| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 242894.5744 | 253500.7032 | -10606.1289 | -70903.0145 | -48254.9673 | -22648.0472 |
| Total P&L (%) | 242.8946 | 253.5007 | -10.6061 | -70.903 | -48.255 | -22.648 |
| Avg Daily Profit (%) | 0.1522 | 0.1589 | -0.0066 | -0.0773 | -0.0413 | -0.0161 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -190883 | -102347 | -98065 | -949083 | -814374 | -203054 |
| Profit Factor | 1.4746 | 1.753 | 0.9395 | 0.946 | 0.9489 | 0.9385 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
| Profitability (%) | 59.0164 | 56.6667 | 61.2903 | 59.0164 | 56.6667 | 61.2903 |
| Ratio Avg Win / Avg Loss | 1.024 | 1.3405 | 0.5933 | 0.6569 | 0.7257 | 0.5927 |
| Largest Winning Trade | 128686 | 128686 | 31614 | 398407 | 398407 | 143704 |
| Largest Losing Trade | -89884 | -89884 | -44529 | -691981 | -691981 | -203054 |
| Avg Bars in Trades | 95 | 182 | 12 | 95 | 182 | 12 |
| Avg Bars in Winners | 38 | 68 | 11 | 38 | 68 | 11 |
| Avg Bars in Losers | 178 | 332 | 12 | 178 | 332 | 12 |
| Bars Traded | 5850 | 5478 | 372 | 5850 | 5478 | 372 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -156467 | 370755 | -579076 | -745608 | -579961 | -579076 |
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6382,
"evaluation_days": 1595.5,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1624341600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759771026127,
"expiration_time": 1763887536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 113,
"offset": 0,
"std": 1.66188
}
}
} {
"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": [
[
242894.574375203,
253500.7032282877,
-10606.1288530847,
-70903.0145113385,
-48254.9673393915,
-22648.0471719471
],
[
242.894574,
253.500703,
-10.606129,
-70.903015,
-48.254967,
-22.648047
],
[
0.152237,
0.158885,
-0.006648,
-0.077346,
-0.041285,
-0.016094
],
[
10,
10,
10,
10,
10,
10
],
[
-190883,
-102347,
-98065,
-949083,
-814374,
-203054
],
[
1.474563,
1.752982,
0.939451,
0.946004,
0.94894,
0.938468
],
[
61,
30,
31,
61,
30,
31
],
[
36,
17,
19,
36,
17,
19
],
[
25,
13,
12,
25,
13,
12
],
[
59.016393,
56.666667,
61.290323,
59.016393,
56.666667,
61.290323
],
[
1.024002,
1.340515,
0.593337,
0.656948,
0.72566,
0.592717
],
[
128686,
128686,
31614,
398407,
398407,
143704
],
[
-89884,
-89884,
-44529,
-691981,
-691981,
-203054
],
[
95,
182,
12,
95,
182,
12
],
[
38,
68,
11,
38,
68,
11
],
[
178,
332,
12,
178,
332,
12
],
[
5850,
5478,
372,
5850,
5478,
372
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-156467,
370755,
-579076,
-745608,
-579961,
-579076
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6382,
"evaluation_days": 1595.5,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1624341600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759771026127,
"expiration_time": 1763887536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 113,
"offset": 0,
"std": 1.66188
}
}
}
| # | 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) |
|---|