| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 394083.9322 | 327725.4719 | 66358.4602 | 36917.637 | -531021.9866 | 567939.6236 |
| Total P&L (%) | 394.0839 | 327.7255 | 66.3585 | 36.9176 | -531.022 | 567.9396 |
| Avg Daily Profit (%) | 0.2489 | 0.207 | 0.0419 | 0.0198 | 0 | 0.12 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -201719 | -113481 | -96671 | -2403553 | -1947299 | -542226 |
| Profit Factor | 1.4646 | 1.618 | 1.2087 | 1.0064 | 0.876 | 1.393 |
| Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
| Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
| Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
| Profitability (%) | 64.977 | 63.8889 | 66.055 | 64.977 | 63.8889 | 66.055 |
| Ratio Avg Win / Avg Loss | 0.7894 | 0.9145 | 0.6211 | 0.5425 | 0.4952 | 0.7158 |
| Largest Winning Trade | 120786 | 120786 | 49545 | 403397 | 403397 | 188094 |
| Largest Losing Trade | -64969 | -64969 | -37262 | -1092499 | -1092499 | -252250 |
| Avg Bars in Trades | 42 | 72 | 11 | 42 | 72 | 11 |
| Avg Bars in Winners | 30 | 49 | 11 | 30 | 49 | 11 |
| Avg Bars in Losers | 64 | 114 | 12 | 64 | 114 | 12 |
| Bars Traded | 9161 | 7865 | 1295 | 9161 | 7865 | 1295 |
| Profit Streak | 13.873 | 0 | 64.5397 | 13.873 | 0 | 64.5397 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 400928 | 341984 | -136661 | -380272 | -579244 | -30753 |
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1623283200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758905827541,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 9,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 96,
"offset": 0,
"a": 0.78394
}
}
} {
"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": [
[
394083.9321630255,
327725.4719289761,
66358.4602340497,
36917.6369627463,
-531021.9866168939,
567939.6235796394
],
[
394.083932,
327.725472,
66.35846,
36.917637,
-531.021987,
567.939624
],
[
0.248869,
0.206963,
0.041906,
0.019845,
0,
0.119998
],
[
10,
10,
10,
10,
10,
10
],
[
-201719,
-113481,
-96671,
-2403553,
-1947299,
-542226
],
[
1.464575,
1.618,
1.208696,
1.006444,
0.876041,
1.392959
],
[
217,
108,
109,
217,
108,
109
],
[
141,
69,
72,
141,
69,
72
],
[
76,
39,
37,
76,
39,
37
],
[
64.976959,
63.888889,
66.055046,
64.976959,
63.888889,
66.055046
],
[
0.789416,
0.914522,
0.621135,
0.54248,
0.495154,
0.715826
],
[
120786,
120786,
49545,
403397,
403397,
188094
],
[
-64969,
-64969,
-37262,
-1092499,
-1092499,
-252250
],
[
42,
72,
11,
42,
72,
11
],
[
30,
49,
11,
30,
49,
11
],
[
64,
114,
12,
64,
114,
12
],
[
9161,
7865,
1295,
9161,
7865,
1295
],
[
13.873004,
0,
64.539671,
13.873004,
0,
64.539671
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
400928,
341984,
-136661,
-380272,
-579244,
-30753
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1623283200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758905827541,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 9,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 96,
"offset": 0,
"a": 0.78394
}
}
}
| # | 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) |
|---|