| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 276679.7308 | 240795.9941 | 35883.7367 | -16242.7474 | 166098.9416 | -182341.6889 |
| Total P&L (%) | 276.6797 | 240.796 | 35.8837 | -16.2427 | 166.0989 | -182.3417 |
| Avg Daily Profit (%) | 0.1738 | 0.1513 | 0.0225 | -0.0111 | 0.0615 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138916 | -104673 | -136523 | -379060 | -216169 | -249279 |
| Profit Factor | 1.2519 | 1.4248 | 1.0675 | 0.9899 | 1.1994 | 0.7649 |
| Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
| Winning Trades | 127 | 63 | 64 | 127 | 63 | 64 |
| Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
| Profitability (%) | 53.1381 | 52.5 | 53.7815 | 53.1381 | 52.5 | 53.7815 |
| Ratio Avg Win / Avg Loss | 1.104 | 1.2891 | 0.9174 | 0.873 | 1.0851 | 0.6573 |
| Largest Winning Trade | 74233 | 74233 | 67616 | 103846 | 103846 | 60404 |
| Largest Losing Trade | -53440 | -43838 | -53440 | -130729 | -130729 | -120311 |
| Avg Bars in Trades | 25 | 17 | 33 | 25 | 17 | 33 |
| Avg Bars in Winners | 29 | 15 | 42 | 29 | 15 | 42 |
| Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
| Bars Traded | 6096 | 2065 | 4030 | 6096 | 2065 | 4030 |
| Profit Streak | 5.2875 | 9.5375 | 0 | 5.2875 | 9.5375 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 353985 | 326974 | -313027 | -578131 | -111014 | -580525 |
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6368,
"evaluation_days": 1592,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1624989600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759474436174,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
276679.7307543887,
240795.9940562628,
35883.736698126,
-16242.7473534252,
166098.9415750619,
-182341.6889284869
],
[
276.679731,
240.795994,
35.883737,
-16.242747,
166.098942,
-182.341689
],
[
0.173794,
0.151254,
0.02254,
-0.011133,
0.061495,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-138916,
-104673,
-136523,
-379060,
-216169,
-249279
],
[
1.251874,
1.424751,
1.067505,
0.989903,
1.199358,
0.764857
],
[
239,
120,
119,
239,
120,
119
],
[
127,
63,
64,
127,
63,
64
],
[
112,
57,
55,
112,
57,
55
],
[
53.138075,
52.5,
53.781513,
53.138075,
52.5,
53.781513
],
[
1.104015,
1.289061,
0.917387,
0.872985,
1.085133,
0.657299
],
[
74233,
74233,
67616,
103846,
103846,
60404
],
[
-53440,
-43838,
-53440,
-130729,
-130729,
-120311
],
[
25,
17,
33,
25,
17,
33
],
[
29,
15,
42,
29,
15,
42
],
[
21,
19,
24,
21,
19,
24
],
[
6096,
2065,
4030,
6096,
2065,
4030
],
[
5.287456,
9.537456,
0,
5.287456,
9.537456,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
353985,
326974,
-313027,
-578131,
-111014,
-580525
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6368,
"evaluation_days": 1592,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1624989600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759474436174,
"expiration_time": 1763576064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|