| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 254432.8387 | 156309.4903 | 98123.3484 | 198131.2824 | -53249.3297 | 251380.6122 |
| Total P&L (%) | 254.4328 | 156.3095 | 98.1233 | 198.1313 | -53.2493 | 251.3806 |
| Avg Daily Profit (%) | 0.2443 | 0.1501 | 0.0942 | 0.1049 | -0.073 | 0.1207 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88801 | -75660 | -77047 | -494010 | -391404 | -176051 |
| Profit Factor | 1.248 | 1.3101 | 1.1881 | 1.0786 | 0.9621 | 1.2258 |
| Total Trades | 871 | 435 | 436 | 871 | 435 | 436 |
| Winning Trades | 555 | 275 | 280 | 555 | 275 | 280 |
| Losing Trades | 316 | 160 | 156 | 316 | 160 | 156 |
| Profitability (%) | 63.7199 | 63.2184 | 64.2202 | 63.7199 | 63.2184 | 64.2202 |
| Ratio Avg Win / Avg Loss | 0.7106 | 0.7623 | 0.6619 | 0.6141 | 0.5598 | 0.683 |
| Largest Winning Trade | 26204 | 26204 | 21221 | 71149 | 51134 | 71149 |
| Largest Losing Trade | -57355 | -41457 | -57355 | -292227 | -292227 | -80288 |
| Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
| Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
| Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
| Bars Traded | 24507 | 12223 | 12284 | 24507 | 12223 | 12284 |
| Profit Streak | 5.3816 | 5.3816 | 5.4233 | 5.3816 | 5.3816 | 5.4233 |
| Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 534973 | 397680 | -76995 | -179841 | -575404 | -28351 |
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670180400000,
"first_datapoint_time": 1670551200000,
"last_datapoint_time": 1760180400000,
"evaluation_time": 1760180969220,
"expiration_time": 1766660400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 2,
"offset": 102
}
}
} {
"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": [
[
254432.8386951427,
156309.4903077168,
98123.348387426,
198131.282449524,
-53249.3297209238,
251380.6121704484
],
[
254.432839,
156.30949,
98.123348,
198.131282,
-53.24933,
251.380612
],
[
0.244255,
0.150057,
0.094198,
0.104922,
-0.072966,
0.120716
],
[
10,
10,
10,
10,
10,
10
],
[
-88801,
-75660,
-77047,
-494010,
-391404,
-176051
],
[
1.248046,
1.310141,
1.188065,
1.078638,
0.962135,
1.225812
],
[
871,
435,
436,
871,
435,
436
],
[
555,
275,
280,
555,
275,
280
],
[
316,
160,
156,
316,
160,
156
],
[
63.719862,
63.218391,
64.220183,
63.719862,
63.218391,
64.220183
],
[
0.710599,
0.762264,
0.661922,
0.614144,
0.559788,
0.682953
],
[
26204,
26204,
21221,
71149,
51134,
71149
],
[
-57355,
-41457,
-57355,
-292227,
-292227,
-80288
],
[
28,
28,
28,
28,
28,
28
],
[
15,
15,
16,
15,
15,
16
],
[
49,
49,
49,
49,
49,
49
],
[
24507,
12223,
12284,
24507,
12223,
12284
],
[
5.381588,
5.381588,
5.423255,
5.381588,
5.381588,
5.423255
],
[
9,
4,
5,
9,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
534973,
397680,
-76995,
-179841,
-575404,
-28351
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670180400000,
"first_datapoint_time": 1670551200000,
"last_datapoint_time": 1760180400000,
"evaluation_time": 1760180969220,
"expiration_time": 1766660400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 2,
"offset": 102
}
}
}
| # | 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) |
|---|