| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 307508.6372 | 171073.9061 | 136434.7311 | 111116.4705 | 58196.5763 | 52919.8942 |
| Total P&L (%) | 307.5086 | 171.0739 | 136.4347 | 111.1165 | 58.1966 | 52.9199 |
| Avg Daily Profit (%) | 0.2952 | 0.1642 | 0.131 | 0.0718 | 0.044 | 0.0408 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149984 | -58409 | -106060 | -119464 | -65601 | -100741 |
| Profit Factor | 1.3136 | 1.3344 | 1.2909 | 1.1526 | 1.1545 | 1.1506 |
| Total Trades | 543 | 272 | 271 | 543 | 272 | 271 |
| Winning Trades | 393 | 198 | 195 | 393 | 198 | 195 |
| Losing Trades | 150 | 74 | 76 | 150 | 74 | 76 |
| Profitability (%) | 72.3757 | 72.7941 | 71.9557 | 72.3757 | 72.7941 | 71.9557 |
| Ratio Avg Win / Avg Loss | 0.5014 | 0.4987 | 0.5031 | 0.4399 | 0.4315 | 0.4484 |
| Largest Winning Trade | 35313 | 28175 | 35313 | 50939 | 27216 | 50939 |
| Largest Losing Trade | -86714 | -36930 | -86714 | -69048 | -59043 | -69048 |
| Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
| Avg Bars in Winners | 26 | 24 | 28 | 26 | 24 | 28 |
| Avg Bars in Losers | 96 | 99 | 93 | 96 | 99 | 93 |
| Bars Traded | 24882 | 12162 | 12720 | 24882 | 12162 | 12720 |
| Profit Streak | 1.2425 | 10.9508 | 1.2425 | 1.2425 | 10.9508 | 1.2425 |
| Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 384704 | 410956 | -18828 | -147656 | -181589 | -195110 |
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669687200000,
"first_datapoint_time": 1669968000000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759690153094,
"expiration_time": 1766167200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 79,
"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": [
[
307508.6372484186,
171073.9060990727,
136434.7311493464,
111116.4704844137,
58196.5762539806,
52919.8942304332
],
[
307.508637,
171.073906,
136.434731,
111.11647,
58.196576,
52.919894
],
[
0.295207,
0.16423,
0.130977,
0.071761,
0.044042,
0.040784
],
[
10,
10,
10,
10,
10,
10
],
[
-149984,
-58409,
-106060,
-119464,
-65601,
-100741
],
[
1.313561,
1.33438,
1.290854,
1.152646,
1.154547,
1.150608
],
[
543,
272,
271,
543,
272,
271
],
[
393,
198,
195,
393,
198,
195
],
[
150,
74,
76,
150,
74,
76
],
[
72.375691,
72.794118,
71.95572,
72.375691,
72.794118,
71.95572
],
[
0.501359,
0.498708,
0.503102,
0.439941,
0.431497,
0.448442
],
[
35313,
28175,
35313,
50939,
27216,
50939
],
[
-86714,
-36930,
-86714,
-69048,
-59043,
-69048
],
[
45,
44,
46,
45,
44,
46
],
[
26,
24,
28,
26,
24,
28
],
[
96,
99,
93,
96,
99,
93
],
[
24882,
12162,
12720,
24882,
12162,
12720
],
[
1.242512,
10.950846,
1.242512,
1.242513,
10.950846,
1.242513
],
[
3,
6,
1,
3,
6,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384704,
410956,
-18828,
-147656,
-181589,
-195110
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669687200000,
"first_datapoint_time": 1669968000000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759690153094,
"expiration_time": 1766167200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 79,
"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) |
|---|