| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 323845.4622 | 298544.4719 | 25300.9903 | -59752.8946 | 80143.9749 | -139896.8695 |
| Total P&L (%) | 323.8455 | 298.5445 | 25.301 | -59.7529 | 80.144 | -139.8969 |
| Avg Daily Profit (%) | 0.2027 | 0.1869 | 0.0158 | -0.057 | 0.0368 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -217285 | -128319 | -141338 | -579190 | -274232 | -397830 |
| Profit Factor | 1.3703 | 1.6331 | 1.0628 | 0.963 | 1.1007 | 0.829 |
| Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
| Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Profitability (%) | 53.8043 | 54.3478 | 53.2609 | 53.8043 | 54.3478 | 53.2609 |
| Ratio Avg Win / Avg Loss | 1.1765 | 1.3718 | 0.9326 | 0.8268 | 0.9246 | 0.7275 |
| Largest Winning Trade | 305471 | 305471 | 44125 | 228422 | 228422 | 131224 |
| Largest Losing Trade | -67013 | -67013 | -46483 | -174578 | -169265 | -174578 |
| Avg Bars in Trades | 103 | 145 | 60 | 103 | 145 | 60 |
| Avg Bars in Winners | 73 | 98 | 46 | 73 | 98 | 46 |
| Avg Bars in Losers | 138 | 201 | 76 | 138 | 201 | 76 |
| Bars Traded | 18993 | 13392 | 5601 | 18993 | 13392 | 5601 |
| Profit Streak | 7.4974 | 16.7474 | 7.4974 | 7.4974 | 16.7474 | 7.4974 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 387229 | 389281 | -327562 | -578179 | -253770 | -579984 |
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19171,
"evaluation_days": 1597.58,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1622973600000,
"last_datapoint_time": 1759960800000,
"evaluation_time": 1759967778615,
"expiration_time": 1764929923200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 111,
"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": [
[
323845.4622231022,
298544.4719082758,
25300.9903148263,
-59752.8946498722,
80143.9748757429,
-139896.8695256152
],
[
323.845462,
298.544472,
25.30099,
-59.752895,
80.143975,
-139.89687
],
[
0.20271,
0.186873,
0.015837,
-0.056953,
0.036849,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-217285,
-128319,
-141338,
-579190,
-274232,
-397830
],
[
1.370285,
1.633086,
1.062779,
0.962981,
1.100704,
0.829037
],
[
184,
92,
92,
184,
92,
92
],
[
99,
50,
49,
99,
50,
49
],
[
85,
42,
43,
85,
42,
43
],
[
53.804348,
54.347826,
53.26087,
53.804348,
54.347826,
53.26087
],
[
1.176507,
1.371792,
0.932643,
0.826802,
0.924591,
0.727522
],
[
305471,
305471,
44125,
228422,
228422,
131224
],
[
-67013,
-67013,
-46483,
-174578,
-169265,
-174578
],
[
103,
145,
60,
103,
145,
60
],
[
73,
98,
46,
73,
98,
46
],
[
138,
201,
76,
138,
201,
76
],
[
18993,
13392,
5601,
18993,
13392,
5601
],
[
7.497438,
16.747438,
7.497438,
7.497438,
16.747438,
7.497438
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
387229,
389281,
-327562,
-578179,
-253770,
-579984
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19171,
"evaluation_days": 1597.58,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1622973600000,
"last_datapoint_time": 1759960800000,
"evaluation_time": 1759967778615,
"expiration_time": 1764929923200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 111,
"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) |
|---|