| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 265177.8792 | 125952.9467 | 139224.9325 | -23357.5353 | 24949.2186 | -48306.754 |
| Total P&L (%) | 265.1779 | 125.9529 | 139.2249 | -23.3575 | 24.9492 | -48.3068 |
| Avg Daily Profit (%) | 0.1668 | 0.0792 | 0.0876 | -0.0167 | 0.014 | -0.0415 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137421 | -105371 | -104463 | -640688 | -290064 | -629050 |
| Profit Factor | 1.4372 | 1.4162 | 1.4582 | 0.9875 | 1.0313 | 0.955 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 77.1812 | 76 | 78.3784 | 77.1812 | 76 | 78.3784 |
| Ratio Avg Win / Avg Loss | 0.4249 | 0.4472 | 0.4023 | 0.292 | 0.3257 | 0.2634 |
| Largest Winning Trade | 42800 | 41950 | 42800 | 112914 | 80324 | 112914 |
| Largest Losing Trade | -86427 | -43951 | -86427 | -573413 | -145855 | -573413 |
| Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
| Avg Bars in Winners | 11 | 8 | 14 | 11 | 8 | 14 |
| Avg Bars in Losers | 48 | 51 | 44 | 48 | 51 | 44 |
| Bars Traded | 2963 | 1397 | 1567 | 2963 | 1397 | 1567 |
| Profit Streak | 53.0337 | 53.0337 | 115.0337 | 53.0337 | 53.0337 | 115.0337 |
| Trades During Streak | 18 | 9 | 10 | 18 | 9 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 463695 | -139440 | -135290 | -574490 | -416843 | -639396 |
{
"trading_pair": "MASK_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3180,
"evaluation_days": 1590,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1630022400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759236515466,
"expiration_time": 1763354880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 189,
"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": [
[
265177.8791936047,
125952.9466678692,
139224.9325257355,
-23357.5353450551,
24949.2186273807,
-48306.7539724355
],
[
265.177879,
125.952947,
139.224933,
-23.357535,
24.949219,
-48.306754
],
[
0.166779,
0.079216,
0.087563,
-0.016729,
0.01401,
-0.041491
],
[
10,
10,
10,
10,
10,
10
],
[
-137421,
-105371,
-104463,
-640688,
-290064,
-629050
],
[
1.437235,
1.41622,
1.458162,
0.987508,
1.031318,
0.954986
],
[
149,
75,
74,
149,
75,
74
],
[
115,
57,
58,
115,
57,
58
],
[
34,
18,
16,
34,
18,
16
],
[
77.181208,
76,
78.378378,
77.181208,
76,
78.378378
],
[
0.424922,
0.447227,
0.402252,
0.291959,
0.325679,
0.263444
],
[
42800,
41950,
42800,
112914,
80324,
112914
],
[
-86427,
-43951,
-86427,
-573413,
-145855,
-573413
],
[
19,
18,
21,
19,
18,
21
],
[
11,
8,
14,
11,
8,
14
],
[
48,
51,
44,
48,
51,
44
],
[
2963,
1397,
1567,
2963,
1397,
1567
],
[
53.033744,
53.033744,
115.033744,
53.033744,
53.033744,
115.033744
],
[
18,
9,
10,
18,
9,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
463695,
-139440,
-135290,
-574490,
-416843,
-639396
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3180,
"evaluation_days": 1590,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1630022400000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759236515466,
"expiration_time": 1763354880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 189,
"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) |
|---|