| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 441625.4425 | 367268.3085 | 74357.134 | -617.7065 | -89116.675 | 88498.9685 |
| Total P&L (%) | 441.6254 | 367.2683 | 74.3571 | -0.6177 | -89.1167 | 88.499 |
| Avg Daily Profit (%) | 0.2778 | 0.2311 | 0.0468 | -0.0004 | -0.1394 | 0.0399 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143093 | -157826 | -59389 | -378218 | -344532 | -140796 |
| Profit Factor | 1.3809 | 1.4364 | 1.2339 | 0.9997 | 0.9486 | 1.1561 |
| Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
| Winning Trades | 168 | 76 | 92 | 168 | 76 | 92 |
| Losing Trades | 183 | 99 | 84 | 183 | 99 | 84 |
| Profitability (%) | 47.8632 | 43.4286 | 52.2727 | 47.8632 | 43.4286 | 52.2727 |
| Ratio Avg Win / Avg Loss | 1.5042 | 1.8711 | 1.1266 | 1.089 | 1.2356 | 1.0556 |
| Largest Winning Trade | 293823 | 293823 | 34349 | 139897 | 139897 | 52947 |
| Largest Losing Trade | -56687 | -56687 | -34796 | -107621 | -107621 | -53104 |
| Avg Bars in Trades | 17 | 30 | 5 | 17 | 30 | 5 |
| Avg Bars in Winners | 16 | 31 | 4 | 16 | 31 | 4 |
| Avg Bars in Losers | 19 | 30 | 5 | 19 | 30 | 5 |
| Bars Traded | 6295 | 5378 | 917 | 6295 | 5378 | 917 |
| Profit Streak | 6.9086 | 8.4086 | 6.9086 | 6.9086 | 8.4086 | 6.9086 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 446886 | 302117 | -129129 | -576673 | -580634 | -186783 |
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6358,
"evaluation_days": 1589.5,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1622440800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759247304515,
"expiration_time": 1763353584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 245,
"offset": 0,
"std": 3.16294
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 25,
"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": [
[
441625.4425101426,
367268.3085070573,
74357.1340030847,
-617.7065253936,
-89116.6750184767,
88498.9684930834
],
[
441.625443,
367.268309,
74.357134,
-0.617707,
-89.116675,
88.498968
],
[
0.277839,
0.231059,
0.04678,
-0.00039,
-0.13944,
0.03989
],
[
10,
10,
10,
10,
10,
10
],
[
-143093,
-157826,
-59389,
-378218,
-344532,
-140796
],
[
1.380873,
1.436368,
1.233929,
0.999731,
0.948572,
1.156127
],
[
351,
175,
176,
351,
175,
176
],
[
168,
76,
92,
168,
76,
92
],
[
183,
99,
84,
183,
99,
84
],
[
47.863248,
43.428571,
52.272727,
47.863248,
43.428571,
52.272727
],
[
1.504165,
1.871059,
1.126631,
1.088993,
1.23564,
1.055594
],
[
293823,
293823,
34349,
139897,
139897,
52947
],
[
-56687,
-56687,
-34796,
-107621,
-107621,
-53104
],
[
17,
30,
5,
17,
30,
5
],
[
16,
31,
4,
16,
31,
4
],
[
19,
30,
5,
19,
30,
5
],
[
6295,
5378,
917,
6295,
5378,
917
],
[
6.908617,
8.408617,
6.908617,
6.908617,
8.408617,
6.908617
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
446886,
302117,
-129129,
-576673,
-580634,
-186783
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6358,
"evaluation_days": 1589.5,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1622440800000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759247304515,
"expiration_time": 1763353584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 245,
"offset": 0,
"std": 3.16294
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 25,
"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) |
|---|