| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 536704.556 | 386093.3619 | 150611.1941 | 398788.0323 | 561248.344 | -162460.3116 |
| Total P&L (%) | 536.7046 | 386.0934 | 150.6112 | 398.788 | 561.2483 | -162.4603 |
| Avg Daily Profit (%) | 0.339 | 0.2439 | 0.0951 | 0.1016 | 0.1194 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101098 | -101942 | -71951 | -1018902 | -569014 | -692169 |
| Profit Factor | 1.566 | 1.6863 | 1.3905 | 1.0687 | 1.176 | 0.9379 |
| Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
| Winning Trades | 111 | 50 | 61 | 111 | 50 | 61 |
| Losing Trades | 117 | 64 | 53 | 117 | 64 | 53 |
| Profitability (%) | 48.6842 | 43.8596 | 53.5088 | 48.6842 | 43.8596 | 53.5088 |
| Ratio Avg Win / Avg Loss | 1.6506 | 2.1585 | 1.2081 | 1.1265 | 1.5053 | 0.8149 |
| Largest Winning Trade | 251781 | 251781 | 36876 | 539162 | 539162 | 188186 |
| Largest Losing Trade | -50790 | -50790 | -33646 | -406733 | -406733 | -345688 |
| Avg Bars in Trades | 82 | 116 | 48 | 82 | 116 | 48 |
| Avg Bars in Winners | 104 | 156 | 62 | 104 | 156 | 62 |
| Avg Bars in Losers | 61 | 85 | 31 | 61 | 85 | 31 |
| Bars Traded | 18778 | 13301 | 5477 | 18778 | 13301 | 5477 |
| Profit Streak | 0 | 0 | 26.0043 | 0 | 0 | 26.0043 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 458194 | 307865 | -64109 | -201655 | -61636 | -579554 |
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18999,
"evaluation_days": 1583.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1622923200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758931574415,
"expiration_time": 1763646940800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 105,
"offset": 0,
"a": 0.68312
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 140,
"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": [
[
536704.5559537492,
386093.36188226,
150611.194071489,
398788.0323377163,
561248.3439782015,
-162460.3116404857
],
[
536.704556,
386.093362,
150.611194,
398.788032,
561.248344,
-162.460312
],
[
0.338989,
0.243861,
0.095128,
0.101552,
0.11938,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-101098,
-101942,
-71951,
-1018902,
-569014,
-692169
],
[
1.565987,
1.68629,
1.390506,
1.068722,
1.176032,
0.937864
],
[
228,
114,
114,
228,
114,
114
],
[
111,
50,
61,
111,
50,
61
],
[
117,
64,
53,
117,
64,
53
],
[
48.684211,
43.859649,
53.508772,
48.684211,
43.859649,
53.508772
],
[
1.650635,
2.158451,
1.208144,
1.126491,
1.505321,
0.814866
],
[
251781,
251781,
36876,
539162,
539162,
188186
],
[
-50790,
-50790,
-33646,
-406733,
-406733,
-345688
],
[
82,
116,
48,
82,
116,
48
],
[
104,
156,
62,
104,
156,
62
],
[
61,
85,
31,
61,
85,
31
],
[
18778,
13301,
5477,
18778,
13301,
5477
],
[
0,
0,
26.004333,
0,
0,
26.004333
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
458194,
307865,
-64109,
-201655,
-61636,
-579554
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18999,
"evaluation_days": 1583.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1622923200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758931574415,
"expiration_time": 1763646940800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 105,
"offset": 0,
"a": 0.68312
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 140,
"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) |
|---|