| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 401210.0237 | 391069.6145 | 10140.4092 | -70912.8929 | 96059.4371 | -166972.33 |
| Total P&L (%) | 401.21 | 391.0696 | 10.1404 | -70.9129 | 96.0594 | -166.9723 |
| Avg Daily Profit (%) | 0.2534 | 0.247 | 0.0064 | -0.078 | 0.0425 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -210941 | -172971 | -127005 | -392731 | -184773 | -300946 |
| Profit Factor | 1.3785 | 1.7514 | 1.0188 | 0.9529 | 1.143 | 0.7997 |
| Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
| Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
| Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
| Profitability (%) | 55.3299 | 54.0816 | 56.5657 | 55.3299 | 54.0816 | 56.5657 |
| Ratio Avg Win / Avg Loss | 1.1129 | 1.487 | 0.7823 | 0.7693 | 0.9705 | 0.6141 |
| Largest Winning Trade | 364980 | 364980 | 51625 | 110287 | 110287 | 64780 |
| Largest Losing Trade | -73126 | -50345 | -73126 | -96090 | -76039 | -96090 |
| Avg Bars in Trades | 92 | 120 | 63 | 92 | 120 | 63 |
| Avg Bars in Winners | 80 | 102 | 59 | 80 | 102 | 59 |
| Avg Bars in Losers | 106 | 142 | 69 | 106 | 142 | 69 |
| Bars Traded | 18167 | 11853 | 6314 | 18167 | 11853 | 6314 |
| Profit Streak | 14.8191 | 19.8191 | 14.8191 | 14.8191 | 19.8191 | 14.8191 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 411706 | 415199 | -546050 | -577982 | -199681 | -579628 |
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18999,
"evaluation_days": 1583.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623002400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758857968522,
"expiration_time": 1763646940800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 151,
"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": [
[
401210.0236996358,
391069.6145108861,
10140.40918875,
-70912.8928958259,
96059.4371044833,
-166972.3300003093
],
[
401.210024,
391.069615,
10.140409,
-70.912893,
96.059437,
-166.97233
],
[
0.253409,
0.247004,
0.006405,
-0.077966,
0.042532,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-210941,
-172971,
-127005,
-392731,
-184773,
-300946
],
[
1.378456,
1.75137,
1.018791,
0.952897,
1.143007,
0.799739
],
[
197,
98,
99,
197,
98,
99
],
[
109,
53,
56,
109,
53,
56
],
[
88,
45,
43,
88,
45,
43
],
[
55.329949,
54.081633,
56.565657,
55.329949,
54.081633,
56.565657
],
[
1.112882,
1.487013,
0.782286,
0.769311,
0.970478,
0.614086
],
[
364980,
364980,
51625,
110287,
110287,
64780
],
[
-73126,
-50345,
-73126,
-96090,
-76039,
-96090
],
[
92,
120,
63,
92,
120,
63
],
[
80,
102,
59,
80,
102,
59
],
[
106,
142,
69,
106,
142,
69
],
[
18167,
11853,
6314,
18167,
11853,
6314
],
[
14.81908,
19.81908,
14.81908,
14.81908,
19.81908,
14.81908
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
411706,
415199,
-546050,
-577982,
-199681,
-579628
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 18999,
"evaluation_days": 1583.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1623002400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758857968522,
"expiration_time": 1763646940800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 151,
"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) |
|---|