| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 334961.8634 | 227823.6347 | 107138.2287 | 11713.8578 | 54006.9972 | -42293.1394 |
| Total P&L (%) | 334.9619 | 227.8236 | 107.1382 | 11.7139 | 54.007 | -42.2931 |
| Avg Daily Profit (%) | 0.2108 | 0.1434 | 0.0674 | 0.007 | 0.0272 | -0.0346 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98099 | -107087 | -83700 | -71370 | -26673 | -56582 |
| Profit Factor | 1.5176 | 1.6802 | 1.3431 | 1.0323 | 1.357 | 0.8002 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
| Profitability (%) | 51.6484 | 44.4444 | 58.6957 | 51.6484 | 44.4444 | 58.6957 |
| Ratio Avg Win / Avg Loss | 1.4207 | 2.1002 | 0.9452 | 0.9664 | 1.6962 | 0.5631 |
| Largest Winning Trade | 157857 | 157857 | 47940 | 49092 | 49092 | 22801 |
| Largest Losing Trade | -72850 | -54596 | -72850 | -72850 | -24661 | -72850 |
| Avg Bars in Trades | 66 | 93 | 40 | 66 | 93 | 40 |
| Avg Bars in Winners | 71 | 93 | 55 | 71 | 93 | 55 |
| Avg Bars in Losers | 60 | 93 | 17 | 60 | 93 | 17 |
| Bars Traded | 6029 | 4187 | 1842 | 6029 | 4187 | 1842 |
| Profit Streak | 128.3936 | 128.3936 | 128.8936 | 128.3936 | 128.3936 | 128.8936 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 396057 | 14693 | -101673 | -480793 | -157224 | -578226 |
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6356,
"evaluation_days": 1589,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1627171200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759202802840,
"expiration_time": 1763309088000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 121,
"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": [
[
334961.8634327014,
227823.6347141532,
107138.2287185481,
11713.8578422855,
54006.9972068551,
-42293.1393645695
],
[
334.961863,
227.823635,
107.138229,
11.713858,
54.006997,
-42.293139
],
[
0.2108,
0.143375,
0.067425,
0.006971,
0.02718,
-0.034594
],
[
10,
10,
10,
10,
10,
10
],
[
-98099,
-107087,
-83700,
-71370,
-26673,
-56582
],
[
1.517574,
1.680195,
1.343129,
1.032268,
1.356966,
0.800239
],
[
91,
45,
46,
91,
45,
46
],
[
47,
20,
27,
47,
20,
27
],
[
44,
25,
19,
44,
25,
19
],
[
51.648352,
44.444444,
58.695652,
51.648352,
44.444444,
58.695652
],
[
1.420707,
2.100244,
0.945165,
0.966379,
1.696208,
0.563131
],
[
157857,
157857,
47940,
49092,
49092,
22801
],
[
-72850,
-54596,
-72850,
-72850,
-24661,
-72850
],
[
66,
93,
40,
66,
93,
40
],
[
71,
93,
55,
71,
93,
55
],
[
60,
93,
17,
60,
93,
17
],
[
6029,
4187,
1842,
6029,
4187,
1842
],
[
128.393551,
128.393551,
128.893551,
128.393551,
128.393551,
128.893551
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396057,
14693,
-101673,
-480793,
-157224,
-578226
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6356,
"evaluation_days": 1589,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1627171200000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759202802840,
"expiration_time": 1763309088000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 121,
"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) |
|---|