| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 321019.9157 | 323420.2663 | -2400.3507 | -125740.0042 | 765744.2607 | -891484.2648 |
| Total P&L (%) | 321.0199 | 323.4203 | -2.4004 | -125.74 | 765.7443 | -891.4843 |
| Avg Daily Profit (%) | 0.2017 | 0.2032 | -0.0015 | 0 | 0.1357 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -367196 | -162232 | -222844 | -4831342 | -1481352 | -3667570 |
| Profit Factor | 1.2741 | 1.5655 | 0.996 | 0.9911 | 1.1153 | 0.8821 |
| Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
| Winning Trades | 96 | 47 | 49 | 100 | 49 | 51 |
| Losing Trades | 97 | 49 | 48 | 93 | 47 | 46 |
| Profitability (%) | 49.7409 | 48.9583 | 50.5155 | 51.8135 | 51.0417 | 52.5773 |
| Ratio Avg Win / Avg Loss | 1.2873 | 1.6321 | 0.9757 | 0.9218 | 1.0698 | 0.7956 |
| Largest Winning Trade | 127599 | 127599 | 42847 | 1229255 | 1229255 | 827802 |
| Largest Losing Trade | -114274 | -45789 | -114274 | -1123361 | -704560 | -1123361 |
| Avg Bars in Trades | 94 | 121 | 68 | 94 | 121 | 68 |
| Avg Bars in Winners | 99 | 125 | 73 | 97 | 125 | 70 |
| Avg Bars in Losers | 90 | 117 | 63 | 92 | 117 | 66 |
| Bars Traded | 18330 | 11688 | 6642 | 18330 | 11688 | 6642 |
| Profit Streak | 20.2849 | 0 | 20.3682 | 0 | 23.8682 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324903 | 351454 | -580452 | -579532 | -104316 | -580739 |
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19101,
"evaluation_days": 1591.75,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623261600000,
"last_datapoint_time": 1759456800000,
"evaluation_time": 1759459811450,
"expiration_time": 1764407779200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 187,
"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": [
[
321019.9156687412,
323420.2663311234,
-2400.3506623815,
-125740.0041663165,
765744.2606654948,
-891484.264831812
],
[
321.019916,
323.420266,
-2.400351,
-125.740004,
765.744261,
-891.484265
],
[
0.201677,
0.203185,
-0.001508,
0,
0.135692,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-367196,
-162232,
-222844,
-4831342,
-1481352,
-3667570
],
[
1.274071,
1.565489,
0.995995,
0.991147,
1.115281,
0.882084
],
[
193,
96,
97,
193,
96,
97
],
[
96,
47,
49,
100,
49,
51
],
[
97,
49,
48,
93,
47,
46
],
[
49.740933,
48.958333,
50.515464,
51.813472,
51.041667,
52.57732
],
[
1.287343,
1.632105,
0.975669,
0.921767,
1.069759,
0.795605
],
[
127599,
127599,
42847,
1229255,
1229255,
827802
],
[
-114274,
-45789,
-114274,
-1123361,
-704560,
-1123361
],
[
94,
121,
68,
94,
121,
68
],
[
99,
125,
73,
97,
125,
70
],
[
90,
117,
63,
92,
117,
66
],
[
18330,
11688,
6642,
18330,
11688,
6642
],
[
20.284855,
0,
20.368188,
0,
23.868188,
0
],
[
1,
0,
1,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324903,
351454,
-580452,
-579532,
-104316,
-580739
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19101,
"evaluation_days": 1591.75,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623261600000,
"last_datapoint_time": 1759456800000,
"evaluation_time": 1759459811450,
"expiration_time": 1764407779200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 187,
"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) |
|---|