| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 511149.4678 | 375523.2808 | 135626.187 | 275269.1573 | 224801.6512 | 50467.506 |
| Total P&L (%) | 511.1495 | 375.5233 | 135.6262 | 275.2692 | 224.8017 | 50.4675 |
| Avg Daily Profit (%) | 0.3201 | 0.2351 | 0.0849 | 0.0828 | 0.0738 | 0.0256 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141804 | -154157 | -125106 | -375678 | -327302 | -253802 |
| Profit Factor | 1.324 | 1.4614 | 1.1776 | 1.0797 | 1.1231 | 1.031 |
| Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
| Winning Trades | 217 | 110 | 107 | 217 | 110 | 107 |
| Losing Trades | 154 | 75 | 79 | 154 | 75 | 79 |
| Profitability (%) | 58.4906 | 59.4595 | 57.5269 | 58.4906 | 59.4595 | 57.5269 |
| Ratio Avg Win / Avg Loss | 0.9396 | 0.9964 | 0.8694 | 0.7662 | 0.7658 | 0.7612 |
| Largest Winning Trade | 162305 | 162305 | 33771 | 110323 | 110323 | 106038 |
| Largest Losing Trade | -49929 | -49929 | -37968 | -250584 | -250584 | -102236 |
| Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
| Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
| Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
| Bars Traded | 4746 | 2488 | 2258 | 4746 | 2488 | 2258 |
| Profit Streak | 26.2737 | 50.2737 | 26.2737 | 26.2737 | 50.2737 | 26.2737 |
| Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 448146 | 388529 | -103748 | -212038 | -177694 | -345390 |
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4791,
"evaluation_days": 1597,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1622822400000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759876451317,
"expiration_time": 1763992224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
511149.4678138233,
375523.2808113492,
135626.1870024747,
275269.1572517285,
224801.6512253821,
50467.5060263468
],
[
511.149468,
375.523281,
135.626187,
275.269157,
224.801651,
50.467506
],
[
0.320069,
0.235143,
0.084926,
0.082844,
0.073793,
0.025587
],
[
10,
10,
10,
10,
10,
10
],
[
-141804,
-154157,
-125106,
-375678,
-327302,
-253802
],
[
1.323995,
1.461414,
1.17757,
1.079711,
1.123134,
1.031006
],
[
371,
185,
186,
371,
185,
186
],
[
217,
110,
107,
217,
110,
107
],
[
154,
75,
79,
154,
75,
79
],
[
58.490566,
59.459459,
57.526882,
58.490566,
59.459459,
57.526882
],
[
0.93961,
0.996419,
0.869421,
0.766246,
0.765773,
0.76121
],
[
162305,
162305,
33771,
110323,
110323,
106038
],
[
-49929,
-49929,
-37968,
-250584,
-250584,
-102236
],
[
12,
13,
12,
12,
13,
12
],
[
12,
11,
12,
12,
11,
12
],
[
13,
15,
11,
13,
15,
11
],
[
4746,
2488,
2258,
4746,
2488,
2258
],
[
26.273742,
50.273742,
26.273742,
26.273742,
50.273742,
26.273742
],
[
4,
5,
2,
4,
5,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
448146,
388529,
-103748,
-212038,
-177694,
-345390
]
]
}
{
"trading_pair": "MASK_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4791,
"evaluation_days": 1597,
"actual_first_datapoint_time": 1621900800000,
"first_datapoint_time": 1622822400000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759876451317,
"expiration_time": 1763992224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 33,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|