| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 249165.3437 | 273587.5551 | -24422.2114 | -99596.7544 | 167021.3378 | -266618.0922 |
| Total P&L (%) | 249.1653 | 273.5876 | -24.4222 | -99.5968 | 167.0213 | -266.6181 |
| Avg Daily Profit (%) | 0.1565 | 0.1719 | -0.0153 | -0.3458 | 0.0617 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -144857 | -97224 | -183012 | -310247 | -7566 | -322890 |
| Profit Factor | 1.1758 | 1.4099 | 0.9674 | 0.7099 | 12.4338 | 0.1888 |
| Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
| Winning Trades | 147 | 72 | 75 | 133 | 71 | 62 |
| Losing Trades | 104 | 54 | 50 | 118 | 55 | 63 |
| Profitability (%) | 58.5657 | 57.1429 | 60 | 52.988 | 56.3492 | 49.6 |
| Ratio Avg Win / Avg Loss | 0.8318 | 1.0574 | 0.645 | 0.6298 | 9.6318 | 0.1918 |
| Largest Winning Trade | 128471 | 128471 | 31526 | 90467 | 90467 | 26104 |
| Largest Losing Trade | -121524 | -45285 | -121524 | -307377 | -7566 | -307377 |
| Avg Bars in Trades | 75 | 71 | 78 | 75 | 71 | 78 |
| Avg Bars in Winners | 69 | 64 | 73 | 71 | 66 | 77 |
| Avg Bars in Losers | 83 | 81 | 85 | 78 | 78 | 79 |
| Bars Traded | 18847 | 9027 | 9820 | 18847 | 9027 | 9820 |
| Profit Streak | 18.4382 | 43.1882 | 18.4382 | 18.4382 | 43.1882 | 18.4382 |
| Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -17691 | 372263 | -579141 | -577603 | -99884 | -580593 |
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19102,
"evaluation_days": 1591.83,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1622980800000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759465863398,
"expiration_time": 1764415238400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 148,
"offset": 0,
"std": 1.13388
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 128,
"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": [
[
249165.343731686,
273587.5551115666,
-24422.2113798809,
-99596.7544367125,
167021.3378110462,
-266618.0922477589
],
[
249.165344,
273.587555,
-24.422211,
-99.596754,
167.021338,
-266.618092
],
[
0.156528,
0.17187,
-0.015342,
-0.345756,
0.061719,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-144857,
-97224,
-183012,
-310247,
-7566,
-322890
],
[
1.175778,
1.40993,
0.967441,
0.709856,
12.433795,
0.18877
],
[
251,
126,
125,
251,
126,
125
],
[
147,
72,
75,
133,
71,
62
],
[
104,
54,
50,
118,
55,
63
],
[
58.565737,
57.142857,
60,
52.988048,
56.349206,
49.6
],
[
0.831843,
1.057448,
0.644961,
0.629797,
9.631813,
0.191814
],
[
128471,
128471,
31526,
90467,
90467,
26104
],
[
-121524,
-45285,
-121524,
-307377,
-7566,
-307377
],
[
75,
71,
78,
75,
71,
78
],
[
69,
64,
73,
71,
66,
77
],
[
83,
81,
85,
78,
78,
79
],
[
18847,
9027,
9820,
18847,
9027,
9820
],
[
18.438234,
43.188234,
18.438234,
18.438234,
43.188234,
18.438234
],
[
3,
4,
1,
3,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-17691,
372263,
-579141,
-577603,
-99884,
-580593
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19102,
"evaluation_days": 1591.83,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1622980800000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759465863398,
"expiration_time": 1764415238400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 148,
"offset": 0,
"std": 1.13388
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 128,
"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) |
|---|