| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 358630.1159 | 295707.0299 | 62923.086 | -14666.4952 | 75320.8551 | -89987.3503 |
| Total P&L (%) | 358.6301 | 295.707 | 62.9231 | -14.6665 | 75.3209 | -89.9874 |
| Avg Daily Profit (%) | 0.2248 | 0.1854 | 0.0394 | -0.0099 | 0.0352 | -0.1442 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133912 | -113871 | -83400 | -164738 | -115026 | -134359 |
| Profit Factor | 1.2947 | 1.4518 | 1.1119 | 0.9868 | 1.1338 | 0.8363 |
| Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
| Winning Trades | 102 | 53 | 49 | 102 | 53 | 49 |
| Losing Trades | 119 | 58 | 61 | 119 | 58 | 61 |
| Profitability (%) | 46.1538 | 47.7477 | 44.5455 | 46.1538 | 47.7477 | 44.5455 |
| Ratio Avg Win / Avg Loss | 1.5105 | 1.5887 | 1.3842 | 1.1513 | 1.2408 | 1.0411 |
| Largest Winning Trade | 160118 | 160118 | 49339 | 62223 | 62223 | 32586 |
| Largest Losing Trade | -56351 | -36408 | -56351 | -74034 | -51296 | -74034 |
| Avg Bars in Trades | 28 | 33 | 22 | 28 | 33 | 22 |
| Avg Bars in Winners | 40 | 44 | 35 | 40 | 44 | 35 |
| Avg Bars in Losers | 17 | 23 | 12 | 17 | 23 | 12 |
| Bars Traded | 6237 | 3714 | 2522 | 6237 | 3714 | 2522 |
| Profit Streak | 13.3607 | 14.1107 | 0 | 13.3607 | 14.1107 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 343398 | 326843 | -240196 | -578568 | -219733 | -581216 |
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6381,
"evaluation_days": 1595.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623585600000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759739967461,
"expiration_time": 1763865288000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 77,
"offset": 0,
"multiplier": 3.00293
}
}
} {
"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": [
[
358630.1158953483,
295707.029892761,
62923.0860025875,
-14666.4951966515,
75320.8550829331,
-89987.3502795843
],
[
358.630116,
295.70703,
62.923086,
-14.666495,
75.320855,
-89.98735
],
[
0.224811,
0.185367,
0.039444,
-0.009942,
0.035201,
-0.144157
],
[
10,
10,
10,
10,
10,
10
],
[
-133912,
-113871,
-83400,
-164738,
-115026,
-134359
],
[
1.294748,
1.451763,
1.111929,
0.986817,
1.133823,
0.836285
],
[
221,
111,
110,
221,
111,
110
],
[
102,
53,
49,
102,
53,
49
],
[
119,
58,
61,
119,
58,
61
],
[
46.153846,
47.747748,
44.545455,
46.153846,
47.747748,
44.545455
],
[
1.51054,
1.588722,
1.384238,
1.151286,
1.240787,
1.04109
],
[
160118,
160118,
49339,
62223,
62223,
32586
],
[
-56351,
-36408,
-56351,
-74034,
-51296,
-74034
],
[
28,
33,
22,
28,
33,
22
],
[
40,
44,
35,
40,
44,
35
],
[
17,
23,
12,
17,
23,
12
],
[
6237,
3714,
2522,
6237,
3714,
2522
],
[
13.360734,
14.110734,
0,
13.360734,
14.110735,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343398,
326843,
-240196,
-578568,
-219733,
-581216
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6381,
"evaluation_days": 1595.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623585600000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759739967461,
"expiration_time": 1763865288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 77,
"offset": 0,
"multiplier": 3.00293
}
}
}
| # | 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) |
|---|