| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 375538.0348 | 298256.9404 | 77281.0943 | 57941.0422 | 13328.2908 | 44612.7514 |
| Total P&L (%) | 375.538 | 298.2569 | 77.2811 | 57.941 | 13.3283 | 44.6128 |
| Avg Daily Profit (%) | 0.2359 | 0.1873 | 0.0485 | 0.0287 | 0.0079 | 0.0232 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119063 | -135653 | -108469 | -362156 | -465869 | -298098 |
| Profit Factor | 1.4072 | 1.5715 | 1.1931 | 1.0284 | 1.0114 | 1.051 |
| Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
| Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
| Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Profitability (%) | 46.2585 | 47.2973 | 45.2055 | 46.2585 | 47.2973 | 45.2055 |
| Ratio Avg Win / Avg Loss | 1.6349 | 1.7511 | 1.4461 | 1.1947 | 1.127 | 1.274 |
| Largest Winning Trade | 147287 | 147287 | 43557 | 139428 | 139428 | 123572 |
| Largest Losing Trade | -56351 | -36458 | -56351 | -148937 | -134664 | -148937 |
| Avg Bars in Trades | 42 | 45 | 39 | 42 | 45 | 39 |
| Avg Bars in Winners | 62 | 61 | 63 | 62 | 61 | 63 |
| Avg Bars in Losers | 24 | 30 | 18 | 24 | 30 | 18 |
| Bars Traded | 6198 | 3336 | 2862 | 6198 | 3336 | 2862 |
| Profit Streak | 45.3245 | 61.5745 | 45.3245 | 45.3245 | 61.5745 | 45.3245 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 364717 | -54167 | -209529 | -344314 | -517083 | -401376 |
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6369,
"evaluation_days": 1592.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1624492800000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759477634317,
"expiration_time": 1763598312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 87,
"offset": 0,
"multiplier": 3.15094
}
}
} {
"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": [
[
375538.0347745388,
298256.9404432306,
77281.0943313084,
57941.0422051874,
13328.2907684214,
44612.7514367659
],
[
375.538035,
298.25694,
77.281094,
57.941042,
13.328291,
44.612751
],
[
0.235854,
0.187318,
0.048536,
0.028709,
0.007858,
0.02317
],
[
10,
10,
10,
10,
10,
10
],
[
-119063,
-135653,
-108469,
-362156,
-465869,
-298098
],
[
1.407218,
1.571494,
1.193051,
1.028355,
1.011398,
1.051039
],
[
147,
74,
73,
147,
74,
73
],
[
68,
35,
33,
68,
35,
33
],
[
79,
39,
40,
79,
39,
40
],
[
46.258503,
47.297297,
45.205479,
46.258503,
47.297297,
45.205479
],
[
1.634856,
1.751094,
1.446123,
1.194706,
1.126987,
1.273987
],
[
147287,
147287,
43557,
139428,
139428,
123572
],
[
-56351,
-36458,
-56351,
-148937,
-134664,
-148937
],
[
42,
45,
39,
42,
45,
39
],
[
62,
61,
63,
62,
61,
63
],
[
24,
30,
18,
24,
30,
18
],
[
6198,
3336,
2862,
6198,
3336,
2862
],
[
45.324471,
61.574471,
45.324471,
45.324471,
61.574471,
45.324471
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
364717,
-54167,
-209529,
-344314,
-517083,
-401376
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6369,
"evaluation_days": 1592.25,
"actual_first_datapoint_time": 1621922400000,
"first_datapoint_time": 1624492800000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759477634317,
"expiration_time": 1763598312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 87,
"offset": 0,
"multiplier": 3.15094
}
}
}
| # | 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) |
|---|