| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 328497.7351 | 202131.4346 | 126366.3005 | 257029.373 | 59625.3084 | 197404.0647 |
| Total P&L (%) | 328.4977 | 202.1314 | 126.3663 | 257.0294 | 59.6253 | 197.4041 |
| Avg Daily Profit (%) | 0.3154 | 0.1941 | 0.1213 | 0.1223 | 0.0449 | 0.1047 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96883 | -60687 | -102758 | -191634 | -182448 | -98079 |
| Profit Factor | 1.3559 | 1.4574 | 1.2626 | 1.1826 | 1.0786 | 1.304 |
| Total Trades | 423 | 211 | 212 | 423 | 211 | 212 |
| Winning Trades | 265 | 133 | 132 | 265 | 133 | 132 |
| Losing Trades | 158 | 78 | 80 | 158 | 78 | 80 |
| Profitability (%) | 62.6478 | 63.0332 | 62.2642 | 62.6478 | 63.0332 | 62.2642 |
| Ratio Avg Win / Avg Loss | 0.8084 | 0.8547 | 0.7652 | 0.7051 | 0.6326 | 0.7903 |
| Largest Winning Trade | 36810 | 36810 | 33070 | 85118 | 69253 | 85118 |
| Largest Losing Trade | -76002 | -44196 | -76002 | -157820 | -157820 | -72869 |
| Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
| Avg Bars in Winners | 42 | 39 | 45 | 42 | 39 | 45 |
| Avg Bars in Losers | 85 | 92 | 79 | 85 | 92 | 79 |
| Bars Traded | 24803 | 12441 | 12362 | 24803 | 12441 | 12362 |
| Profit Streak | 5.2445 | 0 | 11.9528 | 5.2445 | 0 | 11.9528 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 429417 | 330761 | -29630 | -46606 | -267098 | -51544 |
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669050000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758930720489,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 17,
"offset": 47
}
}
} {
"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": [
[
328497.7351199169,
202131.4346155236,
126366.300504393,
257029.3730406844,
59625.3083692958,
197404.0646713885
],
[
328.497735,
202.131435,
126.366301,
257.029373,
59.625308,
197.404065
],
[
0.315372,
0.194055,
0.121317,
0.122254,
0.044907,
0.104692
],
[
10,
10,
10,
10,
10,
10
],
[
-96883,
-60687,
-102758,
-191634,
-182448,
-98079
],
[
1.355889,
1.457413,
1.262642,
1.182569,
1.078617,
1.303969
],
[
423,
211,
212,
423,
211,
212
],
[
265,
133,
132,
265,
133,
132
],
[
158,
78,
80,
158,
78,
80
],
[
62.647754,
63.033175,
62.264151,
62.647754,
63.033175,
62.264151
],
[
0.808417,
0.854724,
0.765238,
0.705079,
0.632572,
0.790284
],
[
36810,
36810,
33070,
85118,
69253,
85118
],
[
-76002,
-44196,
-76002,
-157820,
-157820,
-72869
],
[
58,
58,
58,
58,
58,
58
],
[
42,
39,
45,
42,
39,
45
],
[
85,
92,
79,
85,
92,
79
],
[
24803,
12441,
12362,
24803,
12441,
12362
],
[
5.24445,
0,
11.952783,
5.24445,
0,
11.952783
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
429417,
330761,
-29630,
-46606,
-267098,
-51544
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669050000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758930720489,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 17,
"offset": 47
}
}
}
| # | 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) |
|---|