| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343982.3344 | 232804.3132 | 111178.0212 | -87331.5956 | -191861.0807 | 104529.4851 |
| Total P&L (%) | 343.9823 | 232.8043 | 111.178 | -87.3316 | -191.8611 | 104.5295 |
| Avg Daily Profit (%) | 0.2173 | 0.147 | 0.0702 | -0.1304 | 0 | 0.0452 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -246106 | -123206 | -202656 | -707552 | -623876 | -320594 |
| Profit Factor | 1.3858 | 1.5565 | 1.2349 | 0.9433 | 0.7816 | 1.1579 |
| Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
| Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
| Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
| Profitability (%) | 61.5819 | 57.9545 | 65.1685 | 61.5819 | 57.9545 | 65.1685 |
| Ratio Avg Win / Avg Loss | 0.8646 | 1.1292 | 0.6601 | 0.5885 | 0.567 | 0.6189 |
| Largest Winning Trade | 57069 | 57069 | 48456 | 169029 | 169029 | 114797 |
| Largest Losing Trade | -97009 | -54927 | -97009 | -314249 | -282201 | -314249 |
| Avg Bars in Trades | 105 | 119 | 91 | 105 | 119 | 91 |
| Avg Bars in Winners | 81 | 91 | 71 | 81 | 91 | 71 |
| Avg Bars in Losers | 144 | 158 | 127 | 144 | 158 | 127 |
| Bars Traded | 18664 | 10528 | 8136 | 18664 | 10528 | 8136 |
| Profit Streak | 5.2968 | 0 | 5.4635 | 5.2968 | 0 | 5.4635 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 354577 | 202077 | -98523 | -577638 | -580065 | -178413 |
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18999,
"evaluation_days": 1583.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623333600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758942444333,
"expiration_time": 1763646940800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 197,
"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": [
[
343982.3344296977,
232804.3131974714,
111178.0212322262,
-87331.5956300339,
-191861.0806954374,
104529.4850654039
],
[
343.982334,
232.804313,
111.178021,
-87.331596,
-191.861081,
104.529485
],
[
0.217263,
0.147042,
0.070221,
-0.13041,
0,
0.045205
],
[
10,
10,
10,
10,
10,
10
],
[
-246106,
-123206,
-202656,
-707552,
-623876,
-320594
],
[
1.385823,
1.556493,
1.234943,
0.943304,
0.781558,
1.157889
],
[
177,
88,
89,
177,
88,
89
],
[
109,
51,
58,
109,
51,
58
],
[
68,
37,
31,
68,
37,
31
],
[
61.581921,
57.954545,
65.168539,
61.581921,
57.954545,
65.168539
],
[
0.86455,
1.12922,
0.660056,
0.588483,
0.567013,
0.618872
],
[
57069,
57069,
48456,
169029,
169029,
114797
],
[
-97009,
-54927,
-97009,
-314249,
-282201,
-314249
],
[
105,
119,
91,
105,
119,
91
],
[
81,
91,
71,
81,
91,
71
],
[
144,
158,
127,
144,
158,
127
],
[
18664,
10528,
8136,
18664,
10528,
8136
],
[
5.296809,
0,
5.463476,
5.296809,
0,
5.463476
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354577,
202077,
-98523,
-577638,
-580065,
-178413
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18999,
"evaluation_days": 1583.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623333600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758942444333,
"expiration_time": 1763646940800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 197,
"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) |
|---|