| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 370454.7593 | 261220.4954 | 109234.2639 | 129943.0109 | -272517.451 | 402460.462 |
| Total P&L (%) | 370.4548 | 261.2205 | 109.2343 | 129.943 | -272.5175 | 402.4605 |
| Avg Daily Profit (%) | 0.2328 | 0.1642 | 0.0686 | 0.0523 | 0 | 0.1015 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143511 | -146696 | -41799 | -588630 | -681669 | -163864 |
| Profit Factor | 1.6371 | 1.6328 | 1.6477 | 1.0563 | 0.8491 | 1.7993 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
| Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
| Profitability (%) | 65.9341 | 60 | 71.7391 | 65.9341 | 60 | 71.7391 |
| Ratio Avg Win / Avg Loss | 0.8458 | 1.0885 | 0.6491 | 0.5457 | 0.566 | 0.7088 |
| Largest Winning Trade | 132004 | 132004 | 20579 | 168732 | 168732 | 102124 |
| Largest Losing Trade | -69579 | -69579 | -41799 | -258219 | -258219 | -157692 |
| Avg Bars in Trades | 50 | 81 | 19 | 50 | 81 | 19 |
| Avg Bars in Winners | 31 | 50 | 15 | 31 | 50 | 15 |
| Avg Bars in Losers | 87 | 129 | 29 | 87 | 129 | 29 |
| Bars Traded | 4574 | 3687 | 886 | 4574 | 3687 | 886 |
| Profit Streak | 69.3063 | 81.6396 | 69.3063 | 69.3063 | 81.6396 | 69.3063 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 440668 | 418310 | -96801 | -279292 | -578453 | -52702 |
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4774,
"evaluation_days": 1591.33,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1623283200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759389661763,
"expiration_time": 1763487936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 49,
"offset": 0,
"std": 1.21484
}
}
} {
"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": [
[
370454.7593469013,
261220.4954006858,
109234.2639462159,
129943.0109049011,
-272517.451045961,
402460.4619508619
],
[
370.454759,
261.220495,
109.234264,
129.943011,
-272.517451,
402.460462
],
[
0.232796,
0.164152,
0.068643,
0.052339,
0,
0.101498
],
[
10,
10,
10,
10,
10,
10
],
[
-143511,
-146696,
-41799,
-588630,
-681669,
-163864
],
[
1.637109,
1.632774,
1.647718,
1.056277,
0.849061,
1.799313
],
[
91,
45,
46,
91,
45,
46
],
[
60,
27,
33,
60,
27,
33
],
[
31,
18,
13,
31,
18,
13
],
[
65.934066,
60,
71.73913,
65.934066,
60,
71.73913
],
[
0.84584,
1.088516,
0.649101,
0.545743,
0.566041,
0.70882
],
[
132004,
132004,
20579,
168732,
168732,
102124
],
[
-69579,
-69579,
-41799,
-258219,
-258219,
-157692
],
[
50,
81,
19,
50,
81,
19
],
[
31,
50,
15,
31,
50,
15
],
[
87,
129,
29,
87,
129,
29
],
[
4574,
3687,
886,
4574,
3687,
886
],
[
69.30627,
81.639604,
69.30627,
69.30627,
81.639604,
69.30627
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440668,
418310,
-96801,
-279292,
-578453,
-52702
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4774,
"evaluation_days": 1591.33,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1623283200000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759389661763,
"expiration_time": 1763487936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 49,
"offset": 0,
"std": 1.21484
}
}
}
| # | 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) |
|---|