| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 366513.241 | 197863.1813 | 168650.0597 | 576828.0569 | 83888.8502 | 492939.2067 |
| Total P&L (%) | 366.5132 | 197.8632 | 168.6501 | 576.8281 | 83.8889 | 492.9392 |
| Avg Daily Profit (%) | 0.2294 | 0.1238 | 0.1055 | 0.1197 | 0.0381 | 0.1114 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103521 | -83734 | -31535 | -401380 | -386003 | -50145 |
| Profit Factor | 2.2782 | 2.0334 | 2.7699 | 1.6373 | 1.1139 | 3.9287 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
| Losing Trades | 17 | 7 | 10 | 17 | 7 | 10 |
| Profitability (%) | 81.5217 | 84.7826 | 78.2609 | 81.5217 | 84.7826 | 78.2609 |
| Ratio Avg Win / Avg Loss | 0.5164 | 0.365 | 0.7694 | 0.3711 | 0.1999 | 1.0913 |
| Largest Winning Trade | 41950 | 41950 | 32677 | 166697 | 124330 | 166697 |
| Largest Losing Trade | -83734 | -83734 | -18752 | -386003 | -386003 | -50145 |
| Avg Bars in Trades | 29 | 44 | 13 | 29 | 44 | 13 |
| Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Losers | 125 | 253 | 36 | 125 | 253 | 36 |
| Bars Traded | 2700 | 2060 | 640 | 2700 | 2060 | 640 |
| Profit Streak | 137.8217 | 137.8217 | 294.8217 | 137.8217 | 137.8217 | 294.8217 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 564634 | -21239 | -44218 | -26164 | -233541 | -32950 |
{
"trading_pair": "MASK_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3196,
"evaluation_days": 1598,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1632528000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759952591542,
"expiration_time": 1764066816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 247,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
366513.2410367572,
197863.181306624,
168650.0597301333,
576828.0568639828,
83888.8501872427,
492939.20667674
],
[
366.513241,
197.863181,
168.65006,
576.828057,
83.88885,
492.939207
],
[
0.229357,
0.123819,
0.105538,
0.119737,
0.038127,
0.111446
],
[
10,
10,
10,
10,
10,
10
],
[
-103521,
-83734,
-31535,
-401380,
-386003,
-50145
],
[
2.278151,
2.033419,
2.769895,
1.637276,
1.11385,
3.928714
],
[
92,
46,
46,
92,
46,
46
],
[
75,
39,
36,
75,
39,
36
],
[
17,
7,
10,
17,
7,
10
],
[
81.521739,
84.782609,
78.26087,
81.521739,
84.782609,
78.26087
],
[
0.516381,
0.364973,
0.769415,
0.371116,
0.199922,
1.09131
],
[
41950,
41950,
32677,
166697,
124330,
166697
],
[
-83734,
-83734,
-18752,
-386003,
-386003,
-50145
],
[
29,
44,
13,
29,
44,
13
],
[
7,
7,
7,
7,
7,
7
],
[
125,
253,
36,
125,
253,
36
],
[
2700,
2060,
640,
2700,
2060,
640
],
[
137.821661,
137.821661,
294.821661,
137.821661,
137.821661,
294.821661
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
564634,
-21239,
-44218,
-26164,
-233541,
-32950
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3196,
"evaluation_days": 1598,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1632528000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759952591542,
"expiration_time": 1764066816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 247,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|