| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 280023.6652 | 186847.7602 | 93175.905 | -172547.4418 | -49143.429 | -123404.0128 |
| Total P&L (%) | 280.0237 | 186.8478 | 93.1759 | -172.5474 | -49.1434 | -123.404 |
| Avg Daily Profit (%) | 0.1761 | 0.1175 | 0.0586 | 0 | -0.0425 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -159404 | -109285 | -164559 | -562082 | -409472 | -360676 |
| Profit Factor | 1.3784 | 1.5787 | 1.2233 | 0.8711 | 0.9185 | 0.8322 |
| Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
| Winning Trades | 104 | 47 | 57 | 66 | 37 | 29 |
| Losing Trades | 45 | 27 | 18 | 83 | 37 | 46 |
| Profitability (%) | 69.7987 | 63.5135 | 76 | 44.2953 | 50 | 38.6667 |
| Ratio Avg Win / Avg Loss | 0.5964 | 0.9069 | 0.3863 | 1.0954 | 0.9185 | 1.32 |
| Largest Winning Trade | 52730 | 52730 | 42915 | 74615 | 60087 | 74615 |
| Largest Losing Trade | -119854 | -62342 | -119854 | -283949 | -199973 | -283949 |
| Avg Bars in Trades | 123 | 142 | 104 | 123 | 142 | 104 |
| Avg Bars in Winners | 71 | 80 | 64 | 151 | 168 | 129 |
| Avg Bars in Losers | 242 | 250 | 230 | 101 | 116 | 88 |
| Bars Traded | 18371 | 10555 | 7816 | 18371 | 10555 | 7816 |
| Profit Streak | 8.8025 | 0 | 113.7192 | 0 | 20.3025 | 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 | 357948 | -98429 | -168643 | -580935 | -644681 | -640476 |
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19080,
"evaluation_days": 1590,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1624068000000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759310140154,
"expiration_time": 1764251136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 124,
"offset": 175
}
}
} {
"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": [
[
280023.6651620238,
186847.7601548461,
93175.905007178,
-172547.4417718023,
-49143.4289925951,
-123404.012779207
],
[
280.023665,
186.84776,
93.175905,
-172.547442,
-49.143429,
-123.404013
],
[
0.176116,
0.117514,
0.058601,
0,
-0.042517,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-159404,
-109285,
-164559,
-562082,
-409472,
-360676
],
[
1.378365,
1.578691,
1.223332,
0.871079,
0.918495,
0.832205
],
[
149,
74,
75,
149,
74,
75
],
[
104,
47,
57,
66,
37,
29
],
[
45,
27,
18,
83,
37,
46
],
[
69.798658,
63.513514,
76,
44.295302,
50,
38.666667
],
[
0.596408,
0.906908,
0.386315,
1.095447,
0.918495,
1.320049
],
[
52730,
52730,
42915,
74615,
60087,
74615
],
[
-119854,
-62342,
-119854,
-283949,
-199973,
-283949
],
[
123,
142,
104,
123,
142,
104
],
[
71,
80,
64,
151,
168,
129
],
[
242,
250,
230,
101,
116,
88
],
[
18371,
10555,
7816,
18371,
10555,
7816
],
[
8.802548,
0,
113.719215,
0,
20.302548,
0
],
[
1,
0,
4,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357948,
-98429,
-168643,
-580935,
-644681,
-640476
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19080,
"evaluation_days": 1590,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1624068000000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759310140154,
"expiration_time": 1764251136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 18,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 124,
"offset": 175
}
}
}
| # | 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) |
|---|