| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 289530.1132 | 181554.1212 | 107975.992 | 368365.1915 | -18918.3242 | 387283.5157 |
| Total P&L (%) | 289.5301 | 181.5541 | 107.976 | 368.3652 | -18.9183 | 387.2835 |
| Avg Daily Profit (%) | 0.2779 | 0.1743 | 0.1037 | 0.1483 | -0.0201 | 0.1521 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103633 | -100744 | -44978 | -549143 | -569301 | -116320 |
| Profit Factor | 1.4993 | 1.4264 | 1.7008 | 1.1743 | 0.9888 | 1.9268 |
| Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
| Winning Trades | 251 | 127 | 124 | 251 | 127 | 124 |
| Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
| Profitability (%) | 80.1917 | 81.4103 | 78.9809 | 80.1917 | 81.4103 | 78.9809 |
| Ratio Avg Win / Avg Loss | 0.3704 | 0.3257 | 0.4526 | 0.2901 | 0.2258 | 0.5128 |
| Largest Winning Trade | 25893 | 23213 | 25893 | 155029 | 80319 | 155029 |
| Largest Losing Trade | -48065 | -48065 | -38058 | -357623 | -357623 | -98665 |
| Avg Bars in Trades | 76 | 142 | 12 | 76 | 142 | 12 |
| Avg Bars in Winners | 31 | 57 | 5 | 31 | 57 | 5 |
| Avg Bars in Losers | 259 | 514 | 34 | 259 | 514 | 34 |
| Bars Traded | 24071 | 22181 | 1889 | 24071 | 22181 | 1889 |
| Profit Streak | 8.6117 | 0 | 27.1117 | 8.6117 | 0 | 27.1117 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 508952 | 401648 | -48558 | -19282 | -576212 | 492721 |
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670119200000,
"first_datapoint_time": 1670572800000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760121649037,
"expiration_time": 1766599200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 127,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
289530.1131892659,
181554.1212156512,
107975.9919736147,
368365.1914804185,
-18918.3242458004,
387283.5157262185
],
[
289.530113,
181.554121,
107.975992,
368.365191,
-18.918324,
387.283516
],
[
0.277948,
0.174291,
0.103657,
0.148341,
-0.02013,
0.152148
],
[
10,
10,
10,
10,
10,
10
],
[
-103633,
-100744,
-44978,
-549143,
-569301,
-116320
],
[
1.499346,
1.426444,
1.70078,
1.174286,
0.988843,
1.926843
],
[
313,
156,
157,
313,
156,
157
],
[
251,
127,
124,
251,
127,
124
],
[
62,
29,
33,
62,
29,
33
],
[
80.191693,
81.410256,
78.980892,
80.191693,
81.410256,
78.980892
],
[
0.370356,
0.325724,
0.452627,
0.290063,
0.225799,
0.512789
],
[
25893,
23213,
25893,
155029,
80319,
155029
],
[
-48065,
-48065,
-38058,
-357623,
-357623,
-98665
],
[
76,
142,
12,
76,
142,
12
],
[
31,
57,
5,
31,
57,
5
],
[
259,
514,
34,
259,
514,
34
],
[
24071,
22181,
1889,
24071,
22181,
1889
],
[
8.611678,
0,
27.111678,
8.611679,
0,
27.111679
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
508952,
401648,
-48558,
-19282,
-576212,
492721
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670119200000,
"first_datapoint_time": 1670572800000,
"last_datapoint_time": 1760119200000,
"evaluation_time": 1760121649037,
"expiration_time": 1766599200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 127,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|