| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 270399.172 | 246003.6175 | 24395.5545 | -614722.5391 | -213385.2792 | -401337.2599 |
| Total P&L (%) | 270.3992 | 246.0036 | 24.3956 | -614.7225 | -213.3853 | -401.3373 |
| Avg Daily Profit (%) | 0.1708 | 0.1554 | 0.0154 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -315744 | -152266 | -188126 | -1145414 | -732170 | -501411 |
| Profit Factor | 1.4062 | 1.6414 | 1.0865 | 0.687 | 0.8351 | 0.401 |
| Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Winning Trades | 101 | 52 | 49 | 41 | 20 | 21 |
| Losing Trades | 22 | 9 | 13 | 82 | 41 | 41 |
| Profitability (%) | 82.1138 | 85.2459 | 79.0323 | 33.3333 | 32.7869 | 33.871 |
| Ratio Avg Win / Avg Loss | 0.3063 | 0.2841 | 0.2882 | 1.374 | 1.7119 | 0.7828 |
| Largest Winning Trade | 27727 | 27727 | 26525 | 315864 | 315864 | 60783 |
| Largest Losing Trade | -183780 | -69382 | -183780 | -348686 | -348686 | -128940 |
| Avg Bars in Trades | 71 | 132 | 11 | 71 | 132 | 11 |
| Avg Bars in Winners | 31 | 53 | 7 | 108 | 207 | 13 |
| Avg Bars in Losers | 256 | 587 | 27 | 53 | 95 | 10 |
| Bars Traded | 8810 | 8081 | 729 | 8810 | 8081 | 729 |
| Profit Streak | 69.2419 | 0 | 131.2419 | 0 | 117.7419 | 0 |
| Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 420990 | -149711 | -452047 | -585266 | -746088 | -741230 |
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1623974400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758952096625,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 144,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
270399.1719793819,
246003.6174802188,
24395.5544991631,
-614722.5390543498,
-213385.2791898471,
-401337.2598645028
],
[
270.399172,
246.003617,
24.395554,
-614.722539,
-213.385279,
-401.33726
],
[
0.17076,
0.155354,
0.015406,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-315744,
-152266,
-188126,
-1145414,
-732170,
-501411
],
[
1.406215,
1.641384,
1.086477,
0.68698,
0.835081,
0.40096
],
[
123,
61,
62,
123,
61,
62
],
[
101,
52,
49,
41,
20,
21
],
[
22,
9,
13,
82,
41,
41
],
[
82.113821,
85.245902,
79.032258,
33.333333,
32.786885,
33.870968
],
[
0.306304,
0.284086,
0.288249,
1.37396,
1.711915,
0.782827
],
[
27727,
27727,
26525,
315864,
315864,
60783
],
[
-183780,
-69382,
-183780,
-348686,
-348686,
-128940
],
[
71,
132,
11,
71,
132,
11
],
[
31,
53,
7,
108,
207,
13
],
[
256,
587,
27,
53,
95,
10
],
[
8810,
8081,
729,
8810,
8081,
729
],
[
69.241859,
0,
131.241859,
0,
117.741859,
0
],
[
1,
0,
4,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
420990,
-149711,
-452047,
-585266,
-746088,
-741230
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9501,
"evaluation_days": 1583.5,
"actual_first_datapoint_time": 1621915200000,
"first_datapoint_time": 1623974400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758952096625,
"expiration_time": 1762819632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 144,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|