| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 367939.978 | 300771.984 | 67167.994 | 57834.2161 | 108936.9123 | -51102.6962 |
| Total P&L (%) | 367.94 | 300.772 | 67.168 | 57.8342 | 108.9369 | -51.1027 |
| Avg Daily Profit (%) | 0.2301 | 0.1881 | 0.042 | 0.0285 | 0.0461 | -0.0447 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141796 | -156291 | -90596 | -259071 | -194137 | -116085 |
| Profit Factor | 1.4814 | 1.7176 | 1.1946 | 1.0484 | 1.1707 | 0.9083 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Profitability (%) | 41.5385 | 41.5385 | 41.5385 | 41.5385 | 41.5385 | 41.5385 |
| Ratio Avg Win / Avg Loss | 2.085 | 2.4174 | 1.6813 | 1.4755 | 1.6477 | 1.2784 |
| Largest Winning Trade | 188546 | 188546 | 45962 | 95412 | 95412 | 59898 |
| Largest Losing Trade | -37443 | -34953 | -37443 | -84108 | -68036 | -84108 |
| Avg Bars in Trades | 35 | 42 | 28 | 35 | 42 | 28 |
| Avg Bars in Winners | 39 | 39 | 38 | 39 | 39 | 38 |
| Avg Bars in Losers | 32 | 44 | 21 | 32 | 44 | 21 |
| Bars Traded | 4636 | 2768 | 1868 | 4636 | 2768 | 1868 |
| Profit Streak | 8.7632 | 18.4299 | 8.7632 | 8.7632 | 18.4299 | 8.7632 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 300776 | -123911 | -276633 | -324710 | -297669 | -713412 |
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4798,
"evaluation_days": 1599.33,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1625097600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760091543725,
"expiration_time": 1764199872000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 18,
"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": [
[
367939.9780215355,
300771.9839942918,
67167.9940272438,
57834.2160560373,
108936.9122700244,
-51102.6962139868
],
[
367.939978,
300.771984,
67.167994,
57.834216,
108.936912,
-51.102696
],
[
0.230059,
0.188061,
0.041998,
0.028539,
0.046084,
-0.044724
],
[
10,
10,
10,
10,
10,
10
],
[
-141796,
-156291,
-90596,
-259071,
-194137,
-116085
],
[
1.481437,
1.717612,
1.19462,
1.048372,
1.170722,
0.908341
],
[
130,
65,
65,
130,
65,
65
],
[
54,
27,
27,
54,
27,
27
],
[
76,
38,
38,
76,
38,
38
],
[
41.538462,
41.538462,
41.538462,
41.538462,
41.538462,
41.538462
],
[
2.084986,
2.41738,
1.681317,
1.475486,
1.647682,
1.278406
],
[
188546,
188546,
45962,
95412,
95412,
59898
],
[
-37443,
-34953,
-37443,
-84108,
-68036,
-84108
],
[
35,
42,
28,
35,
42,
28
],
[
39,
39,
38,
39,
39,
38
],
[
32,
44,
21,
32,
44,
21
],
[
4636,
2768,
1868,
4636,
2768,
1868
],
[
8.763237,
18.429904,
8.763237,
8.763238,
18.429904,
8.763238
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300776,
-123911,
-276633,
-324710,
-297669,
-713412
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4798,
"evaluation_days": 1599.33,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1625097600000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760091543725,
"expiration_time": 1764199872000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 18,
"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) |
|---|