204 | 26204 | 16642 | 60109 | 36407 | 60109 |
| Largest Losing Trade | -69428 | -39751 | -69428 | -230341 | -230341 | -158558 |
| Avg Bars in Trades | 38 | 36 | 41 | 38 | 36 | 41 |
| Avg Bars in Winners | 19 | 16 | 21 | 19 | 16 | 21 |
| Avg Bars in Losers | 120 | 115 | 126 | 120 | 115 | 126 |
| Bars Traded | 24245 | 11397 | 12848 | 24245 | 11397 | 12848 |
| Profit Streak | 7.45 | 7.45 | 15.9083 | 7.45 | 7.45 | 15.9083 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 540423 | -10785 | -78300 | -248029 | -575172 | -123180 |
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669838400000,
"first_datapoint_time": 1670655600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759841277412,
"expiration_time": 1766318400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 228,
"offset": 0,
"a": 0.79707
}
}
} {
"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": [
[
224405.9303623551,
138485.6722897689,
85920.2580725855,
92813.9697872651,
-18642.7956819782,
111456.7654692432
],
[
224.40593,
138.485672,
85.920258,
92.81397,
-18.642796,
111.456765
],
[
0.215429,
0.132946,
0.082483,
0.063049,
-0.019805,
0.071915
],
[
10,
10,
10,
10,
10,
10
],
[
-100839,
-57778,
-99519,
-446245,
-290692,
-170577
],
[
1.314779,
1.420424,
1.22404,
1.067413,
0.974439,
1.172144
],
[
622,
311,
311,
622,
311,
311
],
[
501,
248,
253,
501,
248,
253
],
[
121,
63,
58,
121,
63,
58
],
[
80.546624,
79.742765,
81.350482,
80.546624,
79.742765,
81.350482
],
[
0.317542,
0.360834,
0.28061,
0.257798,
0.247539,
0.268713
],
[
26204,
26204,
16642,
60109,
36407,
60109
],
[
-69428,
-39751,
-69428,
-230341,
-230341,
-158558
],
[
38,
36,
41,
38,
36,
41
],
[
19,
16,
21,
19,
16,
21
],
[
120,
115,
126,
120,
115,
126
],
[
24245,
11397,
12848,
24245,
11397,
12848
],
[
7.44997,
7.44997,
15.908303,
7.44997,
7.44997,
15.908303
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
540423,
-10785,
-78300,
-248029,
-575172,
-123180
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669838400000,
"first_datapoint_time": 1670655600000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759841277412,
"expiration_time": 1766318400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 228,
"offset": 0,
"a": 0.79707
}
}
}
| # | 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) |
|---|