| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 544588.1038 | 434747.7014 | 109840.4023 | 178736.5977 | -20584.2174 | 199320.8151 |
| Total P&L (%) | 544.5881 | 434.7477 | 109.8404 | 178.7366 | -20.5842 | 199.3208 |
| Avg Daily Profit (%) | 0.344 | 0.2746 | 0.0694 | 0.0648 | -0.0146 | 0.0693 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -148906 | -145201 | -107590 | -959105 | -480517 | -691120 |
| Profit Factor | 1.6663 | 1.9545 | 1.3035 | 1.0552 | 0.9887 | 1.141 |
| Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
| Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
| Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
| Profitability (%) | 51.5924 | 47.4359 | 55.6962 | 51.5924 | 47.4359 | 55.6962 |
| Ratio Avg Win / Avg Loss | 1.5635 | 2.1658 | 1.0369 | 0.99 | 1.0956 | 0.9076 |
| Largest Winning Trade | 330558 | 330558 | 48571 | 407631 | 407631 | 194127 |
| Largest Losing Trade | -48212 | -48212 | -34122 | -238383 | -238383 | -179286 |
| Avg Bars in Trades | 115 | 147 | 84 | 115 | 147 | 84 |
| Avg Bars in Winners | 93 | 118 | 72 | 93 | 118 | 72 |
| Avg Bars in Losers | 139 | 173 | 99 | 139 | 173 | 99 |
| Bars Traded | 18202 | 11502 | 6700 | 18202 | 11502 | 6700 |
| Profit Streak | 6.709 | 0 | 9.0424 | 6.709 | 0 | 9.0424 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 509077 | -23484 | -125749 | -266241 | -614566 | -193042 |
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18999,
"evaluation_days": 1583.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623160800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758999660690,
"expiration_time": 1763646940800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 173,
"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": [
[
544588.1037504778,
434747.701439884,
109840.4023105934,
178736.5976992194,
-20584.217437649,
199320.8151368687
],
[
544.588104,
434.747701,
109.840402,
178.736598,
-20.584217,
199.320815
],
[
0.343968,
0.274592,
0.069377,
0.064767,
-0.014556,
0.069271
],
[
10,
10,
10,
10,
10,
10
],
[
-148906,
-145201,
-107590,
-959105,
-480517,
-691120
],
[
1.666316,
1.954537,
1.303546,
1.055169,
0.988731,
1.141044
],
[
157,
78,
79,
157,
78,
79
],
[
81,
37,
44,
81,
37,
44
],
[
76,
41,
35,
76,
41,
35
],
[
51.592357,
47.435897,
55.696203,
51.592357,
47.435897,
55.696203
],
[
1.563457,
2.165838,
1.036911,
0.990035,
1.095621,
0.907649
],
[
330558,
330558,
48571,
407631,
407631,
194127
],
[
-48212,
-48212,
-34122,
-238383,
-238383,
-179286
],
[
115,
147,
84,
115,
147,
84
],
[
93,
118,
72,
93,
118,
72
],
[
139,
173,
99,
139,
173,
99
],
[
18202,
11502,
6700,
18202,
11502,
6700
],
[
6.709036,
0,
9.042369,
6.709036,
0,
9.042369
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
509077,
-23484,
-125749,
-266241,
-614566,
-193042
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18999,
"evaluation_days": 1583.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623160800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758999660690,
"expiration_time": 1763646940800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 173,
"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) |
|---|