| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 399171.3464 | 291644.8438 | 107526.5026 | 44948.6829 | -63049.2568 | 107997.9397 |
| Total P&L (%) | 399.1713 | 291.6448 | 107.5265 | 44.9487 | -63.0493 | 107.9979 |
| Avg Daily Profit (%) | 0.2506 | 0.1831 | 0.0675 | 0.0233 | -0.0625 | 0.046 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138580 | -113328 | -47841 | -840680 | -552482 | -313074 |
| Profit Factor | 1.7548 | 1.8193 | 1.6219 | 1.022 | 0.9532 | 1.1562 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
| Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
| Profitability (%) | 53.6232 | 47.0588 | 60 | 53.6232 | 47.0588 | 60 |
| Ratio Avg Win / Avg Loss | 1.5177 | 2.0468 | 1.0813 | 0.8839 | 1.0724 | 0.7708 |
| Largest Winning Trade | 281513 | 281513 | 34101 | 372359 | 372359 | 197713 |
| Largest Losing Trade | -61348 | -61348 | -37011 | -419008 | -419008 | -207270 |
| Avg Bars in Trades | 65 | 106 | 25 | 65 | 106 | 25 |
| Avg Bars in Winners | 44 | 73 | 21 | 44 | 73 | 21 |
| Avg Bars in Losers | 90 | 135 | 32 | 90 | 135 | 32 |
| Bars Traded | 4520 | 3614 | 906 | 4520 | 3614 | 906 |
| 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 | -94149 | 351613 | -99283 | -466989 | -580272 | -180308 |
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4779,
"evaluation_days": 1593,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1626710400000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759532511376,
"expiration_time": 1763636256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 168,
"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": [
[
399171.3463787932,
291644.8437873336,
107526.5025914594,
44948.6828967418,
-63049.2567715284,
107997.9396682706
],
[
399.171346,
291.644844,
107.526503,
44.948683,
-63.049257,
107.99794
],
[
0.250578,
0.183079,
0.067499,
0.023305,
-0.062478,
0.045984
],
[
10,
10,
10,
10,
10,
10
],
[
-138580,
-113328,
-47841,
-840680,
-552482,
-313074
],
[
1.754803,
1.819344,
1.621926,
1.022045,
0.95321,
1.156196
],
[
69,
34,
35,
69,
34,
35
],
[
37,
16,
21,
37,
16,
21
],
[
32,
18,
14,
32,
18,
14
],
[
53.623188,
47.058824,
60,
53.623188,
47.058824,
60
],
[
1.517667,
2.046762,
1.081284,
0.883931,
1.072361,
0.770798
],
[
281513,
281513,
34101,
372359,
372359,
197713
],
[
-61348,
-61348,
-37011,
-419008,
-419008,
-207270
],
[
65,
106,
25,
65,
106,
25
],
[
44,
73,
21,
44,
73,
21
],
[
90,
135,
32,
90,
135,
32
],
[
4520,
3614,
906,
4520,
3614,
906
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-94149,
351613,
-99283,
-466989,
-580272,
-180308
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4779,
"evaluation_days": 1593,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1626710400000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759532511376,
"expiration_time": 1763636256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 168,
"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) |
|---|